Trading Metrics calculated at close of trading on 06-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,466.01 |
18,493.40 |
27.39 |
0.1% |
18,421.29 |
High |
18,544.76 |
18,551.54 |
6.78 |
0.0% |
18,544.76 |
Low |
18,439.10 |
18,450.32 |
11.22 |
0.1% |
18,295.48 |
Close |
18,491.96 |
18,538.12 |
46.16 |
0.2% |
18,491.96 |
Range |
105.66 |
101.22 |
-4.44 |
-4.2% |
249.28 |
ATR |
118.52 |
117.29 |
-1.24 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,816.99 |
18,778.77 |
18,593.79 |
|
R3 |
18,715.77 |
18,677.55 |
18,565.96 |
|
R2 |
18,614.55 |
18,614.55 |
18,556.68 |
|
R1 |
18,576.33 |
18,576.33 |
18,547.40 |
18,595.44 |
PP |
18,513.33 |
18,513.33 |
18,513.33 |
18,522.88 |
S1 |
18,475.11 |
18,475.11 |
18,528.84 |
18,494.22 |
S2 |
18,412.11 |
18,412.11 |
18,519.56 |
|
S3 |
18,310.89 |
18,373.89 |
18,510.28 |
|
S4 |
18,209.67 |
18,272.67 |
18,482.45 |
|
|
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 |
18,551.54 |
18,295.48 |
256.06 |
1.4% |
110.67 |
0.6% |
95% |
True |
False |
|
10 |
18,631.60 |
18,295.48 |
336.12 |
1.8% |
113.64 |
0.6% |
72% |
False |
False |
|
20 |
18,668.44 |
18,295.48 |
372.96 |
2.0% |
100.98 |
0.5% |
65% |
False |
False |
|
40 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
99.90 |
0.5% |
69% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
132.03 |
0.7% |
92% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
135.06 |
0.7% |
92% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
138.19 |
0.7% |
92% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
139.86 |
0.8% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,981.73 |
2.618 |
18,816.53 |
1.618 |
18,715.31 |
1.000 |
18,652.76 |
0.618 |
18,614.09 |
HIGH |
18,551.54 |
0.618 |
18,512.87 |
0.500 |
18,500.93 |
0.382 |
18,488.99 |
LOW |
18,450.32 |
0.618 |
18,387.77 |
1.000 |
18,349.10 |
1.618 |
18,286.55 |
2.618 |
18,185.33 |
4.250 |
18,020.14 |
|
|
Fisher Pivots for day following 06-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,525.72 |
18,499.92 |
PP |
18,513.33 |
18,461.71 |
S1 |
18,500.93 |
18,423.51 |
|