Trading Metrics calculated at close of trading on 01-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,436.70 |
18,396.57 |
-40.13 |
-0.2% |
18,535.86 |
High |
18,439.68 |
18,430.05 |
-9.63 |
-0.1% |
18,631.60 |
Low |
18,333.56 |
18,295.48 |
-38.08 |
-0.2% |
18,335.34 |
Close |
18,400.88 |
18,419.30 |
18.42 |
0.1% |
18,395.40 |
Range |
106.12 |
134.57 |
28.45 |
26.8% |
296.26 |
ATR |
116.72 |
117.99 |
1.28 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,785.32 |
18,736.88 |
18,493.31 |
|
R3 |
18,650.75 |
18,602.31 |
18,456.31 |
|
R2 |
18,516.18 |
18,516.18 |
18,443.97 |
|
R1 |
18,467.74 |
18,467.74 |
18,431.64 |
18,491.96 |
PP |
18,381.61 |
18,381.61 |
18,381.61 |
18,393.72 |
S1 |
18,333.17 |
18,333.17 |
18,406.96 |
18,357.39 |
S2 |
18,247.04 |
18,247.04 |
18,394.63 |
|
S3 |
18,112.47 |
18,198.60 |
18,382.29 |
|
S4 |
17,977.90 |
18,064.03 |
18,345.29 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,342.89 |
19,165.41 |
18,558.34 |
|
R3 |
19,046.63 |
18,869.15 |
18,476.87 |
|
R2 |
18,750.37 |
18,750.37 |
18,449.71 |
|
R1 |
18,572.89 |
18,572.89 |
18,422.56 |
18,513.50 |
PP |
18,454.11 |
18,454.11 |
18,454.11 |
18,424.42 |
S1 |
18,276.63 |
18,276.63 |
18,368.24 |
18,217.24 |
S2 |
18,157.85 |
18,157.85 |
18,341.09 |
|
S3 |
17,861.59 |
17,980.37 |
18,313.93 |
|
S4 |
17,565.33 |
17,684.11 |
18,232.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,572.09 |
18,295.48 |
276.61 |
1.5% |
137.28 |
0.7% |
45% |
False |
True |
|
10 |
18,631.60 |
18,295.48 |
336.12 |
1.8% |
112.76 |
0.6% |
37% |
False |
True |
|
20 |
18,668.44 |
18,295.48 |
372.96 |
2.0% |
101.04 |
0.5% |
33% |
False |
True |
|
40 |
18,668.44 |
17,971.22 |
697.22 |
3.8% |
102.67 |
0.6% |
64% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
132.18 |
0.7% |
84% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
137.24 |
0.7% |
84% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
138.66 |
0.8% |
84% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
140.69 |
0.8% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,001.97 |
2.618 |
18,782.35 |
1.618 |
18,647.78 |
1.000 |
18,564.62 |
0.618 |
18,513.21 |
HIGH |
18,430.05 |
0.618 |
18,378.64 |
0.500 |
18,362.77 |
0.382 |
18,346.89 |
LOW |
18,295.48 |
0.618 |
18,212.32 |
1.000 |
18,160.91 |
1.618 |
18,077.75 |
2.618 |
17,943.18 |
4.250 |
17,723.56 |
|
|
Fisher Pivots for day following 01-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,400.46 |
18,414.50 |
PP |
18,381.61 |
18,409.69 |
S1 |
18,362.77 |
18,404.89 |
|