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 |
19,155 |
18,835 |
-320 |
-1.7% |
18,940 |
High |
19,155 |
18,840 |
-315 |
-1.6% |
19,215 |
Low |
18,750 |
17,750 |
-1,000 |
-5.3% |
17,170 |
Close |
18,810 |
17,815 |
-995 |
-5.3% |
19,175 |
Range |
405 |
1,090 |
685 |
169.1% |
2,045 |
ATR |
542 |
581 |
39 |
7.2% |
0 |
Volume |
14,522 |
30,917 |
16,395 |
112.9% |
213,399 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,405 |
20,700 |
18,415 |
|
R3 |
20,315 |
19,610 |
18,115 |
|
R2 |
19,225 |
19,225 |
18,015 |
|
R1 |
18,520 |
18,520 |
17,915 |
18,328 |
PP |
18,135 |
18,135 |
18,135 |
18,039 |
S1 |
17,430 |
17,430 |
17,715 |
17,238 |
S2 |
17,045 |
17,045 |
17,615 |
|
S3 |
15,955 |
16,340 |
17,515 |
|
S4 |
14,865 |
15,250 |
17,216 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,655 |
23,960 |
20,300 |
|
R3 |
22,610 |
21,915 |
19,738 |
|
R2 |
20,565 |
20,565 |
19,550 |
|
R1 |
19,870 |
19,870 |
19,363 |
20,218 |
PP |
18,520 |
18,520 |
18,520 |
18,694 |
S1 |
17,825 |
17,825 |
18,988 |
18,173 |
S2 |
16,475 |
16,475 |
18,800 |
|
S3 |
14,430 |
15,780 |
18,613 |
|
S4 |
12,385 |
13,735 |
18,050 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,215 |
17,640 |
1,575 |
8.8% |
702 |
3.9% |
11% |
False |
False |
25,550 |
10 |
20,525 |
17,170 |
3,355 |
18.8% |
858 |
4.8% |
19% |
False |
False |
33,209 |
20 |
20,945 |
17,170 |
3,775 |
21.2% |
580 |
3.3% |
17% |
False |
False |
22,920 |
40 |
20,945 |
17,170 |
3,775 |
21.2% |
452 |
2.5% |
17% |
False |
False |
18,277 |
60 |
20,990 |
17,170 |
3,820 |
21.4% |
405 |
2.3% |
17% |
False |
False |
17,015 |
80 |
20,990 |
17,170 |
3,820 |
21.4% |
349 |
2.0% |
17% |
False |
False |
13,440 |
100 |
20,990 |
17,170 |
3,820 |
21.4% |
301 |
1.7% |
17% |
False |
False |
10,756 |
120 |
20,990 |
17,170 |
3,820 |
21.4% |
259 |
1.5% |
17% |
False |
False |
8,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,473 |
2.618 |
21,694 |
1.618 |
20,604 |
1.000 |
19,930 |
0.618 |
19,514 |
HIGH |
18,840 |
0.618 |
18,424 |
0.500 |
18,295 |
0.382 |
18,167 |
LOW |
17,750 |
0.618 |
17,077 |
1.000 |
16,660 |
1.618 |
15,987 |
2.618 |
14,897 |
4.250 |
13,118 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
18,295 |
18,483 |
PP |
18,135 |
18,260 |
S1 |
17,975 |
18,038 |
|