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 |
1,904.75 |
1,938.50 |
33.75 |
1.8% |
1,959.00 |
High |
1,940.00 |
1,964.50 |
24.50 |
1.3% |
1,983.75 |
Low |
1,899.00 |
1,933.25 |
34.25 |
1.8% |
1,823.00 |
Close |
1,938.25 |
1,937.25 |
-1.00 |
-0.1% |
1,981.00 |
Range |
41.00 |
31.25 |
-9.75 |
-23.8% |
160.75 |
ATR |
43.63 |
42.75 |
-0.88 |
-2.0% |
0.00 |
Volume |
38,740 |
33,187 |
-5,553 |
-14.3% |
142,444 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.75 |
2,019.25 |
1,954.50 |
|
R3 |
2,007.50 |
1,988.00 |
1,945.75 |
|
R2 |
1,976.25 |
1,976.25 |
1,943.00 |
|
R1 |
1,956.75 |
1,956.75 |
1,940.00 |
1,951.00 |
PP |
1,945.00 |
1,945.00 |
1,945.00 |
1,942.00 |
S1 |
1,925.50 |
1,925.50 |
1,934.50 |
1,919.50 |
S2 |
1,913.75 |
1,913.75 |
1,931.50 |
|
S3 |
1,882.50 |
1,894.25 |
1,928.75 |
|
S4 |
1,851.25 |
1,863.00 |
1,920.00 |
|
|
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% |
38.75 |
2.0% |
50% |
False |
False |
30,645 |
10 |
2,021.50 |
1,823.00 |
198.50 |
10.2% |
62.50 |
3.2% |
58% |
False |
False |
28,835 |
20 |
2,095.50 |
1,823.00 |
272.50 |
14.1% |
45.00 |
2.3% |
42% |
False |
False |
17,536 |
40 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
32.50 |
1.7% |
39% |
False |
False |
10,230 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
29.50 |
1.5% |
39% |
False |
False |
7,515 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
26.00 |
1.3% |
39% |
False |
False |
5,829 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
24.75 |
1.3% |
39% |
False |
False |
4,711 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
23.50 |
1.2% |
39% |
False |
False |
3,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,097.25 |
2.618 |
2,046.25 |
1.618 |
2,015.00 |
1.000 |
1,995.75 |
0.618 |
1,983.75 |
HIGH |
1,964.50 |
0.618 |
1,952.50 |
0.500 |
1,949.00 |
0.382 |
1,945.25 |
LOW |
1,933.25 |
0.618 |
1,914.00 |
1.000 |
1,902.00 |
1.618 |
1,882.75 |
2.618 |
1,851.50 |
4.250 |
1,800.50 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,949.00 |
1,934.00 |
PP |
1,945.00 |
1,930.75 |
S1 |
1,941.00 |
1,927.50 |
|