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 |
1,979.00 |
1,957.50 |
-21.50 |
-1.1% |
1,959.00 |
High |
1,979.00 |
1,957.50 |
-21.50 |
-1.1% |
1,983.75 |
Low |
1,950.00 |
1,890.25 |
-59.75 |
-3.1% |
1,823.00 |
Close |
1,960.75 |
1,907.25 |
-53.50 |
-2.7% |
1,981.00 |
Range |
29.00 |
67.25 |
38.25 |
131.9% |
160.75 |
ATR |
41.79 |
43.84 |
2.05 |
4.9% |
0.00 |
Volume |
21,229 |
41,660 |
20,431 |
96.2% |
142,444 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,120.00 |
2,081.00 |
1,944.25 |
|
R3 |
2,052.75 |
2,013.75 |
1,925.75 |
|
R2 |
1,985.50 |
1,985.50 |
1,919.50 |
|
R1 |
1,946.50 |
1,946.50 |
1,913.50 |
1,932.50 |
PP |
1,918.25 |
1,918.25 |
1,918.25 |
1,911.25 |
S1 |
1,879.25 |
1,879.25 |
1,901.00 |
1,865.00 |
S2 |
1,851.00 |
1,851.00 |
1,895.00 |
|
S3 |
1,783.75 |
1,812.00 |
1,888.75 |
|
S4 |
1,716.50 |
1,744.75 |
1,870.25 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,411.50 |
2,357.00 |
2,069.50 |
|
R3 |
2,250.75 |
2,196.25 |
2,025.25 |
|
R2 |
2,090.00 |
2,090.00 |
2,010.50 |
|
R1 |
2,035.50 |
2,035.50 |
1,995.75 |
2,062.75 |
PP |
1,929.25 |
1,929.25 |
1,929.25 |
1,943.00 |
S1 |
1,874.75 |
1,874.75 |
1,966.25 |
1,902.00 |
S2 |
1,768.50 |
1,768.50 |
1,951.50 |
|
S3 |
1,607.75 |
1,714.00 |
1,936.75 |
|
S4 |
1,447.00 |
1,553.25 |
1,892.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,983.75 |
1,842.00 |
141.75 |
7.4% |
53.75 |
2.8% |
46% |
False |
False |
27,123 |
10 |
2,089.75 |
1,823.00 |
266.75 |
14.0% |
63.50 |
3.3% |
32% |
False |
False |
22,886 |
20 |
2,099.00 |
1,823.00 |
276.00 |
14.5% |
44.00 |
2.3% |
31% |
False |
False |
14,366 |
40 |
2,118.50 |
1,823.00 |
295.50 |
15.5% |
32.25 |
1.7% |
29% |
False |
False |
8,610 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.5% |
28.75 |
1.5% |
29% |
False |
False |
6,472 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.5% |
25.50 |
1.3% |
29% |
False |
False |
4,934 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.5% |
24.25 |
1.3% |
29% |
False |
False |
3,992 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.5% |
23.25 |
1.2% |
29% |
False |
False |
3,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,243.25 |
2.618 |
2,133.50 |
1.618 |
2,066.25 |
1.000 |
2,024.75 |
0.618 |
1,999.00 |
HIGH |
1,957.50 |
0.618 |
1,931.75 |
0.500 |
1,924.00 |
0.382 |
1,916.00 |
LOW |
1,890.25 |
0.618 |
1,848.75 |
1.000 |
1,823.00 |
1.618 |
1,781.50 |
2.618 |
1,714.25 |
4.250 |
1,604.50 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,924.00 |
1,937.00 |
PP |
1,918.25 |
1,927.00 |
S1 |
1,912.75 |
1,917.25 |
|