Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,260.25 |
4,231.75 |
-28.50 |
-0.7% |
4,324.00 |
High |
4,304.25 |
4,237.50 |
-66.75 |
-1.6% |
4,330.25 |
Low |
4,219.75 |
4,155.00 |
-64.75 |
-1.5% |
4,118.25 |
Close |
4,229.50 |
4,194.00 |
-35.50 |
-0.8% |
4,194.00 |
Range |
84.50 |
82.50 |
-2.00 |
-2.4% |
212.00 |
ATR |
110.31 |
108.33 |
-1.99 |
-1.8% |
0.00 |
Volume |
332,566 |
354,122 |
21,556 |
6.5% |
1,811,528 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,443.00 |
4,401.00 |
4,239.50 |
|
R3 |
4,360.50 |
4,318.50 |
4,216.75 |
|
R2 |
4,278.00 |
4,278.00 |
4,209.00 |
|
R1 |
4,236.00 |
4,236.00 |
4,201.50 |
4,215.75 |
PP |
4,195.50 |
4,195.50 |
4,195.50 |
4,185.50 |
S1 |
4,153.50 |
4,153.50 |
4,186.50 |
4,133.25 |
S2 |
4,113.00 |
4,113.00 |
4,179.00 |
|
S3 |
4,030.50 |
4,071.00 |
4,171.25 |
|
S4 |
3,948.00 |
3,988.50 |
4,148.50 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,850.25 |
4,734.00 |
4,310.50 |
|
R3 |
4,638.25 |
4,522.00 |
4,252.25 |
|
R2 |
4,426.25 |
4,426.25 |
4,232.75 |
|
R1 |
4,310.00 |
4,310.00 |
4,213.50 |
4,262.00 |
PP |
4,214.25 |
4,214.25 |
4,214.25 |
4,190.25 |
S1 |
4,098.00 |
4,098.00 |
4,174.50 |
4,050.00 |
S2 |
4,002.25 |
4,002.25 |
4,155.25 |
|
S3 |
3,790.25 |
3,886.00 |
4,135.75 |
|
S4 |
3,578.25 |
3,674.00 |
4,077.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,330.25 |
4,118.25 |
212.00 |
5.1% |
103.25 |
2.5% |
36% |
False |
False |
362,305 |
10 |
4,340.75 |
3,908.25 |
432.50 |
10.3% |
146.75 |
3.5% |
66% |
False |
False |
462,349 |
20 |
4,584.75 |
3,908.25 |
676.50 |
16.1% |
116.50 |
2.8% |
42% |
False |
False |
381,908 |
40 |
4,686.00 |
3,908.25 |
777.75 |
18.5% |
88.75 |
2.1% |
37% |
False |
False |
304,049 |
60 |
4,686.00 |
3,908.25 |
777.75 |
18.5% |
79.25 |
1.9% |
37% |
False |
False |
280,506 |
80 |
4,686.00 |
3,908.25 |
777.75 |
18.5% |
71.75 |
1.7% |
37% |
False |
False |
212,181 |
100 |
4,686.00 |
3,908.25 |
777.75 |
18.5% |
67.50 |
1.6% |
37% |
False |
False |
169,758 |
120 |
4,686.00 |
3,908.25 |
777.75 |
18.5% |
63.75 |
1.5% |
37% |
False |
False |
141,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,588.00 |
2.618 |
4,453.50 |
1.618 |
4,371.00 |
1.000 |
4,320.00 |
0.618 |
4,288.50 |
HIGH |
4,237.50 |
0.618 |
4,206.00 |
0.500 |
4,196.25 |
0.382 |
4,186.50 |
LOW |
4,155.00 |
0.618 |
4,104.00 |
1.000 |
4,072.50 |
1.618 |
4,021.50 |
2.618 |
3,939.00 |
4.250 |
3,804.50 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,196.25 |
4,220.00 |
PP |
4,195.50 |
4,211.50 |
S1 |
4,194.75 |
4,202.75 |
|