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 |
3,251.0 |
3,199.0 |
-52.0 |
-1.6% |
3,137.0 |
High |
3,287.0 |
3,230.0 |
-57.0 |
-1.7% |
3,302.0 |
Low |
3,237.0 |
3,143.0 |
-94.0 |
-2.9% |
2,951.0 |
Close |
3,269.0 |
3,182.0 |
-87.0 |
-2.7% |
3,279.0 |
Range |
50.0 |
87.0 |
37.0 |
74.0% |
351.0 |
ATR |
93.7 |
96.0 |
2.3 |
2.5% |
0.0 |
Volume |
1,639,014 |
1,275,898 |
-363,116 |
-22.2% |
8,405,549 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,446.0 |
3,401.0 |
3,229.9 |
|
R3 |
3,359.0 |
3,314.0 |
3,205.9 |
|
R2 |
3,272.0 |
3,272.0 |
3,198.0 |
|
R1 |
3,227.0 |
3,227.0 |
3,190.0 |
3,206.0 |
PP |
3,185.0 |
3,185.0 |
3,185.0 |
3,174.5 |
S1 |
3,140.0 |
3,140.0 |
3,174.0 |
3,119.0 |
S2 |
3,098.0 |
3,098.0 |
3,166.1 |
|
S3 |
3,011.0 |
3,053.0 |
3,158.1 |
|
S4 |
2,924.0 |
2,966.0 |
3,134.2 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,230.3 |
4,105.7 |
3,472.1 |
|
R3 |
3,879.3 |
3,754.7 |
3,375.5 |
|
R2 |
3,528.3 |
3,528.3 |
3,343.4 |
|
R1 |
3,403.7 |
3,403.7 |
3,311.2 |
3,466.0 |
PP |
3,177.3 |
3,177.3 |
3,177.3 |
3,208.5 |
S1 |
3,052.7 |
3,052.7 |
3,246.8 |
3,115.0 |
S2 |
2,826.3 |
2,826.3 |
3,214.7 |
|
S3 |
2,475.3 |
2,701.7 |
3,182.5 |
|
S4 |
2,124.3 |
2,350.7 |
3,086.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,302.0 |
3,122.0 |
180.0 |
5.7% |
75.2 |
2.4% |
33% |
False |
False |
1,313,180 |
10 |
3,481.0 |
2,951.0 |
530.0 |
16.7% |
107.8 |
3.4% |
44% |
False |
False |
1,843,236 |
20 |
3,688.0 |
2,951.0 |
737.0 |
23.2% |
84.7 |
2.7% |
31% |
False |
False |
1,356,613 |
40 |
3,714.0 |
2,951.0 |
763.0 |
24.0% |
72.0 |
2.3% |
30% |
False |
False |
1,159,385 |
60 |
3,714.0 |
2,951.0 |
763.0 |
24.0% |
77.2 |
2.4% |
30% |
False |
False |
1,187,442 |
80 |
3,714.0 |
2,951.0 |
763.0 |
24.0% |
73.6 |
2.3% |
30% |
False |
False |
895,201 |
100 |
3,761.0 |
2,951.0 |
810.0 |
25.5% |
72.7 |
2.3% |
29% |
False |
False |
716,702 |
120 |
3,761.0 |
2,951.0 |
810.0 |
25.5% |
67.1 |
2.1% |
29% |
False |
False |
597,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,599.8 |
2.618 |
3,457.8 |
1.618 |
3,370.8 |
1.000 |
3,317.0 |
0.618 |
3,283.8 |
HIGH |
3,230.0 |
0.618 |
3,196.8 |
0.500 |
3,186.5 |
0.382 |
3,176.2 |
LOW |
3,143.0 |
0.618 |
3,089.2 |
1.000 |
3,056.0 |
1.618 |
3,002.2 |
2.618 |
2,915.2 |
4.250 |
2,773.3 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3,186.5 |
3,219.5 |
PP |
3,185.0 |
3,207.0 |
S1 |
3,183.5 |
3,194.5 |
|