Trading Metrics calculated at close of trading on 02-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,528.03 |
16,058.35 |
-469.68 |
-2.8% |
16,438.57 |
High |
16,528.03 |
16,352.58 |
-175.45 |
-1.1% |
16,669.97 |
Low |
15,979.95 |
16,058.35 |
78.40 |
0.5% |
15,370.33 |
Close |
16,058.35 |
16,351.38 |
293.03 |
1.8% |
16,643.01 |
Range |
548.08 |
294.23 |
-253.85 |
-46.3% |
1,299.64 |
ATR |
325.86 |
323.60 |
-2.26 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,136.79 |
17,038.32 |
16,513.21 |
|
R3 |
16,842.56 |
16,744.09 |
16,432.29 |
|
R2 |
16,548.33 |
16,548.33 |
16,405.32 |
|
R1 |
16,449.86 |
16,449.86 |
16,378.35 |
16,499.10 |
PP |
16,254.10 |
16,254.10 |
16,254.10 |
16,278.72 |
S1 |
16,155.63 |
16,155.63 |
16,324.41 |
16,204.87 |
S2 |
15,959.87 |
15,959.87 |
16,297.44 |
|
S3 |
15,665.64 |
15,861.40 |
16,270.47 |
|
S4 |
15,371.41 |
15,567.17 |
16,189.55 |
|
|
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 |
15,979.95 |
690.02 |
4.2% |
309.25 |
1.9% |
54% |
False |
False |
|
10 |
17,345.32 |
15,370.33 |
1,974.99 |
12.1% |
481.06 |
2.9% |
50% |
False |
False |
|
20 |
17,629.13 |
15,370.33 |
2,258.80 |
13.8% |
335.72 |
2.1% |
43% |
False |
False |
|
40 |
18,137.12 |
15,370.33 |
2,766.79 |
16.9% |
243.98 |
1.5% |
35% |
False |
False |
|
60 |
18,188.81 |
15,370.33 |
2,818.48 |
17.2% |
223.01 |
1.4% |
35% |
False |
False |
|
80 |
18,351.36 |
15,370.33 |
2,981.03 |
18.2% |
198.83 |
1.2% |
33% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.2% |
195.74 |
1.2% |
33% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.2% |
194.89 |
1.2% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,603.06 |
2.618 |
17,122.87 |
1.618 |
16,828.64 |
1.000 |
16,646.81 |
0.618 |
16,534.41 |
HIGH |
16,352.58 |
0.618 |
16,240.18 |
0.500 |
16,205.47 |
0.382 |
16,170.75 |
LOW |
16,058.35 |
0.618 |
15,876.52 |
1.000 |
15,764.12 |
1.618 |
15,582.29 |
2.618 |
15,288.06 |
4.250 |
14,807.87 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,302.74 |
16,336.25 |
PP |
16,254.10 |
16,321.12 |
S1 |
16,205.47 |
16,305.99 |
|