Trading Metrics calculated at close of trading on 02-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
5,136.0 |
5,005.0 |
-131.0 |
-2.6% |
5,050.0 |
High |
5,190.0 |
5,084.0 |
-106.0 |
-2.0% |
5,289.0 |
Low |
5,052.0 |
4,985.0 |
-67.0 |
-1.3% |
4,805.0 |
Close |
5,059.0 |
5,050.0 |
-9.0 |
-0.2% |
5,234.0 |
Range |
138.0 |
99.0 |
-39.0 |
-28.3% |
484.0 |
ATR |
116.5 |
115.3 |
-1.3 |
-1.1% |
0.0 |
Volume |
35,495 |
43,902 |
8,407 |
23.7% |
282,384 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,336.7 |
5,292.3 |
5,104.5 |
|
R3 |
5,237.7 |
5,193.3 |
5,077.2 |
|
R2 |
5,138.7 |
5,138.7 |
5,068.2 |
|
R1 |
5,094.3 |
5,094.3 |
5,059.1 |
5,116.5 |
PP |
5,039.7 |
5,039.7 |
5,039.7 |
5,050.8 |
S1 |
4,995.3 |
4,995.3 |
5,040.9 |
5,017.5 |
S2 |
4,940.7 |
4,940.7 |
5,031.9 |
|
S3 |
4,841.7 |
4,896.3 |
5,022.8 |
|
S4 |
4,742.7 |
4,797.3 |
4,995.6 |
|
|
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 |
4,985.0 |
304.0 |
6.0% |
95.6 |
1.9% |
21% |
False |
True |
35,660 |
10 |
5,298.0 |
4,805.0 |
493.0 |
9.8% |
126.7 |
2.5% |
50% |
False |
False |
47,252 |
20 |
5,596.0 |
4,805.0 |
791.0 |
15.7% |
106.1 |
2.1% |
31% |
False |
False |
39,966 |
40 |
5,671.0 |
4,805.0 |
866.0 |
17.1% |
83.0 |
1.6% |
28% |
False |
False |
31,075 |
60 |
5,671.0 |
4,805.0 |
866.0 |
17.1% |
79.5 |
1.6% |
28% |
False |
False |
32,831 |
80 |
5,756.0 |
4,805.0 |
951.0 |
18.8% |
68.4 |
1.4% |
26% |
False |
False |
24,670 |
100 |
5,923.0 |
4,805.0 |
1,118.0 |
22.1% |
56.8 |
1.1% |
22% |
False |
False |
19,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,504.8 |
2.618 |
5,343.2 |
1.618 |
5,244.2 |
1.000 |
5,183.0 |
0.618 |
5,145.2 |
HIGH |
5,084.0 |
0.618 |
5,046.2 |
0.500 |
5,034.5 |
0.382 |
5,022.8 |
LOW |
4,985.0 |
0.618 |
4,923.8 |
1.000 |
4,886.0 |
1.618 |
4,824.8 |
2.618 |
4,725.8 |
4.250 |
4,564.3 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
5,044.8 |
5,102.5 |
PP |
5,039.7 |
5,085.0 |
S1 |
5,034.5 |
5,067.5 |
|