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 |
4,321.00 |
4,246.75 |
-74.25 |
-1.7% |
4,163.75 |
High |
4,321.00 |
4,252.00 |
-69.00 |
-1.6% |
4,331.25 |
Low |
4,251.00 |
4,111.25 |
-139.75 |
-3.3% |
3,901.00 |
Close |
4,263.75 |
4,150.50 |
-113.25 |
-2.7% |
4,324.75 |
Range |
70.00 |
140.75 |
70.75 |
101.1% |
430.25 |
ATR |
103.56 |
107.06 |
3.50 |
3.4% |
0.00 |
Volume |
1,985 |
8,123 |
6,138 |
309.2% |
15,747 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,593.50 |
4,512.75 |
4,228.00 |
|
R3 |
4,452.75 |
4,372.00 |
4,189.25 |
|
R2 |
4,312.00 |
4,312.00 |
4,176.25 |
|
R1 |
4,231.25 |
4,231.25 |
4,163.50 |
4,201.25 |
PP |
4,171.25 |
4,171.25 |
4,171.25 |
4,156.25 |
S1 |
4,090.50 |
4,090.50 |
4,137.50 |
4,060.50 |
S2 |
4,030.50 |
4,030.50 |
4,124.75 |
|
S3 |
3,889.75 |
3,949.75 |
4,111.75 |
|
S4 |
3,749.00 |
3,809.00 |
4,073.00 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,476.50 |
5,330.75 |
4,561.50 |
|
R3 |
5,046.25 |
4,900.50 |
4,443.00 |
|
R2 |
4,616.00 |
4,616.00 |
4,403.75 |
|
R1 |
4,470.25 |
4,470.25 |
4,364.25 |
4,543.00 |
PP |
4,185.75 |
4,185.75 |
4,185.75 |
4,222.00 |
S1 |
4,040.00 |
4,040.00 |
4,285.25 |
4,113.00 |
S2 |
3,755.50 |
3,755.50 |
4,245.75 |
|
S3 |
3,325.25 |
3,609.75 |
4,206.50 |
|
S4 |
2,895.00 |
3,179.50 |
4,088.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,331.25 |
3,953.00 |
378.25 |
9.1% |
131.75 |
3.2% |
52% |
False |
False |
3,324 |
10 |
4,543.25 |
3,901.00 |
642.25 |
15.5% |
152.75 |
3.7% |
39% |
False |
False |
2,740 |
20 |
4,620.00 |
3,901.00 |
719.00 |
17.3% |
109.00 |
2.6% |
35% |
False |
False |
1,551 |
40 |
4,677.25 |
3,901.00 |
776.25 |
18.7% |
81.00 |
2.0% |
32% |
False |
False |
829 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.7% |
68.50 |
1.7% |
32% |
False |
False |
564 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.7% |
53.75 |
1.3% |
32% |
False |
False |
423 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.7% |
43.50 |
1.0% |
32% |
False |
False |
339 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.7% |
37.50 |
0.9% |
32% |
False |
False |
283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,850.25 |
2.618 |
4,620.50 |
1.618 |
4,479.75 |
1.000 |
4,392.75 |
0.618 |
4,339.00 |
HIGH |
4,252.00 |
0.618 |
4,198.25 |
0.500 |
4,181.50 |
0.382 |
4,165.00 |
LOW |
4,111.25 |
0.618 |
4,024.25 |
1.000 |
3,970.50 |
1.618 |
3,883.50 |
2.618 |
3,742.75 |
4.250 |
3,513.00 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,181.50 |
4,221.25 |
PP |
4,171.25 |
4,197.75 |
S1 |
4,161.00 |
4,174.00 |
|