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 |
16,635 |
16,487 |
-148 |
-0.9% |
16,405 |
High |
16,635 |
16,493 |
-142 |
-0.9% |
16,684 |
Low |
16,418 |
15,959 |
-459 |
-2.8% |
15,285 |
Close |
16,508 |
16,087 |
-421 |
-2.6% |
16,659 |
Range |
217 |
534 |
317 |
146.1% |
1,399 |
ATR |
348 |
363 |
14 |
4.1% |
0 |
Volume |
186,864 |
297,120 |
110,256 |
59.0% |
1,936,279 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,782 |
17,468 |
16,381 |
|
R3 |
17,248 |
16,934 |
16,234 |
|
R2 |
16,714 |
16,714 |
16,185 |
|
R1 |
16,400 |
16,400 |
16,136 |
16,290 |
PP |
16,180 |
16,180 |
16,180 |
16,125 |
S1 |
15,866 |
15,866 |
16,038 |
15,756 |
S2 |
15,646 |
15,646 |
15,989 |
|
S3 |
15,112 |
15,332 |
15,940 |
|
S4 |
14,578 |
14,798 |
15,793 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,406 |
19,932 |
17,429 |
|
R3 |
19,007 |
18,533 |
17,044 |
|
R2 |
17,608 |
17,608 |
16,916 |
|
R1 |
17,134 |
17,134 |
16,787 |
17,371 |
PP |
16,209 |
16,209 |
16,209 |
16,328 |
S1 |
15,735 |
15,735 |
16,531 |
15,972 |
S2 |
14,810 |
14,810 |
16,403 |
|
S3 |
13,411 |
14,336 |
16,274 |
|
S4 |
12,012 |
12,937 |
15,890 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,684 |
15,541 |
1,143 |
7.1% |
434 |
2.7% |
48% |
False |
False |
287,702 |
10 |
17,511 |
15,285 |
2,226 |
13.8% |
521 |
3.2% |
36% |
False |
False |
327,745 |
20 |
17,595 |
15,285 |
2,310 |
14.4% |
361 |
2.2% |
35% |
False |
False |
233,548 |
40 |
18,075 |
15,285 |
2,790 |
17.3% |
271 |
1.7% |
29% |
False |
False |
182,550 |
60 |
18,108 |
15,285 |
2,823 |
17.5% |
247 |
1.5% |
28% |
False |
False |
164,013 |
80 |
18,250 |
15,285 |
2,965 |
18.4% |
219 |
1.4% |
27% |
False |
False |
123,223 |
100 |
18,250 |
15,285 |
2,965 |
18.4% |
209 |
1.3% |
27% |
False |
False |
98,585 |
120 |
18,250 |
15,285 |
2,965 |
18.4% |
199 |
1.2% |
27% |
False |
False |
82,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,763 |
2.618 |
17,891 |
1.618 |
17,357 |
1.000 |
17,027 |
0.618 |
16,823 |
HIGH |
16,493 |
0.618 |
16,289 |
0.500 |
16,226 |
0.382 |
16,163 |
LOW |
15,959 |
0.618 |
15,629 |
1.000 |
15,425 |
1.618 |
15,095 |
2.618 |
14,561 |
4.250 |
13,690 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,226 |
16,322 |
PP |
16,180 |
16,243 |
S1 |
16,133 |
16,165 |
|