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 |
18,302 |
18,307 |
5 |
0.0% |
18,275 |
High |
18,372 |
18,449 |
77 |
0.4% |
18,449 |
Low |
18,200 |
18,296 |
96 |
0.5% |
18,200 |
Close |
18,311 |
18,392 |
81 |
0.4% |
18,392 |
Range |
172 |
153 |
-19 |
-11.0% |
249 |
ATR |
126 |
128 |
2 |
1.5% |
0 |
Volume |
458 |
685 |
227 |
49.6% |
1,898 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,838 |
18,768 |
18,476 |
|
R3 |
18,685 |
18,615 |
18,434 |
|
R2 |
18,532 |
18,532 |
18,420 |
|
R1 |
18,462 |
18,462 |
18,406 |
18,497 |
PP |
18,379 |
18,379 |
18,379 |
18,397 |
S1 |
18,309 |
18,309 |
18,378 |
18,344 |
S2 |
18,226 |
18,226 |
18,364 |
|
S3 |
18,073 |
18,156 |
18,350 |
|
S4 |
17,920 |
18,003 |
18,308 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,094 |
18,992 |
18,529 |
|
R3 |
18,845 |
18,743 |
18,461 |
|
R2 |
18,596 |
18,596 |
18,438 |
|
R1 |
18,494 |
18,494 |
18,415 |
18,545 |
PP |
18,347 |
18,347 |
18,347 |
18,373 |
S1 |
18,245 |
18,245 |
18,369 |
18,296 |
S2 |
18,098 |
18,098 |
18,346 |
|
S3 |
17,849 |
17,996 |
18,324 |
|
S4 |
17,600 |
17,747 |
18,255 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,449 |
18,200 |
249 |
1.4% |
142 |
0.8% |
77% |
True |
False |
379 |
10 |
18,521 |
18,200 |
321 |
1.7% |
134 |
0.7% |
60% |
False |
False |
290 |
20 |
18,535 |
18,200 |
335 |
1.8% |
113 |
0.6% |
57% |
False |
False |
221 |
40 |
18,535 |
17,923 |
612 |
3.3% |
117 |
0.6% |
77% |
False |
False |
150 |
60 |
18,535 |
16,876 |
1,659 |
9.0% |
149 |
0.8% |
91% |
False |
False |
123 |
80 |
18,535 |
16,876 |
1,659 |
9.0% |
127 |
0.7% |
91% |
False |
False |
95 |
100 |
18,535 |
16,876 |
1,659 |
9.0% |
112 |
0.6% |
91% |
False |
False |
77 |
120 |
18,535 |
16,876 |
1,659 |
9.0% |
100 |
0.5% |
91% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,099 |
2.618 |
18,850 |
1.618 |
18,697 |
1.000 |
18,602 |
0.618 |
18,544 |
HIGH |
18,449 |
0.618 |
18,391 |
0.500 |
18,373 |
0.382 |
18,355 |
LOW |
18,296 |
0.618 |
18,202 |
1.000 |
18,143 |
1.618 |
18,049 |
2.618 |
17,896 |
4.250 |
17,646 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,386 |
18,370 |
PP |
18,379 |
18,347 |
S1 |
18,373 |
18,325 |
|