Trading Metrics calculated at close of trading on 01-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,632.02 |
16,528.03 |
-103.99 |
-0.6% |
16,438.57 |
High |
16,632.02 |
16,528.03 |
-103.99 |
-0.6% |
16,669.97 |
Low |
16,444.05 |
15,979.95 |
-464.10 |
-2.8% |
15,370.33 |
Close |
16,528.03 |
16,058.35 |
-469.68 |
-2.8% |
16,643.01 |
Range |
187.97 |
548.08 |
360.11 |
191.6% |
1,299.64 |
ATR |
308.77 |
325.86 |
17.09 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,833.02 |
17,493.76 |
16,359.79 |
|
R3 |
17,284.94 |
16,945.68 |
16,209.07 |
|
R2 |
16,736.86 |
16,736.86 |
16,158.83 |
|
R1 |
16,397.60 |
16,397.60 |
16,108.59 |
16,293.19 |
PP |
16,188.78 |
16,188.78 |
16,188.78 |
16,136.57 |
S1 |
15,849.52 |
15,849.52 |
16,008.11 |
15,745.11 |
S2 |
15,640.70 |
15,640.70 |
15,957.87 |
|
S3 |
15,092.62 |
15,301.44 |
15,907.63 |
|
S4 |
14,544.54 |
14,753.36 |
15,756.91 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,126.69 |
19,684.49 |
17,357.81 |
|
R3 |
18,827.05 |
18,384.85 |
17,000.41 |
|
R2 |
17,527.41 |
17,527.41 |
16,881.28 |
|
R1 |
17,085.21 |
17,085.21 |
16,762.14 |
17,306.31 |
PP |
16,227.77 |
16,227.77 |
16,227.77 |
16,338.32 |
S1 |
15,785.57 |
15,785.57 |
16,523.88 |
16,006.67 |
S2 |
14,928.13 |
14,928.13 |
16,404.74 |
|
S3 |
13,628.49 |
14,485.93 |
16,285.61 |
|
S4 |
12,328.85 |
13,186.29 |
15,928.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,669.97 |
15,676.26 |
993.71 |
6.2% |
375.90 |
2.3% |
38% |
False |
False |
|
10 |
17,517.19 |
15,370.33 |
2,146.86 |
13.4% |
475.12 |
3.0% |
32% |
False |
False |
|
20 |
17,661.37 |
15,370.33 |
2,291.04 |
14.3% |
329.43 |
2.1% |
30% |
False |
False |
|
40 |
18,137.12 |
15,370.33 |
2,766.79 |
17.2% |
243.19 |
1.5% |
25% |
False |
False |
|
60 |
18,188.81 |
15,370.33 |
2,818.48 |
17.6% |
219.82 |
1.4% |
24% |
False |
False |
|
80 |
18,351.36 |
15,370.33 |
2,981.03 |
18.6% |
196.54 |
1.2% |
23% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.6% |
194.12 |
1.2% |
23% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.6% |
194.60 |
1.2% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,857.37 |
2.618 |
17,962.90 |
1.618 |
17,414.82 |
1.000 |
17,076.11 |
0.618 |
16,866.74 |
HIGH |
16,528.03 |
0.618 |
16,318.66 |
0.500 |
16,253.99 |
0.382 |
16,189.32 |
LOW |
15,979.95 |
0.618 |
15,641.24 |
1.000 |
15,431.87 |
1.618 |
15,093.16 |
2.618 |
14,545.08 |
4.250 |
13,650.61 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,253.99 |
16,324.96 |
PP |
16,188.78 |
16,236.09 |
S1 |
16,123.56 |
16,147.22 |
|