Trading Metrics calculated at close of trading on 02-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,266.00 |
4,150.75 |
-115.25 |
-2.7% |
4,183.75 |
High |
4,268.00 |
4,263.75 |
-4.25 |
-0.1% |
4,340.75 |
Low |
4,118.25 |
4,136.00 |
17.75 |
0.4% |
3,908.25 |
Close |
4,158.25 |
4,260.00 |
101.75 |
2.4% |
4,333.00 |
Range |
149.75 |
127.75 |
-22.00 |
-14.7% |
432.50 |
ATR |
111.11 |
112.30 |
1.19 |
1.1% |
0.00 |
Volume |
481,009 |
340,627 |
-140,382 |
-29.2% |
2,811,969 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,603.25 |
4,559.25 |
4,330.25 |
|
R3 |
4,475.50 |
4,431.50 |
4,295.25 |
|
R2 |
4,347.75 |
4,347.75 |
4,283.50 |
|
R1 |
4,303.75 |
4,303.75 |
4,271.75 |
4,325.75 |
PP |
4,220.00 |
4,220.00 |
4,220.00 |
4,231.00 |
S1 |
4,176.00 |
4,176.00 |
4,248.25 |
4,198.00 |
S2 |
4,092.25 |
4,092.25 |
4,236.50 |
|
S3 |
3,964.50 |
4,048.25 |
4,224.75 |
|
S4 |
3,836.75 |
3,920.50 |
4,189.75 |
|
|
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 |
4,118.25 |
222.50 |
5.2% |
107.25 |
2.5% |
64% |
False |
False |
384,458 |
10 |
4,513.00 |
3,908.25 |
604.75 |
14.2% |
163.25 |
3.8% |
58% |
False |
False |
500,110 |
20 |
4,608.75 |
3,908.25 |
700.50 |
16.4% |
116.00 |
2.7% |
50% |
False |
False |
373,638 |
40 |
4,686.00 |
3,908.25 |
777.75 |
18.3% |
88.50 |
2.1% |
45% |
False |
False |
299,305 |
60 |
4,686.00 |
3,908.25 |
777.75 |
18.3% |
78.25 |
1.8% |
45% |
False |
False |
271,051 |
80 |
4,686.00 |
3,908.25 |
777.75 |
18.3% |
70.75 |
1.7% |
45% |
False |
False |
203,599 |
100 |
4,686.00 |
3,908.25 |
777.75 |
18.3% |
66.75 |
1.6% |
45% |
False |
False |
162,892 |
120 |
4,686.00 |
3,908.25 |
777.75 |
18.3% |
63.25 |
1.5% |
45% |
False |
False |
135,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,806.75 |
2.618 |
4,598.25 |
1.618 |
4,470.50 |
1.000 |
4,391.50 |
0.618 |
4,342.75 |
HIGH |
4,263.75 |
0.618 |
4,215.00 |
0.500 |
4,200.00 |
0.382 |
4,184.75 |
LOW |
4,136.00 |
0.618 |
4,057.00 |
1.000 |
4,008.25 |
1.618 |
3,929.25 |
2.618 |
3,801.50 |
4.250 |
3,593.00 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,240.00 |
4,248.00 |
PP |
4,220.00 |
4,236.25 |
S1 |
4,200.00 |
4,224.25 |
|