Trading Metrics calculated at close of trading on 03-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,058.35 |
16,364.34 |
305.99 |
1.9% |
16,438.57 |
High |
16,352.58 |
16,550.07 |
197.49 |
1.2% |
16,669.97 |
Low |
16,058.35 |
16,317.31 |
258.96 |
1.6% |
15,370.33 |
Close |
16,351.38 |
16,374.76 |
23.38 |
0.1% |
16,643.01 |
Range |
294.23 |
232.76 |
-61.47 |
-20.9% |
1,299.64 |
ATR |
323.60 |
317.12 |
-6.49 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,112.33 |
16,976.30 |
16,502.78 |
|
R3 |
16,879.57 |
16,743.54 |
16,438.77 |
|
R2 |
16,646.81 |
16,646.81 |
16,417.43 |
|
R1 |
16,510.78 |
16,510.78 |
16,396.10 |
16,578.80 |
PP |
16,414.05 |
16,414.05 |
16,414.05 |
16,448.05 |
S1 |
16,278.02 |
16,278.02 |
16,353.42 |
16,346.04 |
S2 |
16,181.29 |
16,181.29 |
16,332.09 |
|
S3 |
15,948.53 |
16,045.26 |
16,310.75 |
|
S4 |
15,715.77 |
15,812.50 |
16,246.74 |
|
|
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% |
279.57 |
1.7% |
57% |
False |
False |
|
10 |
16,990.69 |
15,370.33 |
1,620.36 |
9.9% |
468.88 |
2.9% |
62% |
False |
False |
|
20 |
17,629.13 |
15,370.33 |
2,258.80 |
13.8% |
336.90 |
2.1% |
44% |
False |
False |
|
40 |
18,137.12 |
15,370.33 |
2,766.79 |
16.9% |
243.94 |
1.5% |
36% |
False |
False |
|
60 |
18,188.81 |
15,370.33 |
2,818.48 |
17.2% |
222.23 |
1.4% |
36% |
False |
False |
|
80 |
18,351.36 |
15,370.33 |
2,981.03 |
18.2% |
199.31 |
1.2% |
34% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.2% |
196.36 |
1.2% |
34% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.2% |
194.86 |
1.2% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,539.30 |
2.618 |
17,159.44 |
1.618 |
16,926.68 |
1.000 |
16,782.83 |
0.618 |
16,693.92 |
HIGH |
16,550.07 |
0.618 |
16,461.16 |
0.500 |
16,433.69 |
0.382 |
16,406.22 |
LOW |
16,317.31 |
0.618 |
16,173.46 |
1.000 |
16,084.55 |
1.618 |
15,940.70 |
2.618 |
15,707.94 |
4.250 |
15,328.08 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,433.69 |
16,338.18 |
PP |
16,414.05 |
16,301.59 |
S1 |
16,394.40 |
16,265.01 |
|