Trading Metrics calculated at close of trading on 07-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,794.00 |
4,823.75 |
29.75 |
0.6% |
4,777.75 |
High |
4,825.50 |
4,834.25 |
8.75 |
0.2% |
4,812.00 |
Low |
4,777.50 |
4,808.50 |
31.00 |
0.6% |
4,744.50 |
Close |
4,821.75 |
4,824.25 |
2.50 |
0.1% |
4,789.75 |
Range |
48.00 |
25.75 |
-22.25 |
-46.4% |
67.50 |
ATR |
38.13 |
37.24 |
-0.88 |
-2.3% |
0.00 |
Volume |
4,000 |
17,811 |
13,811 |
345.3% |
6,749 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,899.50 |
4,887.75 |
4,838.50 |
|
R3 |
4,873.75 |
4,862.00 |
4,831.25 |
|
R2 |
4,848.00 |
4,848.00 |
4,829.00 |
|
R1 |
4,836.25 |
4,836.25 |
4,826.50 |
4,842.00 |
PP |
4,822.25 |
4,822.25 |
4,822.25 |
4,825.25 |
S1 |
4,810.50 |
4,810.50 |
4,822.00 |
4,816.50 |
S2 |
4,796.50 |
4,796.50 |
4,819.50 |
|
S3 |
4,770.75 |
4,784.75 |
4,817.25 |
|
S4 |
4,745.00 |
4,759.00 |
4,810.00 |
|
|
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 |
4,834.25 |
4,744.50 |
89.75 |
1.9% |
37.25 |
0.8% |
89% |
True |
False |
5,335 |
10 |
4,834.25 |
4,744.50 |
89.75 |
1.9% |
38.75 |
0.8% |
89% |
True |
False |
3,121 |
20 |
4,834.25 |
4,744.50 |
89.75 |
1.9% |
33.50 |
0.7% |
89% |
True |
False |
1,667 |
40 |
4,834.25 |
4,546.25 |
288.00 |
6.0% |
35.75 |
0.7% |
97% |
True |
False |
913 |
60 |
4,834.25 |
4,164.00 |
670.25 |
13.9% |
46.75 |
1.0% |
99% |
True |
False |
628 |
80 |
4,834.25 |
4,164.00 |
670.25 |
13.9% |
40.50 |
0.8% |
99% |
True |
False |
472 |
100 |
4,834.25 |
4,164.00 |
670.25 |
13.9% |
37.50 |
0.8% |
99% |
True |
False |
377 |
120 |
4,834.25 |
4,164.00 |
670.25 |
13.9% |
35.50 |
0.7% |
99% |
True |
False |
315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,943.75 |
2.618 |
4,901.75 |
1.618 |
4,876.00 |
1.000 |
4,860.00 |
0.618 |
4,850.25 |
HIGH |
4,834.25 |
0.618 |
4,824.50 |
0.500 |
4,821.50 |
0.382 |
4,818.25 |
LOW |
4,808.50 |
0.618 |
4,792.50 |
1.000 |
4,782.75 |
1.618 |
4,766.75 |
2.618 |
4,741.00 |
4.250 |
4,699.00 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,823.25 |
4,816.75 |
PP |
4,822.25 |
4,809.25 |
S1 |
4,821.50 |
4,801.50 |
|