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 |
4,324.00 |
4,266.00 |
-58.00 |
-1.3% |
4,183.75 |
High |
4,330.25 |
4,268.00 |
-62.25 |
-1.4% |
4,340.75 |
Low |
4,258.50 |
4,118.25 |
-140.25 |
-3.3% |
3,908.25 |
Close |
4,271.75 |
4,158.25 |
-113.50 |
-2.7% |
4,333.00 |
Range |
71.75 |
149.75 |
78.00 |
108.7% |
432.50 |
ATR |
107.85 |
111.11 |
3.26 |
3.0% |
0.00 |
Volume |
303,204 |
481,009 |
177,805 |
58.6% |
2,811,969 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,630.75 |
4,544.25 |
4,240.50 |
|
R3 |
4,481.00 |
4,394.50 |
4,199.50 |
|
R2 |
4,331.25 |
4,331.25 |
4,185.75 |
|
R1 |
4,244.75 |
4,244.75 |
4,172.00 |
4,213.00 |
PP |
4,181.50 |
4,181.50 |
4,181.50 |
4,165.75 |
S1 |
4,095.00 |
4,095.00 |
4,144.50 |
4,063.50 |
S2 |
4,031.75 |
4,031.75 |
4,130.75 |
|
S3 |
3,882.00 |
3,945.25 |
4,117.00 |
|
S4 |
3,732.25 |
3,795.50 |
4,076.00 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,491.50 |
5,344.75 |
4,571.00 |
|
R3 |
5,059.00 |
4,912.25 |
4,452.00 |
|
R2 |
4,626.50 |
4,626.50 |
4,412.25 |
|
R1 |
4,479.75 |
4,479.75 |
4,372.75 |
4,553.00 |
PP |
4,194.00 |
4,194.00 |
4,194.00 |
4,230.75 |
S1 |
4,047.25 |
4,047.25 |
4,293.25 |
4,120.50 |
S2 |
3,761.50 |
3,761.50 |
4,253.75 |
|
S3 |
3,329.00 |
3,614.75 |
4,214.00 |
|
S4 |
2,896.50 |
3,182.25 |
4,095.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,340.75 |
3,958.75 |
382.00 |
9.2% |
135.75 |
3.3% |
52% |
False |
False |
443,918 |
10 |
4,552.25 |
3,908.25 |
644.00 |
15.5% |
157.50 |
3.8% |
39% |
False |
False |
499,194 |
20 |
4,629.00 |
3,908.25 |
720.75 |
17.3% |
113.50 |
2.7% |
35% |
False |
False |
368,997 |
40 |
4,686.00 |
3,908.25 |
777.75 |
18.7% |
87.50 |
2.1% |
32% |
False |
False |
299,168 |
60 |
4,686.00 |
3,908.25 |
777.75 |
18.7% |
77.00 |
1.9% |
32% |
False |
False |
265,499 |
80 |
4,686.00 |
3,908.25 |
777.75 |
18.7% |
69.25 |
1.7% |
32% |
False |
False |
199,342 |
100 |
4,686.00 |
3,908.25 |
777.75 |
18.7% |
65.75 |
1.6% |
32% |
False |
False |
159,487 |
120 |
4,686.00 |
3,908.25 |
777.75 |
18.7% |
62.50 |
1.5% |
32% |
False |
False |
132,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,904.50 |
2.618 |
4,660.00 |
1.618 |
4,510.25 |
1.000 |
4,417.75 |
0.618 |
4,360.50 |
HIGH |
4,268.00 |
0.618 |
4,210.75 |
0.500 |
4,193.00 |
0.382 |
4,175.50 |
LOW |
4,118.25 |
0.618 |
4,025.75 |
1.000 |
3,968.50 |
1.618 |
3,876.00 |
2.618 |
3,726.25 |
4.250 |
3,481.75 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,193.00 |
4,229.50 |
PP |
4,181.50 |
4,205.75 |
S1 |
4,170.00 |
4,182.00 |
|