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 |
18,835 |
17,765 |
-1,070 |
-5.7% |
18,940 |
High |
18,840 |
18,490 |
-350 |
-1.9% |
19,215 |
Low |
17,750 |
17,760 |
10 |
0.1% |
17,170 |
Close |
17,815 |
18,310 |
495 |
2.8% |
19,175 |
Range |
1,090 |
730 |
-360 |
-33.0% |
2,045 |
ATR |
581 |
592 |
11 |
1.8% |
0 |
Volume |
30,917 |
28,244 |
-2,673 |
-8.6% |
213,399 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,377 |
20,073 |
18,712 |
|
R3 |
19,647 |
19,343 |
18,511 |
|
R2 |
18,917 |
18,917 |
18,444 |
|
R1 |
18,613 |
18,613 |
18,377 |
18,765 |
PP |
18,187 |
18,187 |
18,187 |
18,263 |
S1 |
17,883 |
17,883 |
18,243 |
18,035 |
S2 |
17,457 |
17,457 |
18,176 |
|
S3 |
16,727 |
17,153 |
18,109 |
|
S4 |
15,997 |
16,423 |
17,909 |
|
|
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 |
17,750 |
1,465 |
8.0% |
616 |
3.4% |
38% |
False |
False |
22,807 |
10 |
20,250 |
17,170 |
3,080 |
16.8% |
883 |
4.8% |
37% |
False |
False |
34,562 |
20 |
20,945 |
17,170 |
3,775 |
20.6% |
599 |
3.3% |
30% |
False |
False |
23,634 |
40 |
20,945 |
17,170 |
3,775 |
20.6% |
440 |
2.4% |
30% |
False |
False |
17,781 |
60 |
20,990 |
17,170 |
3,820 |
20.9% |
410 |
2.2% |
30% |
False |
False |
17,123 |
80 |
20,990 |
17,170 |
3,820 |
20.9% |
357 |
2.0% |
30% |
False |
False |
13,793 |
100 |
20,990 |
17,170 |
3,820 |
20.9% |
307 |
1.7% |
30% |
False |
False |
11,038 |
120 |
20,990 |
17,170 |
3,820 |
20.9% |
265 |
1.4% |
30% |
False |
False |
9,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,593 |
2.618 |
20,401 |
1.618 |
19,671 |
1.000 |
19,220 |
0.618 |
18,941 |
HIGH |
18,490 |
0.618 |
18,211 |
0.500 |
18,125 |
0.382 |
18,039 |
LOW |
17,760 |
0.618 |
17,309 |
1.000 |
17,030 |
1.618 |
16,579 |
2.618 |
15,849 |
4.250 |
14,658 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
18,248 |
18,453 |
PP |
18,187 |
18,405 |
S1 |
18,125 |
18,358 |
|