Trading Metrics calculated at close of trading on 08-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
18,255 |
17,565 |
-690 |
-3.8% |
19,155 |
High |
18,325 |
18,350 |
25 |
0.1% |
19,155 |
Low |
17,510 |
17,375 |
-135 |
-0.8% |
17,510 |
Close |
17,635 |
18,010 |
375 |
2.1% |
17,635 |
Range |
815 |
975 |
160 |
19.6% |
1,645 |
ATR |
589 |
617 |
28 |
4.7% |
0 |
Volume |
27,564 |
57,715 |
30,151 |
109.4% |
121,111 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,837 |
20,398 |
18,546 |
|
R3 |
19,862 |
19,423 |
18,278 |
|
R2 |
18,887 |
18,887 |
18,189 |
|
R1 |
18,448 |
18,448 |
18,100 |
18,668 |
PP |
17,912 |
17,912 |
17,912 |
18,021 |
S1 |
17,473 |
17,473 |
17,921 |
17,693 |
S2 |
16,937 |
16,937 |
17,831 |
|
S3 |
15,962 |
16,498 |
17,742 |
|
S4 |
14,987 |
15,523 |
17,474 |
|
|
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 |
18,840 |
17,375 |
1,465 |
8.1% |
785 |
4.4% |
43% |
False |
True |
32,860 |
10 |
19,215 |
17,375 |
1,840 |
10.2% |
755 |
4.2% |
35% |
False |
True |
31,810 |
20 |
20,945 |
17,170 |
3,775 |
21.0% |
668 |
3.7% |
22% |
False |
False |
27,369 |
40 |
20,945 |
17,170 |
3,775 |
21.0% |
449 |
2.5% |
22% |
False |
False |
18,702 |
60 |
20,990 |
17,170 |
3,820 |
21.2% |
430 |
2.4% |
22% |
False |
False |
18,114 |
80 |
20,990 |
17,170 |
3,820 |
21.2% |
379 |
2.1% |
22% |
False |
False |
15,107 |
100 |
20,990 |
17,170 |
3,820 |
21.2% |
327 |
1.8% |
22% |
False |
False |
12,090 |
120 |
20,990 |
17,170 |
3,820 |
21.2% |
282 |
1.6% |
22% |
False |
False |
10,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,494 |
2.618 |
20,903 |
1.618 |
19,928 |
1.000 |
19,325 |
0.618 |
18,953 |
HIGH |
18,350 |
0.618 |
17,978 |
0.500 |
17,863 |
0.382 |
17,748 |
LOW |
17,375 |
0.618 |
16,773 |
1.000 |
16,400 |
1.618 |
15,798 |
2.618 |
14,823 |
4.250 |
13,231 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
17,961 |
17,984 |
PP |
17,912 |
17,958 |
S1 |
17,863 |
17,933 |
|