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 |
5,220.0 |
5,136.0 |
-84.0 |
-1.6% |
5,050.0 |
High |
5,220.0 |
5,190.0 |
-30.0 |
-0.6% |
5,289.0 |
Low |
5,129.0 |
5,052.0 |
-77.0 |
-1.5% |
4,805.0 |
Close |
5,167.0 |
5,059.0 |
-108.0 |
-2.1% |
5,234.0 |
Range |
91.0 |
138.0 |
47.0 |
51.6% |
484.0 |
ATR |
114.9 |
116.5 |
1.7 |
1.4% |
0.0 |
Volume |
34,345 |
35,495 |
1,150 |
3.3% |
282,384 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,514.3 |
5,424.7 |
5,134.9 |
|
R3 |
5,376.3 |
5,286.7 |
5,097.0 |
|
R2 |
5,238.3 |
5,238.3 |
5,084.3 |
|
R1 |
5,148.7 |
5,148.7 |
5,071.7 |
5,124.5 |
PP |
5,100.3 |
5,100.3 |
5,100.3 |
5,088.3 |
S1 |
5,010.7 |
5,010.7 |
5,046.4 |
4,986.5 |
S2 |
4,962.3 |
4,962.3 |
5,033.7 |
|
S3 |
4,824.3 |
4,872.7 |
5,021.1 |
|
S4 |
4,686.3 |
4,734.7 |
4,983.1 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,561.3 |
6,381.7 |
5,500.2 |
|
R3 |
6,077.3 |
5,897.7 |
5,367.1 |
|
R2 |
5,593.3 |
5,593.3 |
5,322.7 |
|
R1 |
5,413.7 |
5,413.7 |
5,278.4 |
5,503.5 |
PP |
5,109.3 |
5,109.3 |
5,109.3 |
5,154.3 |
S1 |
4,929.7 |
4,929.7 |
5,189.6 |
5,019.5 |
S2 |
4,625.3 |
4,625.3 |
5,145.3 |
|
S3 |
4,141.3 |
4,445.7 |
5,100.9 |
|
S4 |
3,657.3 |
3,961.7 |
4,967.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,289.0 |
4,980.0 |
309.0 |
6.1% |
110.8 |
2.2% |
26% |
False |
False |
38,084 |
10 |
5,354.0 |
4,805.0 |
549.0 |
10.9% |
125.1 |
2.5% |
46% |
False |
False |
46,066 |
20 |
5,635.0 |
4,805.0 |
830.0 |
16.4% |
104.1 |
2.1% |
31% |
False |
False |
38,980 |
40 |
5,671.0 |
4,805.0 |
866.0 |
17.1% |
83.3 |
1.6% |
29% |
False |
False |
30,794 |
60 |
5,671.0 |
4,805.0 |
866.0 |
17.1% |
78.5 |
1.6% |
29% |
False |
False |
32,120 |
80 |
5,756.0 |
4,805.0 |
951.0 |
18.8% |
67.1 |
1.3% |
27% |
False |
False |
24,122 |
100 |
5,923.0 |
4,805.0 |
1,118.0 |
22.1% |
55.9 |
1.1% |
23% |
False |
False |
19,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,776.5 |
2.618 |
5,551.3 |
1.618 |
5,413.3 |
1.000 |
5,328.0 |
0.618 |
5,275.3 |
HIGH |
5,190.0 |
0.618 |
5,137.3 |
0.500 |
5,121.0 |
0.382 |
5,104.7 |
LOW |
5,052.0 |
0.618 |
4,966.7 |
1.000 |
4,914.0 |
1.618 |
4,828.7 |
2.618 |
4,690.7 |
4.250 |
4,465.5 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
5,121.0 |
5,170.5 |
PP |
5,100.3 |
5,133.3 |
S1 |
5,079.7 |
5,096.2 |
|