Trading Metrics calculated at close of trading on 03-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,150.75 |
4,260.25 |
109.50 |
2.6% |
4,183.75 |
High |
4,263.75 |
4,304.25 |
40.50 |
0.9% |
4,340.75 |
Low |
4,136.00 |
4,219.75 |
83.75 |
2.0% |
3,908.25 |
Close |
4,260.00 |
4,229.50 |
-30.50 |
-0.7% |
4,333.00 |
Range |
127.75 |
84.50 |
-43.25 |
-33.9% |
432.50 |
ATR |
112.30 |
110.31 |
-1.99 |
-1.8% |
0.00 |
Volume |
340,627 |
332,566 |
-8,061 |
-2.4% |
2,811,969 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,504.75 |
4,451.50 |
4,276.00 |
|
R3 |
4,420.25 |
4,367.00 |
4,252.75 |
|
R2 |
4,335.75 |
4,335.75 |
4,245.00 |
|
R1 |
4,282.50 |
4,282.50 |
4,237.25 |
4,267.00 |
PP |
4,251.25 |
4,251.25 |
4,251.25 |
4,243.25 |
S1 |
4,198.00 |
4,198.00 |
4,221.75 |
4,182.50 |
S2 |
4,166.75 |
4,166.75 |
4,214.00 |
|
S3 |
4,082.25 |
4,113.50 |
4,206.25 |
|
S4 |
3,997.75 |
4,029.00 |
4,183.00 |
|
|
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 |
4,118.25 |
222.50 |
5.3% |
98.50 |
2.3% |
50% |
False |
False |
355,895 |
10 |
4,368.25 |
3,908.25 |
460.00 |
10.9% |
156.50 |
3.7% |
70% |
False |
False |
488,394 |
20 |
4,584.75 |
3,908.25 |
676.50 |
16.0% |
115.00 |
2.7% |
47% |
False |
False |
376,663 |
40 |
4,686.00 |
3,908.25 |
777.75 |
18.4% |
88.75 |
2.1% |
41% |
False |
False |
301,115 |
60 |
4,686.00 |
3,908.25 |
777.75 |
18.4% |
78.50 |
1.9% |
41% |
False |
False |
276,168 |
80 |
4,686.00 |
3,908.25 |
777.75 |
18.4% |
71.00 |
1.7% |
41% |
False |
False |
207,756 |
100 |
4,686.00 |
3,908.25 |
777.75 |
18.4% |
67.00 |
1.6% |
41% |
False |
False |
166,217 |
120 |
4,686.00 |
3,908.25 |
777.75 |
18.4% |
63.75 |
1.5% |
41% |
False |
False |
138,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,663.50 |
2.618 |
4,525.50 |
1.618 |
4,441.00 |
1.000 |
4,388.75 |
0.618 |
4,356.50 |
HIGH |
4,304.25 |
0.618 |
4,272.00 |
0.500 |
4,262.00 |
0.382 |
4,252.00 |
LOW |
4,219.75 |
0.618 |
4,167.50 |
1.000 |
4,135.25 |
1.618 |
4,083.00 |
2.618 |
3,998.50 |
4.250 |
3,860.50 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,262.00 |
4,223.50 |
PP |
4,251.25 |
4,217.25 |
S1 |
4,240.25 |
4,211.25 |
|