Trading Metrics calculated at close of trading on 01-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,564 |
16,364 |
-200 |
-1.2% |
16,323 |
High |
16,564 |
16,364 |
-200 |
-1.2% |
16,580 |
Low |
16,327 |
15,868 |
-459 |
-2.8% |
15,256 |
Close |
16,414 |
15,994 |
-420 |
-2.6% |
16,564 |
Range |
237 |
496 |
259 |
109.3% |
1,324 |
ATR |
328 |
343 |
16 |
4.8% |
0 |
Volume |
412 |
880 |
468 |
113.6% |
5,814 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,563 |
17,275 |
16,267 |
|
R3 |
17,067 |
16,779 |
16,131 |
|
R2 |
16,571 |
16,571 |
16,085 |
|
R1 |
16,283 |
16,283 |
16,040 |
16,179 |
PP |
16,075 |
16,075 |
16,075 |
16,024 |
S1 |
15,787 |
15,787 |
15,949 |
15,683 |
S2 |
15,579 |
15,579 |
15,903 |
|
S3 |
15,083 |
15,291 |
15,858 |
|
S4 |
14,587 |
14,795 |
15,721 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,105 |
19,659 |
17,292 |
|
R3 |
18,781 |
18,335 |
16,928 |
|
R2 |
17,457 |
17,457 |
16,807 |
|
R1 |
17,011 |
17,011 |
16,685 |
17,234 |
PP |
16,133 |
16,133 |
16,133 |
16,245 |
S1 |
15,687 |
15,687 |
16,443 |
15,910 |
S2 |
14,809 |
14,809 |
16,321 |
|
S3 |
13,485 |
14,363 |
16,200 |
|
S4 |
12,161 |
13,039 |
15,836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,580 |
15,460 |
1,120 |
7.0% |
423 |
2.6% |
48% |
False |
False |
711 |
10 |
17,402 |
15,256 |
2,146 |
13.4% |
503 |
3.1% |
34% |
False |
False |
842 |
20 |
17,500 |
15,256 |
2,244 |
14.0% |
344 |
2.2% |
33% |
False |
False |
476 |
40 |
17,979 |
15,256 |
2,723 |
17.0% |
242 |
1.5% |
27% |
False |
False |
258 |
60 |
18,002 |
15,256 |
2,746 |
17.2% |
203 |
1.3% |
27% |
False |
False |
180 |
80 |
18,149 |
15,256 |
2,893 |
18.1% |
159 |
1.0% |
26% |
False |
False |
136 |
100 |
18,149 |
15,256 |
2,893 |
18.1% |
132 |
0.8% |
26% |
False |
False |
109 |
120 |
18,149 |
15,256 |
2,893 |
18.1% |
112 |
0.7% |
26% |
False |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,472 |
2.618 |
17,663 |
1.618 |
17,167 |
1.000 |
16,860 |
0.618 |
16,671 |
HIGH |
16,364 |
0.618 |
16,175 |
0.500 |
16,116 |
0.382 |
16,058 |
LOW |
15,868 |
0.618 |
15,562 |
1.000 |
15,372 |
1.618 |
15,066 |
2.618 |
14,570 |
4.250 |
13,760 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,116 |
16,224 |
PP |
16,075 |
16,147 |
S1 |
16,035 |
16,071 |
|