Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,364.34 |
16,371.76 |
7.42 |
0.0% |
16,632.02 |
High |
16,550.07 |
16,371.76 |
-178.31 |
-1.1% |
16,632.02 |
Low |
16,317.31 |
16,026.61 |
-290.70 |
-1.8% |
15,979.95 |
Close |
16,374.76 |
16,102.38 |
-272.38 |
-1.7% |
16,102.38 |
Range |
232.76 |
345.15 |
112.39 |
48.3% |
652.07 |
ATR |
317.12 |
319.33 |
2.22 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,202.37 |
16,997.52 |
16,292.21 |
|
R3 |
16,857.22 |
16,652.37 |
16,197.30 |
|
R2 |
16,512.07 |
16,512.07 |
16,165.66 |
|
R1 |
16,307.22 |
16,307.22 |
16,134.02 |
16,237.07 |
PP |
16,166.92 |
16,166.92 |
16,166.92 |
16,131.84 |
S1 |
15,962.07 |
15,962.07 |
16,070.74 |
15,891.92 |
S2 |
15,821.77 |
15,821.77 |
16,039.10 |
|
S3 |
15,476.62 |
15,616.92 |
16,007.46 |
|
S4 |
15,131.47 |
15,271.77 |
15,912.55 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,194.33 |
17,800.42 |
16,461.02 |
|
R3 |
17,542.26 |
17,148.35 |
16,281.70 |
|
R2 |
16,890.19 |
16,890.19 |
16,221.93 |
|
R1 |
16,496.28 |
16,496.28 |
16,162.15 |
16,367.20 |
PP |
16,238.12 |
16,238.12 |
16,238.12 |
16,173.58 |
S1 |
15,844.21 |
15,844.21 |
16,042.61 |
15,715.13 |
S2 |
15,586.05 |
15,586.05 |
15,982.83 |
|
S3 |
14,933.98 |
15,192.14 |
15,923.06 |
|
S4 |
14,281.91 |
14,540.07 |
15,743.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,632.02 |
15,979.95 |
652.07 |
4.0% |
321.64 |
2.0% |
19% |
False |
False |
|
10 |
16,669.97 |
15,370.33 |
1,299.64 |
8.1% |
450.28 |
2.8% |
56% |
False |
False |
|
20 |
17,629.13 |
15,370.33 |
2,258.80 |
14.0% |
347.36 |
2.2% |
32% |
False |
False |
|
40 |
18,137.12 |
15,370.33 |
2,766.79 |
17.2% |
246.65 |
1.5% |
26% |
False |
False |
|
60 |
18,188.81 |
15,370.33 |
2,818.48 |
17.5% |
226.17 |
1.4% |
26% |
False |
False |
|
80 |
18,351.36 |
15,370.33 |
2,981.03 |
18.5% |
202.46 |
1.3% |
25% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.5% |
198.67 |
1.2% |
25% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.5% |
196.18 |
1.2% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,838.65 |
2.618 |
17,275.36 |
1.618 |
16,930.21 |
1.000 |
16,716.91 |
0.618 |
16,585.06 |
HIGH |
16,371.76 |
0.618 |
16,239.91 |
0.500 |
16,199.19 |
0.382 |
16,158.46 |
LOW |
16,026.61 |
0.618 |
15,813.31 |
1.000 |
15,681.46 |
1.618 |
15,468.16 |
2.618 |
15,123.01 |
4.250 |
14,559.72 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,199.19 |
16,288.34 |
PP |
16,166.92 |
16,226.35 |
S1 |
16,134.65 |
16,164.37 |
|