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 |
15,948 |
16,272 |
324 |
2.0% |
16,323 |
High |
16,255 |
16,446 |
191 |
1.2% |
16,580 |
Low |
15,936 |
16,210 |
274 |
1.7% |
15,256 |
Close |
16,241 |
16,258 |
17 |
0.1% |
16,564 |
Range |
319 |
236 |
-83 |
-26.0% |
1,324 |
ATR |
342 |
334 |
-8 |
-2.2% |
0 |
Volume |
1,883 |
3,217 |
1,334 |
70.8% |
5,814 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,013 |
16,871 |
16,388 |
|
R3 |
16,777 |
16,635 |
16,323 |
|
R2 |
16,541 |
16,541 |
16,301 |
|
R1 |
16,399 |
16,399 |
16,280 |
16,352 |
PP |
16,305 |
16,305 |
16,305 |
16,281 |
S1 |
16,163 |
16,163 |
16,236 |
16,116 |
S2 |
16,069 |
16,069 |
16,215 |
|
S3 |
15,833 |
15,927 |
16,193 |
|
S4 |
15,597 |
15,691 |
16,128 |
|
|
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% |
299 |
1.8% |
55% |
False |
False |
1,378 |
10 |
16,845 |
15,256 |
1,589 |
9.8% |
495 |
3.0% |
63% |
False |
False |
1,301 |
20 |
17,472 |
15,256 |
2,216 |
13.6% |
354 |
2.2% |
45% |
False |
False |
725 |
40 |
17,979 |
15,256 |
2,723 |
16.7% |
248 |
1.5% |
37% |
False |
False |
381 |
60 |
18,002 |
15,256 |
2,746 |
16.9% |
209 |
1.3% |
36% |
False |
False |
265 |
80 |
18,149 |
15,256 |
2,893 |
17.8% |
166 |
1.0% |
35% |
False |
False |
199 |
100 |
18,149 |
15,256 |
2,893 |
17.8% |
137 |
0.8% |
35% |
False |
False |
160 |
120 |
18,149 |
15,256 |
2,893 |
17.8% |
116 |
0.7% |
35% |
False |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,449 |
2.618 |
17,064 |
1.618 |
16,828 |
1.000 |
16,682 |
0.618 |
16,592 |
HIGH |
16,446 |
0.618 |
16,356 |
0.500 |
16,328 |
0.382 |
16,300 |
LOW |
16,210 |
0.618 |
16,064 |
1.000 |
15,974 |
1.618 |
15,828 |
2.618 |
15,592 |
4.250 |
15,207 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,328 |
16,224 |
PP |
16,305 |
16,191 |
S1 |
16,281 |
16,157 |
|