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 |
1,133.2 |
1,124.5 |
-8.7 |
-0.8% |
1,132.7 |
High |
1,133.8 |
1,133.1 |
-0.7 |
-0.1% |
1,147.3 |
Low |
1,121.0 |
1,115.7 |
-5.3 |
-0.5% |
1,115.7 |
Close |
1,124.5 |
1,121.4 |
-3.1 |
-0.3% |
1,121.4 |
Range |
12.8 |
17.4 |
4.6 |
35.9% |
31.6 |
ATR |
16.5 |
16.5 |
0.1 |
0.4% |
0.0 |
Volume |
106,471 |
113,525 |
7,054 |
6.6% |
559,378 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,175.6 |
1,165.9 |
1,131.0 |
|
R3 |
1,158.2 |
1,148.5 |
1,126.2 |
|
R2 |
1,140.8 |
1,140.8 |
1,124.6 |
|
R1 |
1,131.1 |
1,131.1 |
1,123.0 |
1,127.3 |
PP |
1,123.4 |
1,123.4 |
1,123.4 |
1,121.5 |
S1 |
1,113.7 |
1,113.7 |
1,119.8 |
1,109.9 |
S2 |
1,106.0 |
1,106.0 |
1,118.2 |
|
S3 |
1,088.6 |
1,096.3 |
1,116.6 |
|
S4 |
1,071.2 |
1,078.9 |
1,111.8 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.9 |
1,203.8 |
1,138.8 |
|
R3 |
1,191.3 |
1,172.2 |
1,130.1 |
|
R2 |
1,159.7 |
1,159.7 |
1,127.2 |
|
R1 |
1,140.6 |
1,140.6 |
1,124.3 |
1,134.4 |
PP |
1,128.1 |
1,128.1 |
1,128.1 |
1,125.0 |
S1 |
1,109.0 |
1,109.0 |
1,118.5 |
1,102.8 |
S2 |
1,096.5 |
1,096.5 |
1,115.6 |
|
S3 |
1,064.9 |
1,077.4 |
1,112.7 |
|
S4 |
1,033.3 |
1,045.8 |
1,104.0 |
|
|
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 |
1,115.7 |
31.6 |
2.8% |
13.1 |
1.2% |
18% |
False |
True |
111,875 |
10 |
1,169.8 |
1,115.7 |
54.1 |
4.8% |
17.1 |
1.5% |
11% |
False |
True |
152,547 |
20 |
1,169.8 |
1,089.0 |
80.8 |
7.2% |
17.2 |
1.5% |
40% |
False |
False |
152,074 |
40 |
1,169.8 |
1,073.7 |
96.1 |
8.6% |
16.7 |
1.5% |
50% |
False |
False |
114,106 |
60 |
1,207.3 |
1,073.7 |
133.6 |
11.9% |
15.3 |
1.4% |
36% |
False |
False |
77,954 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.7 |
1.3% |
30% |
False |
False |
59,378 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.8 |
1.3% |
30% |
False |
False |
48,075 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.7 |
1.3% |
30% |
False |
False |
40,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.1 |
2.618 |
1,178.7 |
1.618 |
1,161.3 |
1.000 |
1,150.5 |
0.618 |
1,143.9 |
HIGH |
1,133.1 |
0.618 |
1,126.5 |
0.500 |
1,124.4 |
0.382 |
1,122.3 |
LOW |
1,115.7 |
0.618 |
1,104.9 |
1.000 |
1,098.3 |
1.618 |
1,087.5 |
2.618 |
1,070.1 |
4.250 |
1,041.8 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,124.4 |
1,128.8 |
PP |
1,123.4 |
1,126.3 |
S1 |
1,122.4 |
1,123.9 |
|