Trading Metrics calculated at close of trading on 01-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,348 |
18,302 |
-46 |
-0.3% |
18,450 |
High |
18,363 |
18,372 |
9 |
0.0% |
18,521 |
Low |
18,240 |
18,200 |
-40 |
-0.2% |
18,226 |
Close |
18,309 |
18,311 |
2 |
0.0% |
18,294 |
Range |
123 |
172 |
49 |
39.8% |
295 |
ATR |
122 |
126 |
4 |
2.9% |
0 |
Volume |
251 |
458 |
207 |
82.5% |
1,006 |
|
Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,810 |
18,733 |
18,406 |
|
R3 |
18,638 |
18,561 |
18,358 |
|
R2 |
18,466 |
18,466 |
18,343 |
|
R1 |
18,389 |
18,389 |
18,327 |
18,428 |
PP |
18,294 |
18,294 |
18,294 |
18,314 |
S1 |
18,217 |
18,217 |
18,295 |
18,256 |
S2 |
18,122 |
18,122 |
18,280 |
|
S3 |
17,950 |
18,045 |
18,264 |
|
S4 |
17,778 |
17,873 |
18,217 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,232 |
19,058 |
18,456 |
|
R3 |
18,937 |
18,763 |
18,375 |
|
R2 |
18,642 |
18,642 |
18,348 |
|
R1 |
18,468 |
18,468 |
18,321 |
18,408 |
PP |
18,347 |
18,347 |
18,347 |
18,317 |
S1 |
18,173 |
18,173 |
18,267 |
18,113 |
S2 |
18,052 |
18,052 |
18,240 |
|
S3 |
17,757 |
17,878 |
18,213 |
|
S4 |
17,462 |
17,583 |
18,132 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,462 |
18,200 |
262 |
1.4% |
158 |
0.9% |
42% |
False |
True |
342 |
10 |
18,521 |
18,200 |
321 |
1.8% |
128 |
0.7% |
35% |
False |
True |
250 |
20 |
18,535 |
18,195 |
340 |
1.9% |
114 |
0.6% |
34% |
False |
False |
194 |
40 |
18,535 |
17,708 |
827 |
4.5% |
120 |
0.7% |
73% |
False |
False |
135 |
60 |
18,535 |
16,876 |
1,659 |
9.1% |
148 |
0.8% |
86% |
False |
False |
112 |
80 |
18,535 |
16,876 |
1,659 |
9.1% |
127 |
0.7% |
86% |
False |
False |
87 |
100 |
18,535 |
16,876 |
1,659 |
9.1% |
112 |
0.6% |
86% |
False |
False |
71 |
120 |
18,535 |
16,876 |
1,659 |
9.1% |
99 |
0.5% |
86% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,103 |
2.618 |
18,822 |
1.618 |
18,650 |
1.000 |
18,544 |
0.618 |
18,478 |
HIGH |
18,372 |
0.618 |
18,306 |
0.500 |
18,286 |
0.382 |
18,266 |
LOW |
18,200 |
0.618 |
18,094 |
1.000 |
18,028 |
1.618 |
17,922 |
2.618 |
17,750 |
4.250 |
17,469 |
|
|
Fisher Pivots for day following 01-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,303 |
18,314 |
PP |
18,294 |
18,313 |
S1 |
18,286 |
18,312 |
|