Trading Metrics calculated at close of trading on 02-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,396.57 |
18,466.01 |
69.44 |
0.4% |
18,421.29 |
High |
18,430.05 |
18,544.76 |
114.71 |
0.6% |
18,544.76 |
Low |
18,295.48 |
18,439.10 |
143.62 |
0.8% |
18,295.48 |
Close |
18,419.30 |
18,491.96 |
72.66 |
0.4% |
18,491.96 |
Range |
134.57 |
105.66 |
-28.91 |
-21.5% |
249.28 |
ATR |
117.99 |
118.52 |
0.53 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,808.92 |
18,756.10 |
18,550.07 |
|
R3 |
18,703.26 |
18,650.44 |
18,521.02 |
|
R2 |
18,597.60 |
18,597.60 |
18,511.33 |
|
R1 |
18,544.78 |
18,544.78 |
18,501.65 |
18,571.19 |
PP |
18,491.94 |
18,491.94 |
18,491.94 |
18,505.15 |
S1 |
18,439.12 |
18,439.12 |
18,482.27 |
18,465.53 |
S2 |
18,386.28 |
18,386.28 |
18,472.59 |
|
S3 |
18,280.62 |
18,333.46 |
18,462.90 |
|
S4 |
18,174.96 |
18,227.80 |
18,433.85 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,191.91 |
19,091.21 |
18,629.06 |
|
R3 |
18,942.63 |
18,841.93 |
18,560.51 |
|
R2 |
18,693.35 |
18,693.35 |
18,537.66 |
|
R1 |
18,592.65 |
18,592.65 |
18,514.81 |
18,643.00 |
PP |
18,444.07 |
18,444.07 |
18,444.07 |
18,469.24 |
S1 |
18,343.37 |
18,343.37 |
18,469.11 |
18,393.72 |
S2 |
18,194.79 |
18,194.79 |
18,446.26 |
|
S3 |
17,945.51 |
18,094.09 |
18,423.41 |
|
S4 |
17,696.23 |
17,844.81 |
18,354.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,544.76 |
18,295.48 |
249.28 |
1.3% |
111.06 |
0.6% |
79% |
True |
False |
|
10 |
18,631.60 |
18,295.48 |
336.12 |
1.8% |
113.93 |
0.6% |
58% |
False |
False |
|
20 |
18,668.44 |
18,295.48 |
372.96 |
2.0% |
99.29 |
0.5% |
53% |
False |
False |
|
40 |
18,668.44 |
18,161.53 |
506.91 |
2.7% |
100.42 |
0.5% |
65% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
132.45 |
0.7% |
89% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
135.96 |
0.7% |
89% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
137.95 |
0.7% |
89% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
140.48 |
0.8% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,993.82 |
2.618 |
18,821.38 |
1.618 |
18,715.72 |
1.000 |
18,650.42 |
0.618 |
18,610.06 |
HIGH |
18,544.76 |
0.618 |
18,504.40 |
0.500 |
18,491.93 |
0.382 |
18,479.46 |
LOW |
18,439.10 |
0.618 |
18,373.80 |
1.000 |
18,333.44 |
1.618 |
18,268.14 |
2.618 |
18,162.48 |
4.250 |
17,990.05 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,491.95 |
18,468.01 |
PP |
18,491.94 |
18,444.07 |
S1 |
18,491.93 |
18,420.12 |
|