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 |
1,133.8 |
1,139.0 |
5.2 |
0.5% |
1,160.2 |
High |
1,147.3 |
1,141.9 |
-5.4 |
-0.5% |
1,169.8 |
Low |
1,133.8 |
1,131.2 |
-2.6 |
-0.2% |
1,116.9 |
Close |
1,139.8 |
1,133.6 |
-6.2 |
-0.5% |
1,134.0 |
Range |
13.5 |
10.7 |
-2.8 |
-20.7% |
52.9 |
ATR |
17.2 |
16.7 |
-0.5 |
-2.7% |
0.0 |
Volume |
128,865 |
111,567 |
-17,298 |
-13.4% |
966,100 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,167.7 |
1,161.3 |
1,139.5 |
|
R3 |
1,157.0 |
1,150.6 |
1,136.5 |
|
R2 |
1,146.3 |
1,146.3 |
1,135.6 |
|
R1 |
1,139.9 |
1,139.9 |
1,134.6 |
1,137.8 |
PP |
1,135.6 |
1,135.6 |
1,135.6 |
1,134.5 |
S1 |
1,129.2 |
1,129.2 |
1,132.6 |
1,127.1 |
S2 |
1,124.9 |
1,124.9 |
1,131.6 |
|
S3 |
1,114.2 |
1,118.5 |
1,130.7 |
|
S4 |
1,103.5 |
1,107.8 |
1,127.7 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.9 |
1,269.4 |
1,163.1 |
|
R3 |
1,246.0 |
1,216.5 |
1,148.5 |
|
R2 |
1,193.1 |
1,193.1 |
1,143.7 |
|
R1 |
1,163.6 |
1,163.6 |
1,138.8 |
1,151.9 |
PP |
1,140.2 |
1,140.2 |
1,140.2 |
1,134.4 |
S1 |
1,110.7 |
1,110.7 |
1,129.2 |
1,099.0 |
S2 |
1,087.3 |
1,087.3 |
1,124.3 |
|
S3 |
1,034.4 |
1,057.8 |
1,119.5 |
|
S4 |
981.5 |
1,004.9 |
1,104.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,147.3 |
1,117.0 |
30.3 |
2.7% |
12.8 |
1.1% |
55% |
False |
False |
126,907 |
10 |
1,169.8 |
1,116.9 |
52.9 |
4.7% |
18.1 |
1.6% |
32% |
False |
False |
168,872 |
20 |
1,169.8 |
1,081.4 |
88.4 |
7.8% |
17.1 |
1.5% |
59% |
False |
False |
154,429 |
40 |
1,169.8 |
1,073.7 |
96.1 |
8.5% |
16.4 |
1.4% |
62% |
False |
False |
109,476 |
60 |
1,207.3 |
1,073.7 |
133.6 |
11.8% |
15.3 |
1.3% |
45% |
False |
False |
74,402 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.8 |
1.3% |
37% |
False |
False |
56,734 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.8 |
1.3% |
37% |
False |
False |
45,923 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.7 |
1.3% |
37% |
False |
False |
38,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,187.4 |
2.618 |
1,169.9 |
1.618 |
1,159.2 |
1.000 |
1,152.6 |
0.618 |
1,148.5 |
HIGH |
1,141.9 |
0.618 |
1,137.8 |
0.500 |
1,136.6 |
0.382 |
1,135.3 |
LOW |
1,131.2 |
0.618 |
1,124.6 |
1.000 |
1,120.5 |
1.618 |
1,113.9 |
2.618 |
1,103.2 |
4.250 |
1,085.7 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,136.6 |
1,136.2 |
PP |
1,135.6 |
1,135.3 |
S1 |
1,134.6 |
1,134.5 |
|