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 |
1,124.5 |
1,123.0 |
-1.5 |
-0.1% |
1,132.7 |
High |
1,133.1 |
1,126.0 |
-7.1 |
-0.6% |
1,147.3 |
Low |
1,115.7 |
1,114.7 |
-1.0 |
-0.1% |
1,115.7 |
Close |
1,121.4 |
1,121.0 |
-0.4 |
0.0% |
1,121.4 |
Range |
17.4 |
11.3 |
-6.1 |
-35.1% |
31.6 |
ATR |
16.5 |
16.1 |
-0.4 |
-2.3% |
0.0 |
Volume |
113,525 |
142,512 |
28,987 |
25.5% |
559,378 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,154.5 |
1,149.0 |
1,127.2 |
|
R3 |
1,143.2 |
1,137.7 |
1,124.1 |
|
R2 |
1,131.9 |
1,131.9 |
1,123.1 |
|
R1 |
1,126.4 |
1,126.4 |
1,122.0 |
1,123.5 |
PP |
1,120.6 |
1,120.6 |
1,120.6 |
1,119.1 |
S1 |
1,115.1 |
1,115.1 |
1,120.0 |
1,112.2 |
S2 |
1,109.3 |
1,109.3 |
1,118.9 |
|
S3 |
1,098.0 |
1,103.8 |
1,117.9 |
|
S4 |
1,086.7 |
1,092.5 |
1,114.8 |
|
|
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 |
1,114.7 |
32.6 |
2.9% |
13.1 |
1.2% |
19% |
False |
True |
120,588 |
10 |
1,156.3 |
1,114.7 |
41.6 |
3.7% |
15.7 |
1.4% |
15% |
False |
True |
140,384 |
20 |
1,169.8 |
1,093.3 |
76.5 |
6.8% |
16.8 |
1.5% |
36% |
False |
False |
151,753 |
40 |
1,169.8 |
1,073.7 |
96.1 |
8.6% |
16.6 |
1.5% |
49% |
False |
False |
117,220 |
60 |
1,207.3 |
1,073.7 |
133.6 |
11.9% |
15.4 |
1.4% |
35% |
False |
False |
80,296 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.6 |
1.3% |
30% |
False |
False |
61,087 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.8 |
1.3% |
30% |
False |
False |
49,477 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.6 |
1.3% |
30% |
False |
False |
41,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,174.0 |
2.618 |
1,155.6 |
1.618 |
1,144.3 |
1.000 |
1,137.3 |
0.618 |
1,133.0 |
HIGH |
1,126.0 |
0.618 |
1,121.7 |
0.500 |
1,120.4 |
0.382 |
1,119.0 |
LOW |
1,114.7 |
0.618 |
1,107.7 |
1.000 |
1,103.4 |
1.618 |
1,096.4 |
2.618 |
1,085.1 |
4.250 |
1,066.7 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,120.8 |
1,124.3 |
PP |
1,120.6 |
1,123.2 |
S1 |
1,120.4 |
1,122.1 |
|