Trading Metrics calculated at close of trading on 06-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,771.50 |
4,794.00 |
22.50 |
0.5% |
4,777.75 |
High |
4,812.00 |
4,825.50 |
13.50 |
0.3% |
4,812.00 |
Low |
4,769.00 |
4,777.50 |
8.50 |
0.2% |
4,744.50 |
Close |
4,789.75 |
4,821.75 |
32.00 |
0.7% |
4,789.75 |
Range |
43.00 |
48.00 |
5.00 |
11.6% |
67.50 |
ATR |
37.37 |
38.13 |
0.76 |
2.0% |
0.00 |
Volume |
2,104 |
4,000 |
1,896 |
90.1% |
6,749 |
|
Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,952.25 |
4,935.00 |
4,848.25 |
|
R3 |
4,904.25 |
4,887.00 |
4,835.00 |
|
R2 |
4,856.25 |
4,856.25 |
4,830.50 |
|
R1 |
4,839.00 |
4,839.00 |
4,826.25 |
4,847.50 |
PP |
4,808.25 |
4,808.25 |
4,808.25 |
4,812.50 |
S1 |
4,791.00 |
4,791.00 |
4,817.25 |
4,799.50 |
S2 |
4,760.25 |
4,760.25 |
4,813.00 |
|
S3 |
4,712.25 |
4,743.00 |
4,808.50 |
|
S4 |
4,664.25 |
4,695.00 |
4,795.25 |
|
|
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 |
4,825.50 |
4,744.50 |
81.00 |
1.7% |
39.50 |
0.8% |
95% |
True |
False |
1,945 |
10 |
4,829.50 |
4,744.50 |
85.00 |
1.8% |
39.00 |
0.8% |
91% |
False |
False |
1,410 |
20 |
4,829.50 |
4,744.50 |
85.00 |
1.8% |
33.50 |
0.7% |
91% |
False |
False |
803 |
40 |
4,829.50 |
4,546.25 |
283.25 |
5.9% |
35.50 |
0.7% |
97% |
False |
False |
469 |
60 |
4,829.50 |
4,164.00 |
665.50 |
13.8% |
47.00 |
1.0% |
99% |
False |
False |
331 |
80 |
4,829.50 |
4,164.00 |
665.50 |
13.8% |
40.50 |
0.8% |
99% |
False |
False |
249 |
100 |
4,829.50 |
4,164.00 |
665.50 |
13.8% |
37.50 |
0.8% |
99% |
False |
False |
199 |
120 |
4,829.50 |
4,164.00 |
665.50 |
13.8% |
35.25 |
0.7% |
99% |
False |
False |
166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,029.50 |
2.618 |
4,951.25 |
1.618 |
4,903.25 |
1.000 |
4,873.50 |
0.618 |
4,855.25 |
HIGH |
4,825.50 |
0.618 |
4,807.25 |
0.500 |
4,801.50 |
0.382 |
4,795.75 |
LOW |
4,777.50 |
0.618 |
4,747.75 |
1.000 |
4,729.50 |
1.618 |
4,699.75 |
2.618 |
4,651.75 |
4.250 |
4,573.50 |
|
|
Fisher Pivots for day following 06-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,815.00 |
4,809.50 |
PP |
4,808.25 |
4,797.25 |
S1 |
4,801.50 |
4,785.00 |
|