Trading Metrics calculated at close of trading on 08-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,823.75 |
4,824.75 |
1.00 |
0.0% |
4,777.75 |
High |
4,834.25 |
4,832.50 |
-1.75 |
0.0% |
4,812.00 |
Low |
4,808.50 |
4,785.50 |
-23.00 |
-0.5% |
4,744.50 |
Close |
4,824.25 |
4,792.50 |
-31.75 |
-0.7% |
4,789.75 |
Range |
25.75 |
47.00 |
21.25 |
82.5% |
67.50 |
ATR |
37.24 |
37.94 |
0.70 |
1.9% |
0.00 |
Volume |
17,811 |
77,851 |
60,040 |
337.1% |
6,749 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,944.50 |
4,915.50 |
4,818.25 |
|
R3 |
4,897.50 |
4,868.50 |
4,805.50 |
|
R2 |
4,850.50 |
4,850.50 |
4,801.00 |
|
R1 |
4,821.50 |
4,821.50 |
4,796.75 |
4,812.50 |
PP |
4,803.50 |
4,803.50 |
4,803.50 |
4,799.00 |
S1 |
4,774.50 |
4,774.50 |
4,788.25 |
4,765.50 |
S2 |
4,756.50 |
4,756.50 |
4,784.00 |
|
S3 |
4,709.50 |
4,727.50 |
4,779.50 |
|
S4 |
4,662.50 |
4,680.50 |
4,766.75 |
|
|
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% |
41.50 |
0.9% |
53% |
False |
False |
20,793 |
10 |
4,834.25 |
4,744.50 |
89.75 |
1.9% |
38.50 |
0.8% |
53% |
False |
False |
10,812 |
20 |
4,834.25 |
4,744.50 |
89.75 |
1.9% |
34.25 |
0.7% |
53% |
False |
False |
5,556 |
40 |
4,834.25 |
4,546.25 |
288.00 |
6.0% |
36.25 |
0.8% |
86% |
False |
False |
2,858 |
60 |
4,834.25 |
4,164.00 |
670.25 |
14.0% |
47.00 |
1.0% |
94% |
False |
False |
1,925 |
80 |
4,834.25 |
4,164.00 |
670.25 |
14.0% |
40.50 |
0.8% |
94% |
False |
False |
1,445 |
100 |
4,834.25 |
4,164.00 |
670.25 |
14.0% |
37.75 |
0.8% |
94% |
False |
False |
1,156 |
120 |
4,834.25 |
4,164.00 |
670.25 |
14.0% |
36.00 |
0.7% |
94% |
False |
False |
963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,032.25 |
2.618 |
4,955.50 |
1.618 |
4,908.50 |
1.000 |
4,879.50 |
0.618 |
4,861.50 |
HIGH |
4,832.50 |
0.618 |
4,814.50 |
0.500 |
4,809.00 |
0.382 |
4,803.50 |
LOW |
4,785.50 |
0.618 |
4,756.50 |
1.000 |
4,738.50 |
1.618 |
4,709.50 |
2.618 |
4,662.50 |
4.250 |
4,585.75 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,809.00 |
4,806.00 |
PP |
4,803.50 |
4,801.50 |
S1 |
4,798.00 |
4,797.00 |
|