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 |
1,139.0 |
1,133.2 |
-5.8 |
-0.5% |
1,160.2 |
High |
1,141.9 |
1,133.8 |
-8.1 |
-0.7% |
1,169.8 |
Low |
1,131.2 |
1,121.0 |
-10.2 |
-0.9% |
1,116.9 |
Close |
1,133.6 |
1,124.5 |
-9.1 |
-0.8% |
1,134.0 |
Range |
10.7 |
12.8 |
2.1 |
19.6% |
52.9 |
ATR |
16.7 |
16.5 |
-0.3 |
-1.7% |
0.0 |
Volume |
111,567 |
106,471 |
-5,096 |
-4.6% |
966,100 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,164.8 |
1,157.5 |
1,131.5 |
|
R3 |
1,152.0 |
1,144.7 |
1,128.0 |
|
R2 |
1,139.2 |
1,139.2 |
1,126.8 |
|
R1 |
1,131.9 |
1,131.9 |
1,125.7 |
1,129.2 |
PP |
1,126.4 |
1,126.4 |
1,126.4 |
1,125.1 |
S1 |
1,119.1 |
1,119.1 |
1,123.3 |
1,116.4 |
S2 |
1,113.6 |
1,113.6 |
1,122.2 |
|
S3 |
1,100.8 |
1,106.3 |
1,121.0 |
|
S4 |
1,088.0 |
1,093.5 |
1,117.5 |
|
|
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 |
1,121.0 |
26.3 |
2.3% |
13.1 |
1.2% |
13% |
False |
True |
119,591 |
10 |
1,169.8 |
1,116.9 |
52.9 |
4.7% |
17.3 |
1.5% |
14% |
False |
False |
160,801 |
20 |
1,169.8 |
1,081.4 |
88.4 |
7.9% |
17.2 |
1.5% |
49% |
False |
False |
155,022 |
40 |
1,169.8 |
1,073.7 |
96.1 |
8.5% |
16.4 |
1.5% |
53% |
False |
False |
111,709 |
60 |
1,207.3 |
1,073.7 |
133.6 |
11.9% |
15.2 |
1.4% |
38% |
False |
False |
76,144 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.8 |
1.3% |
32% |
False |
False |
58,015 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.8 |
1.3% |
32% |
False |
False |
46,970 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.7 |
1.3% |
32% |
False |
False |
39,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,188.2 |
2.618 |
1,167.3 |
1.618 |
1,154.5 |
1.000 |
1,146.6 |
0.618 |
1,141.7 |
HIGH |
1,133.8 |
0.618 |
1,128.9 |
0.500 |
1,127.4 |
0.382 |
1,125.9 |
LOW |
1,121.0 |
0.618 |
1,113.1 |
1.000 |
1,108.2 |
1.618 |
1,100.3 |
2.618 |
1,087.5 |
4.250 |
1,066.6 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,127.4 |
1,134.2 |
PP |
1,126.4 |
1,130.9 |
S1 |
1,125.5 |
1,127.7 |
|