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 |
17,765 |
18,330 |
565 |
3.2% |
18,940 |
High |
18,490 |
18,490 |
0 |
0.0% |
19,215 |
Low |
17,760 |
18,175 |
415 |
2.3% |
17,170 |
Close |
18,310 |
18,235 |
-75 |
-0.4% |
19,175 |
Range |
730 |
315 |
-415 |
-56.8% |
2,045 |
ATR |
592 |
572 |
-20 |
-3.3% |
0 |
Volume |
28,244 |
19,864 |
-8,380 |
-29.7% |
213,399 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,245 |
19,055 |
18,408 |
|
R3 |
18,930 |
18,740 |
18,322 |
|
R2 |
18,615 |
18,615 |
18,293 |
|
R1 |
18,425 |
18,425 |
18,264 |
18,363 |
PP |
18,300 |
18,300 |
18,300 |
18,269 |
S1 |
18,110 |
18,110 |
18,206 |
18,048 |
S2 |
17,985 |
17,985 |
18,177 |
|
S3 |
17,670 |
17,795 |
18,149 |
|
S4 |
17,355 |
17,480 |
18,062 |
|
|
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% |
561 |
3.1% |
33% |
False |
False |
21,693 |
10 |
19,705 |
17,170 |
2,535 |
13.9% |
848 |
4.7% |
42% |
False |
False |
34,320 |
20 |
20,945 |
17,170 |
3,775 |
20.7% |
603 |
3.3% |
28% |
False |
False |
24,109 |
40 |
20,945 |
17,170 |
3,775 |
20.7% |
429 |
2.3% |
28% |
False |
False |
17,582 |
60 |
20,990 |
17,170 |
3,820 |
20.9% |
411 |
2.3% |
28% |
False |
False |
17,175 |
80 |
20,990 |
17,170 |
3,820 |
20.9% |
361 |
2.0% |
28% |
False |
False |
14,041 |
100 |
20,990 |
17,170 |
3,820 |
20.9% |
310 |
1.7% |
28% |
False |
False |
11,237 |
120 |
20,990 |
17,170 |
3,820 |
20.9% |
267 |
1.5% |
28% |
False |
False |
9,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,829 |
2.618 |
19,315 |
1.618 |
19,000 |
1.000 |
18,805 |
0.618 |
18,685 |
HIGH |
18,490 |
0.618 |
18,370 |
0.500 |
18,333 |
0.382 |
18,295 |
LOW |
18,175 |
0.618 |
17,980 |
1.000 |
17,860 |
1.618 |
17,665 |
2.618 |
17,350 |
4.250 |
16,836 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
18,333 |
18,295 |
PP |
18,300 |
18,275 |
S1 |
18,268 |
18,255 |
|