Trading Metrics calculated at close of trading on 08-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,231.75 |
4,181.75 |
-50.00 |
-1.2% |
4,324.00 |
High |
4,237.50 |
4,305.50 |
68.00 |
1.6% |
4,330.25 |
Low |
4,155.00 |
4,180.00 |
25.00 |
0.6% |
4,118.25 |
Close |
4,194.00 |
4,298.50 |
104.50 |
2.5% |
4,194.00 |
Range |
82.50 |
125.50 |
43.00 |
52.1% |
212.00 |
ATR |
108.33 |
109.55 |
1.23 |
1.1% |
0.00 |
Volume |
354,122 |
293,906 |
-60,216 |
-17.0% |
1,811,528 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,637.75 |
4,593.75 |
4,367.50 |
|
R3 |
4,512.25 |
4,468.25 |
4,333.00 |
|
R2 |
4,386.75 |
4,386.75 |
4,321.50 |
|
R1 |
4,342.75 |
4,342.75 |
4,310.00 |
4,364.75 |
PP |
4,261.25 |
4,261.25 |
4,261.25 |
4,272.50 |
S1 |
4,217.25 |
4,217.25 |
4,287.00 |
4,239.25 |
S2 |
4,135.75 |
4,135.75 |
4,275.50 |
|
S3 |
4,010.25 |
4,091.75 |
4,264.00 |
|
S4 |
3,884.75 |
3,966.25 |
4,229.50 |
|
|
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 |
4,305.50 |
4,118.25 |
187.25 |
4.4% |
114.00 |
2.7% |
96% |
True |
False |
360,446 |
10 |
4,340.75 |
3,958.75 |
382.00 |
8.9% |
130.50 |
3.0% |
89% |
False |
False |
417,087 |
20 |
4,584.75 |
3,908.25 |
676.50 |
15.7% |
119.25 |
2.8% |
58% |
False |
False |
386,636 |
40 |
4,686.00 |
3,908.25 |
777.75 |
18.1% |
89.00 |
2.1% |
50% |
False |
False |
306,152 |
60 |
4,686.00 |
3,908.25 |
777.75 |
18.1% |
80.75 |
1.9% |
50% |
False |
False |
282,206 |
80 |
4,686.00 |
3,908.25 |
777.75 |
18.1% |
72.25 |
1.7% |
50% |
False |
False |
215,855 |
100 |
4,686.00 |
3,908.25 |
777.75 |
18.1% |
68.50 |
1.6% |
50% |
False |
False |
172,696 |
120 |
4,686.00 |
3,908.25 |
777.75 |
18.1% |
64.50 |
1.5% |
50% |
False |
False |
143,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,839.00 |
2.618 |
4,634.00 |
1.618 |
4,508.50 |
1.000 |
4,431.00 |
0.618 |
4,383.00 |
HIGH |
4,305.50 |
0.618 |
4,257.50 |
0.500 |
4,242.75 |
0.382 |
4,228.00 |
LOW |
4,180.00 |
0.618 |
4,102.50 |
1.000 |
4,054.50 |
1.618 |
3,977.00 |
2.618 |
3,851.50 |
4.250 |
3,646.50 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,280.00 |
4,275.75 |
PP |
4,261.25 |
4,253.00 |
S1 |
4,242.75 |
4,230.25 |
|