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 |
16,255 |
16,014 |
-241 |
-1.5% |
16,564 |
High |
16,275 |
16,399 |
124 |
0.8% |
16,564 |
Low |
15,917 |
15,958 |
41 |
0.3% |
15,868 |
Close |
16,028 |
16,360 |
332 |
2.1% |
16,028 |
Range |
358 |
441 |
83 |
23.2% |
696 |
ATR |
336 |
343 |
8 |
2.2% |
0 |
Volume |
2,051 |
6,768 |
4,717 |
230.0% |
8,443 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,562 |
17,402 |
16,603 |
|
R3 |
17,121 |
16,961 |
16,481 |
|
R2 |
16,680 |
16,680 |
16,441 |
|
R1 |
16,520 |
16,520 |
16,401 |
16,600 |
PP |
16,239 |
16,239 |
16,239 |
16,279 |
S1 |
16,079 |
16,079 |
16,320 |
16,159 |
S2 |
15,798 |
15,798 |
16,279 |
|
S3 |
15,357 |
15,638 |
16,239 |
|
S4 |
14,916 |
15,197 |
16,118 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,241 |
17,831 |
16,411 |
|
R3 |
17,545 |
17,135 |
16,220 |
|
R2 |
16,849 |
16,849 |
16,156 |
|
R1 |
16,439 |
16,439 |
16,092 |
16,296 |
PP |
16,153 |
16,153 |
16,153 |
16,082 |
S1 |
15,743 |
15,743 |
15,964 |
15,600 |
S2 |
15,457 |
15,457 |
15,901 |
|
S3 |
14,761 |
15,047 |
15,837 |
|
S4 |
14,065 |
14,351 |
15,645 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,446 |
15,868 |
578 |
3.5% |
370 |
2.3% |
85% |
False |
False |
2,959 |
10 |
16,580 |
15,460 |
1,120 |
6.8% |
418 |
2.6% |
80% |
False |
False |
2,050 |
20 |
17,456 |
15,256 |
2,200 |
13.4% |
373 |
2.3% |
50% |
False |
False |
1,160 |
40 |
17,979 |
15,256 |
2,723 |
16.6% |
256 |
1.6% |
41% |
False |
False |
600 |
60 |
18,002 |
15,256 |
2,746 |
16.8% |
220 |
1.3% |
40% |
False |
False |
411 |
80 |
18,149 |
15,256 |
2,893 |
17.7% |
176 |
1.1% |
38% |
False |
False |
309 |
100 |
18,149 |
15,256 |
2,893 |
17.7% |
145 |
0.9% |
38% |
False |
False |
248 |
120 |
18,149 |
15,256 |
2,893 |
17.7% |
122 |
0.7% |
38% |
False |
False |
207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,273 |
2.618 |
17,554 |
1.618 |
17,113 |
1.000 |
16,840 |
0.618 |
16,672 |
HIGH |
16,399 |
0.618 |
16,231 |
0.500 |
16,179 |
0.382 |
16,127 |
LOW |
15,958 |
0.618 |
15,686 |
1.000 |
15,517 |
1.618 |
15,245 |
2.618 |
14,804 |
4.250 |
14,084 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,300 |
16,301 |
PP |
16,239 |
16,241 |
S1 |
16,179 |
16,182 |
|