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 |
16,348 |
16,090 |
-258 |
-1.6% |
16,635 |
High |
16,367 |
16,491 |
124 |
0.8% |
16,635 |
Low |
16,009 |
16,011 |
2 |
0.0% |
15,959 |
Close |
16,119 |
16,452 |
333 |
2.1% |
16,119 |
Range |
358 |
480 |
122 |
34.1% |
676 |
ATR |
352 |
361 |
9 |
2.6% |
0 |
Volume |
232,179 |
215,425 |
-16,754 |
-7.2% |
1,162,619 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,758 |
17,585 |
16,716 |
|
R3 |
17,278 |
17,105 |
16,584 |
|
R2 |
16,798 |
16,798 |
16,540 |
|
R1 |
16,625 |
16,625 |
16,496 |
16,712 |
PP |
16,318 |
16,318 |
16,318 |
16,361 |
S1 |
16,145 |
16,145 |
16,408 |
16,232 |
S2 |
15,838 |
15,838 |
16,364 |
|
S3 |
15,358 |
15,665 |
16,320 |
|
S4 |
14,878 |
15,185 |
16,188 |
|
|
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 |
16,536 |
15,959 |
577 |
3.5% |
388 |
2.4% |
85% |
False |
False |
238,236 |
10 |
16,684 |
15,541 |
1,143 |
6.9% |
430 |
2.6% |
80% |
False |
False |
275,831 |
20 |
17,550 |
15,285 |
2,265 |
13.8% |
389 |
2.4% |
52% |
False |
False |
250,951 |
40 |
18,075 |
15,285 |
2,790 |
17.0% |
278 |
1.7% |
42% |
False |
False |
185,889 |
60 |
18,108 |
15,285 |
2,823 |
17.2% |
259 |
1.6% |
41% |
False |
False |
176,220 |
80 |
18,250 |
15,285 |
2,965 |
18.0% |
229 |
1.4% |
39% |
False |
False |
134,393 |
100 |
18,250 |
15,285 |
2,965 |
18.0% |
219 |
1.3% |
39% |
False |
False |
107,525 |
120 |
18,250 |
15,285 |
2,965 |
18.0% |
205 |
1.2% |
39% |
False |
False |
89,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,531 |
2.618 |
17,748 |
1.618 |
17,268 |
1.000 |
16,971 |
0.618 |
16,788 |
HIGH |
16,491 |
0.618 |
16,308 |
0.500 |
16,251 |
0.382 |
16,194 |
LOW |
16,011 |
0.618 |
15,714 |
1.000 |
15,531 |
1.618 |
15,234 |
2.618 |
14,754 |
4.250 |
13,971 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,385 |
16,392 |
PP |
16,318 |
16,332 |
S1 |
16,251 |
16,273 |
|