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 |
16,830 |
16,925 |
95 |
0.6% |
16,540 |
High |
17,020 |
17,120 |
100 |
0.6% |
17,120 |
Low |
16,800 |
16,810 |
10 |
0.1% |
16,535 |
Close |
16,915 |
17,085 |
170 |
1.0% |
17,085 |
Range |
220 |
310 |
90 |
40.9% |
585 |
ATR |
218 |
225 |
7 |
3.0% |
0 |
Volume |
1,079 |
940 |
-139 |
-12.9% |
3,431 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,935 |
17,820 |
17,256 |
|
R3 |
17,625 |
17,510 |
17,170 |
|
R2 |
17,315 |
17,315 |
17,142 |
|
R1 |
17,200 |
17,200 |
17,114 |
17,258 |
PP |
17,005 |
17,005 |
17,005 |
17,034 |
S1 |
16,890 |
16,890 |
17,057 |
16,948 |
S2 |
16,695 |
16,695 |
17,028 |
|
S3 |
16,385 |
16,580 |
17,000 |
|
S4 |
16,075 |
16,270 |
16,915 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,668 |
18,462 |
17,407 |
|
R3 |
18,083 |
17,877 |
17,246 |
|
R2 |
17,498 |
17,498 |
17,192 |
|
R1 |
17,292 |
17,292 |
17,139 |
17,395 |
PP |
16,913 |
16,913 |
16,913 |
16,965 |
S1 |
16,707 |
16,707 |
17,032 |
16,810 |
S2 |
16,328 |
16,328 |
16,978 |
|
S3 |
15,743 |
16,122 |
16,924 |
|
S4 |
15,158 |
15,537 |
16,763 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,120 |
16,535 |
585 |
3.4% |
207 |
1.2% |
94% |
True |
False |
686 |
10 |
17,120 |
16,285 |
835 |
4.9% |
187 |
1.1% |
96% |
True |
False |
387 |
20 |
17,120 |
16,285 |
835 |
4.9% |
188 |
1.1% |
96% |
True |
False |
212 |
40 |
17,120 |
15,420 |
1,700 |
10.0% |
241 |
1.4% |
98% |
True |
False |
115 |
60 |
17,120 |
15,060 |
2,060 |
12.1% |
241 |
1.4% |
98% |
True |
False |
84 |
80 |
17,120 |
15,060 |
2,060 |
12.1% |
182 |
1.1% |
98% |
True |
False |
63 |
100 |
17,740 |
15,060 |
2,680 |
15.7% |
146 |
0.9% |
76% |
False |
False |
50 |
120 |
17,740 |
15,060 |
2,680 |
15.7% |
121 |
0.7% |
76% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,438 |
2.618 |
17,932 |
1.618 |
17,622 |
1.000 |
17,430 |
0.618 |
17,312 |
HIGH |
17,120 |
0.618 |
17,002 |
0.500 |
16,965 |
0.382 |
16,929 |
LOW |
16,810 |
0.618 |
16,619 |
1.000 |
16,500 |
1.618 |
16,309 |
2.618 |
15,999 |
4.250 |
15,493 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
17,045 |
17,038 |
PP |
17,005 |
16,990 |
S1 |
16,965 |
16,943 |
|