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 |
1,957.50 |
1,904.75 |
-52.75 |
-2.7% |
1,959.00 |
High |
1,957.50 |
1,940.00 |
-17.50 |
-0.9% |
1,983.75 |
Low |
1,890.25 |
1,899.00 |
8.75 |
0.5% |
1,823.00 |
Close |
1,907.25 |
1,938.25 |
31.00 |
1.6% |
1,981.00 |
Range |
67.25 |
41.00 |
-26.25 |
-39.0% |
160.75 |
ATR |
43.84 |
43.63 |
-0.20 |
-0.5% |
0.00 |
Volume |
41,660 |
38,740 |
-2,920 |
-7.0% |
142,444 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.75 |
2,034.50 |
1,960.75 |
|
R3 |
2,007.75 |
1,993.50 |
1,949.50 |
|
R2 |
1,966.75 |
1,966.75 |
1,945.75 |
|
R1 |
1,952.50 |
1,952.50 |
1,942.00 |
1,959.50 |
PP |
1,925.75 |
1,925.75 |
1,925.75 |
1,929.25 |
S1 |
1,911.50 |
1,911.50 |
1,934.50 |
1,918.50 |
S2 |
1,884.75 |
1,884.75 |
1,930.75 |
|
S3 |
1,843.75 |
1,870.50 |
1,927.00 |
|
S4 |
1,802.75 |
1,829.50 |
1,915.75 |
|
|
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 |
1,890.25 |
93.50 |
4.8% |
43.50 |
2.2% |
51% |
False |
False |
28,226 |
10 |
2,069.50 |
1,823.00 |
246.50 |
12.7% |
64.50 |
3.3% |
47% |
False |
False |
26,303 |
20 |
2,095.50 |
1,823.00 |
272.50 |
14.1% |
45.00 |
2.3% |
42% |
False |
False |
16,111 |
40 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
32.50 |
1.7% |
39% |
False |
False |
9,496 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
29.25 |
1.5% |
39% |
False |
False |
6,991 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
25.75 |
1.3% |
39% |
False |
False |
5,416 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
24.50 |
1.3% |
39% |
False |
False |
4,379 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
23.50 |
1.2% |
39% |
False |
False |
3,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,114.25 |
2.618 |
2,047.25 |
1.618 |
2,006.25 |
1.000 |
1,981.00 |
0.618 |
1,965.25 |
HIGH |
1,940.00 |
0.618 |
1,924.25 |
0.500 |
1,919.50 |
0.382 |
1,914.75 |
LOW |
1,899.00 |
0.618 |
1,873.75 |
1.000 |
1,858.00 |
1.618 |
1,832.75 |
2.618 |
1,791.75 |
4.250 |
1,724.75 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,932.00 |
1,937.00 |
PP |
1,925.75 |
1,935.75 |
S1 |
1,919.50 |
1,934.50 |
|