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 |
16,073 |
16,331 |
258 |
1.6% |
16,405 |
High |
16,347 |
16,536 |
189 |
1.2% |
16,684 |
Low |
16,020 |
16,298 |
278 |
1.7% |
15,285 |
Close |
16,330 |
16,348 |
18 |
0.1% |
16,659 |
Range |
327 |
238 |
-89 |
-27.2% |
1,399 |
ATR |
360 |
351 |
-9 |
-2.4% |
0 |
Volume |
228,501 |
217,955 |
-10,546 |
-4.6% |
1,936,279 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,108 |
16,966 |
16,479 |
|
R3 |
16,870 |
16,728 |
16,414 |
|
R2 |
16,632 |
16,632 |
16,392 |
|
R1 |
16,490 |
16,490 |
16,370 |
16,561 |
PP |
16,394 |
16,394 |
16,394 |
16,430 |
S1 |
16,252 |
16,252 |
16,326 |
16,323 |
S2 |
16,156 |
16,156 |
16,304 |
|
S3 |
15,918 |
16,014 |
16,283 |
|
S4 |
15,680 |
15,776 |
16,217 |
|
|
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 |
15,959 |
725 |
4.4% |
307 |
1.9% |
54% |
False |
False |
226,556 |
10 |
16,940 |
15,285 |
1,655 |
10.1% |
510 |
3.1% |
64% |
False |
False |
325,947 |
20 |
17,573 |
15,285 |
2,288 |
14.0% |
369 |
2.3% |
46% |
False |
False |
242,809 |
40 |
18,075 |
15,285 |
2,790 |
17.1% |
272 |
1.7% |
38% |
False |
False |
182,353 |
60 |
18,108 |
15,285 |
2,823 |
17.3% |
250 |
1.5% |
38% |
False |
False |
171,217 |
80 |
18,250 |
15,285 |
2,965 |
18.1% |
222 |
1.4% |
36% |
False |
False |
128,801 |
100 |
18,250 |
15,285 |
2,965 |
18.1% |
212 |
1.3% |
36% |
False |
False |
103,049 |
120 |
18,250 |
15,285 |
2,965 |
18.1% |
201 |
1.2% |
36% |
False |
False |
85,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,548 |
2.618 |
17,159 |
1.618 |
16,921 |
1.000 |
16,774 |
0.618 |
16,683 |
HIGH |
16,536 |
0.618 |
16,445 |
0.500 |
16,417 |
0.382 |
16,389 |
LOW |
16,298 |
0.618 |
16,151 |
1.000 |
16,060 |
1.618 |
15,913 |
2.618 |
15,675 |
4.250 |
15,287 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,417 |
16,315 |
PP |
16,394 |
16,281 |
S1 |
16,371 |
16,248 |
|