Trading Metrics calculated at close of trading on 02-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,767.75 |
4,771.50 |
3.75 |
0.1% |
4,777.75 |
High |
4,788.50 |
4,812.00 |
23.50 |
0.5% |
4,812.00 |
Low |
4,744.50 |
4,769.00 |
24.50 |
0.5% |
4,744.50 |
Close |
4,772.25 |
4,789.75 |
17.50 |
0.4% |
4,789.75 |
Range |
44.00 |
43.00 |
-1.00 |
-2.3% |
67.50 |
ATR |
36.93 |
37.37 |
0.43 |
1.2% |
0.00 |
Volume |
2,202 |
2,104 |
-98 |
-4.5% |
6,749 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,919.25 |
4,897.50 |
4,813.50 |
|
R3 |
4,876.25 |
4,854.50 |
4,801.50 |
|
R2 |
4,833.25 |
4,833.25 |
4,797.75 |
|
R1 |
4,811.50 |
4,811.50 |
4,793.75 |
4,822.50 |
PP |
4,790.25 |
4,790.25 |
4,790.25 |
4,795.75 |
S1 |
4,768.50 |
4,768.50 |
4,785.75 |
4,779.50 |
S2 |
4,747.25 |
4,747.25 |
4,781.75 |
|
S3 |
4,704.25 |
4,725.50 |
4,778.00 |
|
S4 |
4,661.25 |
4,682.50 |
4,766.00 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,984.50 |
4,954.75 |
4,827.00 |
|
R3 |
4,917.00 |
4,887.25 |
4,808.25 |
|
R2 |
4,849.50 |
4,849.50 |
4,802.00 |
|
R1 |
4,819.75 |
4,819.75 |
4,796.00 |
4,834.50 |
PP |
4,782.00 |
4,782.00 |
4,782.00 |
4,789.50 |
S1 |
4,752.25 |
4,752.25 |
4,783.50 |
4,767.00 |
S2 |
4,714.50 |
4,714.50 |
4,777.50 |
|
S3 |
4,647.00 |
4,684.75 |
4,771.25 |
|
S4 |
4,579.50 |
4,617.25 |
4,752.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,812.00 |
4,744.50 |
67.50 |
1.4% |
36.00 |
0.8% |
67% |
True |
False |
1,349 |
10 |
4,829.50 |
4,744.50 |
85.00 |
1.8% |
37.00 |
0.8% |
53% |
False |
False |
1,036 |
20 |
4,829.50 |
4,744.50 |
85.00 |
1.8% |
33.00 |
0.7% |
53% |
False |
False |
612 |
40 |
4,829.50 |
4,515.00 |
314.50 |
6.6% |
35.25 |
0.7% |
87% |
False |
False |
369 |
60 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
47.00 |
1.0% |
94% |
False |
False |
265 |
80 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
40.50 |
0.8% |
94% |
False |
False |
199 |
100 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
37.00 |
0.8% |
94% |
False |
False |
159 |
120 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
35.00 |
0.7% |
94% |
False |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,994.75 |
2.618 |
4,924.50 |
1.618 |
4,881.50 |
1.000 |
4,855.00 |
0.618 |
4,838.50 |
HIGH |
4,812.00 |
0.618 |
4,795.50 |
0.500 |
4,790.50 |
0.382 |
4,785.50 |
LOW |
4,769.00 |
0.618 |
4,742.50 |
1.000 |
4,726.00 |
1.618 |
4,699.50 |
2.618 |
4,656.50 |
4.250 |
4,586.25 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,790.50 |
4,786.00 |
PP |
4,790.25 |
4,782.00 |
S1 |
4,790.00 |
4,778.25 |
|