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 |
16,364 |
15,948 |
-416 |
-2.5% |
16,323 |
High |
16,364 |
16,255 |
-109 |
-0.7% |
16,580 |
Low |
15,868 |
15,936 |
68 |
0.4% |
15,256 |
Close |
15,994 |
16,241 |
247 |
1.5% |
16,564 |
Range |
496 |
319 |
-177 |
-35.7% |
1,324 |
ATR |
343 |
342 |
-2 |
-0.5% |
0 |
Volume |
880 |
1,883 |
1,003 |
114.0% |
5,814 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,101 |
16,990 |
16,417 |
|
R3 |
16,782 |
16,671 |
16,329 |
|
R2 |
16,463 |
16,463 |
16,300 |
|
R1 |
16,352 |
16,352 |
16,270 |
16,408 |
PP |
16,144 |
16,144 |
16,144 |
16,172 |
S1 |
16,033 |
16,033 |
16,212 |
16,089 |
S2 |
15,825 |
15,825 |
16,183 |
|
S3 |
15,506 |
15,714 |
16,153 |
|
S4 |
15,187 |
15,395 |
16,066 |
|
|
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 |
15,868 |
712 |
4.4% |
340 |
2.1% |
52% |
False |
False |
906 |
10 |
17,220 |
15,256 |
1,964 |
12.1% |
511 |
3.1% |
50% |
False |
False |
996 |
20 |
17,472 |
15,256 |
2,216 |
13.6% |
352 |
2.2% |
44% |
False |
False |
566 |
40 |
17,979 |
15,256 |
2,723 |
16.8% |
246 |
1.5% |
36% |
False |
False |
304 |
60 |
18,002 |
15,256 |
2,746 |
16.9% |
208 |
1.3% |
36% |
False |
False |
211 |
80 |
18,149 |
15,256 |
2,893 |
17.8% |
163 |
1.0% |
34% |
False |
False |
159 |
100 |
18,149 |
15,256 |
2,893 |
17.8% |
135 |
0.8% |
34% |
False |
False |
128 |
120 |
18,149 |
15,256 |
2,893 |
17.8% |
114 |
0.7% |
34% |
False |
False |
107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,611 |
2.618 |
17,090 |
1.618 |
16,771 |
1.000 |
16,574 |
0.618 |
16,452 |
HIGH |
16,255 |
0.618 |
16,133 |
0.500 |
16,096 |
0.382 |
16,058 |
LOW |
15,936 |
0.618 |
15,739 |
1.000 |
15,617 |
1.618 |
15,420 |
2.618 |
15,101 |
4.250 |
14,580 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,193 |
16,233 |
PP |
16,144 |
16,224 |
S1 |
16,096 |
16,216 |
|