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 |
16,331 |
16,348 |
17 |
0.1% |
16,635 |
High |
16,536 |
16,367 |
-169 |
-1.0% |
16,635 |
Low |
16,298 |
16,009 |
-289 |
-1.8% |
15,959 |
Close |
16,348 |
16,119 |
-229 |
-1.4% |
16,119 |
Range |
238 |
358 |
120 |
50.4% |
676 |
ATR |
351 |
352 |
0 |
0.1% |
0 |
Volume |
217,955 |
232,179 |
14,224 |
6.5% |
1,162,619 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,239 |
17,037 |
16,316 |
|
R3 |
16,881 |
16,679 |
16,218 |
|
R2 |
16,523 |
16,523 |
16,185 |
|
R1 |
16,321 |
16,321 |
16,152 |
16,243 |
PP |
16,165 |
16,165 |
16,165 |
16,126 |
S1 |
15,963 |
15,963 |
16,086 |
15,885 |
S2 |
15,807 |
15,807 |
16,053 |
|
S3 |
15,449 |
15,605 |
16,021 |
|
S4 |
15,091 |
15,247 |
15,922 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,266 |
17,868 |
16,491 |
|
R3 |
17,590 |
17,192 |
16,305 |
|
R2 |
16,914 |
16,914 |
16,243 |
|
R1 |
16,516 |
16,516 |
16,181 |
16,377 |
PP |
16,238 |
16,238 |
16,238 |
16,168 |
S1 |
15,840 |
15,840 |
16,057 |
15,701 |
S2 |
15,562 |
15,562 |
15,995 |
|
S3 |
14,886 |
15,164 |
15,933 |
|
S4 |
14,210 |
14,488 |
15,747 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,635 |
15,959 |
676 |
4.2% |
335 |
2.1% |
24% |
False |
False |
232,523 |
10 |
16,684 |
15,285 |
1,399 |
8.7% |
495 |
3.1% |
60% |
False |
False |
309,889 |
20 |
17,573 |
15,285 |
2,288 |
14.2% |
378 |
2.3% |
36% |
False |
False |
246,589 |
40 |
18,075 |
15,285 |
2,790 |
17.3% |
275 |
1.7% |
30% |
False |
False |
184,186 |
60 |
18,108 |
15,285 |
2,823 |
17.5% |
254 |
1.6% |
30% |
False |
False |
174,614 |
80 |
18,250 |
15,285 |
2,965 |
18.4% |
226 |
1.4% |
28% |
False |
False |
131,701 |
100 |
18,250 |
15,285 |
2,965 |
18.4% |
215 |
1.3% |
28% |
False |
False |
105,371 |
120 |
18,250 |
15,285 |
2,965 |
18.4% |
202 |
1.3% |
28% |
False |
False |
87,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,889 |
2.618 |
17,304 |
1.618 |
16,946 |
1.000 |
16,725 |
0.618 |
16,588 |
HIGH |
16,367 |
0.618 |
16,230 |
0.500 |
16,188 |
0.382 |
16,146 |
LOW |
16,009 |
0.618 |
15,788 |
1.000 |
15,651 |
1.618 |
15,430 |
2.618 |
15,072 |
4.250 |
14,488 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,188 |
16,273 |
PP |
16,165 |
16,221 |
S1 |
16,142 |
16,170 |
|