Trading Metrics calculated at close of trading on 01-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,986.25 |
1,965.50 |
-20.75 |
-1.0% |
1,964.50 |
High |
1,987.75 |
1,966.25 |
-21.50 |
-1.1% |
1,992.75 |
Low |
1,959.25 |
1,898.75 |
-60.50 |
-3.1% |
1,831.00 |
Close |
1,969.25 |
1,916.00 |
-53.25 |
-2.7% |
1,989.75 |
Range |
28.50 |
67.50 |
39.00 |
136.8% |
161.75 |
ATR |
42.28 |
44.30 |
2.02 |
4.8% |
0.00 |
Volume |
1,876,279 |
2,822,050 |
945,771 |
50.4% |
17,353,648 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,129.50 |
2,090.25 |
1,953.00 |
|
R3 |
2,062.00 |
2,022.75 |
1,934.50 |
|
R2 |
1,994.50 |
1,994.50 |
1,928.50 |
|
R1 |
1,955.25 |
1,955.25 |
1,922.25 |
1,941.00 |
PP |
1,927.00 |
1,927.00 |
1,927.00 |
1,920.00 |
S1 |
1,887.75 |
1,887.75 |
1,909.75 |
1,873.50 |
S2 |
1,859.50 |
1,859.50 |
1,903.50 |
|
S3 |
1,792.00 |
1,820.25 |
1,897.50 |
|
S4 |
1,724.50 |
1,752.75 |
1,879.00 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,423.00 |
2,368.25 |
2,078.75 |
|
R3 |
2,261.25 |
2,206.50 |
2,034.25 |
|
R2 |
2,099.50 |
2,099.50 |
2,019.50 |
|
R1 |
2,044.75 |
2,044.75 |
2,004.50 |
2,072.00 |
PP |
1,937.75 |
1,937.75 |
1,937.75 |
1,951.50 |
S1 |
1,883.00 |
1,883.00 |
1,975.00 |
1,910.50 |
S2 |
1,776.00 |
1,776.00 |
1,960.00 |
|
S3 |
1,614.25 |
1,721.25 |
1,945.25 |
|
S4 |
1,452.50 |
1,559.50 |
1,900.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,992.75 |
1,850.50 |
142.25 |
7.4% |
54.00 |
2.8% |
46% |
False |
False |
2,626,879 |
10 |
2,098.00 |
1,831.00 |
267.00 |
13.9% |
63.75 |
3.3% |
32% |
False |
False |
3,109,251 |
20 |
2,107.00 |
1,831.00 |
276.00 |
14.4% |
44.50 |
2.3% |
31% |
False |
False |
2,301,106 |
40 |
2,126.25 |
1,831.00 |
295.25 |
15.4% |
32.75 |
1.7% |
29% |
False |
False |
1,863,275 |
60 |
2,126.25 |
1,831.00 |
295.25 |
15.4% |
29.50 |
1.5% |
29% |
False |
False |
1,723,392 |
80 |
2,126.25 |
1,831.00 |
295.25 |
15.4% |
26.50 |
1.4% |
29% |
False |
False |
1,295,557 |
100 |
2,126.25 |
1,831.00 |
295.25 |
15.4% |
25.75 |
1.3% |
29% |
False |
False |
1,036,978 |
120 |
2,126.25 |
1,831.00 |
295.25 |
15.4% |
25.50 |
1.3% |
29% |
False |
False |
864,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,253.00 |
2.618 |
2,143.00 |
1.618 |
2,075.50 |
1.000 |
2,033.75 |
0.618 |
2,008.00 |
HIGH |
1,966.25 |
0.618 |
1,940.50 |
0.500 |
1,932.50 |
0.382 |
1,924.50 |
LOW |
1,898.75 |
0.618 |
1,857.00 |
1.000 |
1,831.25 |
1.618 |
1,789.50 |
2.618 |
1,722.00 |
4.250 |
1,612.00 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,932.50 |
1,945.75 |
PP |
1,927.00 |
1,935.75 |
S1 |
1,921.50 |
1,926.00 |
|