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 |
5,005.0 |
5,098.0 |
93.0 |
1.9% |
5,050.0 |
High |
5,084.0 |
5,159.0 |
75.0 |
1.5% |
5,289.0 |
Low |
4,985.0 |
4,996.0 |
11.0 |
0.2% |
4,805.0 |
Close |
5,050.0 |
5,005.0 |
-45.0 |
-0.9% |
5,234.0 |
Range |
99.0 |
163.0 |
64.0 |
64.6% |
484.0 |
ATR |
115.3 |
118.7 |
3.4 |
3.0% |
0.0 |
Volume |
43,902 |
35,841 |
-8,061 |
-18.4% |
282,384 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,542.3 |
5,436.7 |
5,094.7 |
|
R3 |
5,379.3 |
5,273.7 |
5,049.8 |
|
R2 |
5,216.3 |
5,216.3 |
5,034.9 |
|
R1 |
5,110.7 |
5,110.7 |
5,019.9 |
5,082.0 |
PP |
5,053.3 |
5,053.3 |
5,053.3 |
5,039.0 |
S1 |
4,947.7 |
4,947.7 |
4,990.1 |
4,919.0 |
S2 |
4,890.3 |
4,890.3 |
4,975.1 |
|
S3 |
4,727.3 |
4,784.7 |
4,960.2 |
|
S4 |
4,564.3 |
4,621.7 |
4,915.4 |
|
|
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 |
6.1% |
115.8 |
2.3% |
7% |
False |
False |
35,276 |
10 |
5,289.0 |
4,805.0 |
484.0 |
9.7% |
135.9 |
2.7% |
41% |
False |
False |
47,175 |
20 |
5,495.0 |
4,805.0 |
690.0 |
13.8% |
110.3 |
2.2% |
29% |
False |
False |
40,215 |
40 |
5,671.0 |
4,805.0 |
866.0 |
17.3% |
84.2 |
1.7% |
23% |
False |
False |
31,222 |
60 |
5,671.0 |
4,805.0 |
866.0 |
17.3% |
81.3 |
1.6% |
23% |
False |
False |
33,382 |
80 |
5,756.0 |
4,805.0 |
951.0 |
19.0% |
70.4 |
1.4% |
21% |
False |
False |
25,118 |
100 |
5,923.0 |
4,805.0 |
1,118.0 |
22.3% |
58.5 |
1.2% |
18% |
False |
False |
20,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,851.8 |
2.618 |
5,585.7 |
1.618 |
5,422.7 |
1.000 |
5,322.0 |
0.618 |
5,259.7 |
HIGH |
5,159.0 |
0.618 |
5,096.7 |
0.500 |
5,077.5 |
0.382 |
5,058.3 |
LOW |
4,996.0 |
0.618 |
4,895.3 |
1.000 |
4,833.0 |
1.618 |
4,732.3 |
2.618 |
4,569.3 |
4.250 |
4,303.3 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
5,077.5 |
5,087.5 |
PP |
5,053.3 |
5,060.0 |
S1 |
5,029.2 |
5,032.5 |
|