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 |
5,098.0 |
5,039.0 |
-59.0 |
-1.2% |
5,220.0 |
High |
5,159.0 |
5,052.0 |
-107.0 |
-2.1% |
5,220.0 |
Low |
4,996.0 |
4,968.0 |
-28.0 |
-0.6% |
4,968.0 |
Close |
5,005.0 |
5,025.0 |
20.0 |
0.4% |
5,025.0 |
Range |
163.0 |
84.0 |
-79.0 |
-48.5% |
252.0 |
ATR |
118.7 |
116.2 |
-2.5 |
-2.1% |
0.0 |
Volume |
35,841 |
33,979 |
-1,862 |
-5.2% |
183,562 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,267.0 |
5,230.0 |
5,071.2 |
|
R3 |
5,183.0 |
5,146.0 |
5,048.1 |
|
R2 |
5,099.0 |
5,099.0 |
5,040.4 |
|
R1 |
5,062.0 |
5,062.0 |
5,032.7 |
5,038.5 |
PP |
5,015.0 |
5,015.0 |
5,015.0 |
5,003.3 |
S1 |
4,978.0 |
4,978.0 |
5,017.3 |
4,954.5 |
S2 |
4,931.0 |
4,931.0 |
5,009.6 |
|
S3 |
4,847.0 |
4,894.0 |
5,001.9 |
|
S4 |
4,763.0 |
4,810.0 |
4,978.8 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,827.0 |
5,678.0 |
5,163.6 |
|
R3 |
5,575.0 |
5,426.0 |
5,094.3 |
|
R2 |
5,323.0 |
5,323.0 |
5,071.2 |
|
R1 |
5,174.0 |
5,174.0 |
5,048.1 |
5,122.5 |
PP |
5,071.0 |
5,071.0 |
5,071.0 |
5,045.3 |
S1 |
4,922.0 |
4,922.0 |
5,001.9 |
4,870.5 |
S2 |
4,819.0 |
4,819.0 |
4,978.8 |
|
S3 |
4,567.0 |
4,670.0 |
4,955.7 |
|
S4 |
4,315.0 |
4,418.0 |
4,886.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,220.0 |
4,968.0 |
252.0 |
5.0% |
115.0 |
2.3% |
23% |
False |
True |
36,712 |
10 |
5,289.0 |
4,805.0 |
484.0 |
9.6% |
135.8 |
2.7% |
45% |
False |
False |
46,594 |
20 |
5,495.0 |
4,805.0 |
690.0 |
13.7% |
110.5 |
2.2% |
32% |
False |
False |
40,140 |
40 |
5,671.0 |
4,805.0 |
866.0 |
17.2% |
84.9 |
1.7% |
25% |
False |
False |
31,554 |
60 |
5,671.0 |
4,805.0 |
866.0 |
17.2% |
82.3 |
1.6% |
25% |
False |
False |
33,778 |
80 |
5,756.0 |
4,805.0 |
951.0 |
18.9% |
71.5 |
1.4% |
23% |
False |
False |
25,542 |
100 |
5,923.0 |
4,805.0 |
1,118.0 |
22.2% |
59.3 |
1.2% |
20% |
False |
False |
20,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,409.0 |
2.618 |
5,271.9 |
1.618 |
5,187.9 |
1.000 |
5,136.0 |
0.618 |
5,103.9 |
HIGH |
5,052.0 |
0.618 |
5,019.9 |
0.500 |
5,010.0 |
0.382 |
5,000.1 |
LOW |
4,968.0 |
0.618 |
4,916.1 |
1.000 |
4,884.0 |
1.618 |
4,832.1 |
2.618 |
4,748.1 |
4.250 |
4,611.0 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
5,020.0 |
5,063.5 |
PP |
5,015.0 |
5,050.7 |
S1 |
5,010.0 |
5,037.8 |
|