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 |
18,330 |
18,255 |
-75 |
-0.4% |
19,155 |
High |
18,490 |
18,325 |
-165 |
-0.9% |
19,155 |
Low |
18,175 |
17,510 |
-665 |
-3.7% |
17,510 |
Close |
18,235 |
17,635 |
-600 |
-3.3% |
17,635 |
Range |
315 |
815 |
500 |
158.7% |
1,645 |
ATR |
572 |
589 |
17 |
3.0% |
0 |
Volume |
19,864 |
27,564 |
7,700 |
38.8% |
121,111 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,268 |
19,767 |
18,083 |
|
R3 |
19,453 |
18,952 |
17,859 |
|
R2 |
18,638 |
18,638 |
17,785 |
|
R1 |
18,137 |
18,137 |
17,710 |
17,980 |
PP |
17,823 |
17,823 |
17,823 |
17,745 |
S1 |
17,322 |
17,322 |
17,560 |
17,165 |
S2 |
17,008 |
17,008 |
17,486 |
|
S3 |
16,193 |
16,507 |
17,411 |
|
S4 |
15,378 |
15,692 |
17,187 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,035 |
21,980 |
18,540 |
|
R3 |
21,390 |
20,335 |
18,088 |
|
R2 |
19,745 |
19,745 |
17,937 |
|
R1 |
18,690 |
18,690 |
17,786 |
18,395 |
PP |
18,100 |
18,100 |
18,100 |
17,953 |
S1 |
17,045 |
17,045 |
17,484 |
16,750 |
S2 |
16,455 |
16,455 |
17,334 |
|
S3 |
14,810 |
15,400 |
17,183 |
|
S4 |
13,165 |
13,755 |
16,730 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,155 |
17,510 |
1,645 |
9.3% |
671 |
3.8% |
8% |
False |
True |
24,222 |
10 |
19,215 |
17,170 |
2,045 |
11.6% |
851 |
4.8% |
23% |
False |
False |
33,451 |
20 |
20,945 |
17,170 |
3,775 |
21.4% |
635 |
3.6% |
12% |
False |
False |
24,989 |
40 |
20,945 |
17,170 |
3,775 |
21.4% |
437 |
2.5% |
12% |
False |
False |
17,706 |
60 |
20,990 |
17,170 |
3,820 |
21.7% |
417 |
2.4% |
12% |
False |
False |
17,378 |
80 |
20,990 |
17,170 |
3,820 |
21.7% |
369 |
2.1% |
12% |
False |
False |
14,386 |
100 |
20,990 |
17,170 |
3,820 |
21.7% |
317 |
1.8% |
12% |
False |
False |
11,512 |
120 |
20,990 |
17,170 |
3,820 |
21.7% |
274 |
1.6% |
12% |
False |
False |
9,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,789 |
2.618 |
20,459 |
1.618 |
19,644 |
1.000 |
19,140 |
0.618 |
18,829 |
HIGH |
18,325 |
0.618 |
18,014 |
0.500 |
17,918 |
0.382 |
17,821 |
LOW |
17,510 |
0.618 |
17,006 |
1.000 |
16,695 |
1.618 |
16,191 |
2.618 |
15,376 |
4.250 |
14,046 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
17,918 |
18,000 |
PP |
17,823 |
17,878 |
S1 |
17,729 |
17,757 |
|