Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,938.50 |
1,937.25 |
-1.25 |
-0.1% |
1,979.00 |
High |
1,964.50 |
1,940.50 |
-24.00 |
-1.2% |
1,979.00 |
Low |
1,933.25 |
1,899.00 |
-34.25 |
-1.8% |
1,890.25 |
Close |
1,937.25 |
1,912.75 |
-24.50 |
-1.3% |
1,912.75 |
Range |
31.25 |
41.50 |
10.25 |
32.8% |
88.75 |
ATR |
42.75 |
42.66 |
-0.09 |
-0.2% |
0.00 |
Volume |
33,187 |
51,314 |
18,127 |
54.6% |
186,130 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,042.00 |
2,018.75 |
1,935.50 |
|
R3 |
2,000.50 |
1,977.25 |
1,924.25 |
|
R2 |
1,959.00 |
1,959.00 |
1,920.25 |
|
R1 |
1,935.75 |
1,935.75 |
1,916.50 |
1,926.50 |
PP |
1,917.50 |
1,917.50 |
1,917.50 |
1,912.75 |
S1 |
1,894.25 |
1,894.25 |
1,909.00 |
1,885.00 |
S2 |
1,876.00 |
1,876.00 |
1,905.25 |
|
S3 |
1,834.50 |
1,852.75 |
1,901.25 |
|
S4 |
1,793.00 |
1,811.25 |
1,890.00 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,193.50 |
2,142.00 |
1,961.50 |
|
R3 |
2,104.75 |
2,053.25 |
1,937.25 |
|
R2 |
2,016.00 |
2,016.00 |
1,929.00 |
|
R1 |
1,964.50 |
1,964.50 |
1,921.00 |
1,946.00 |
PP |
1,927.25 |
1,927.25 |
1,927.25 |
1,918.00 |
S1 |
1,875.75 |
1,875.75 |
1,904.50 |
1,857.00 |
S2 |
1,838.50 |
1,838.50 |
1,896.50 |
|
S3 |
1,749.75 |
1,787.00 |
1,888.25 |
|
S4 |
1,661.00 |
1,698.25 |
1,864.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,979.00 |
1,890.25 |
88.75 |
4.6% |
42.00 |
2.2% |
25% |
False |
False |
37,226 |
10 |
1,983.75 |
1,823.00 |
160.75 |
8.4% |
60.50 |
3.2% |
56% |
False |
False |
32,857 |
20 |
2,095.50 |
1,823.00 |
272.50 |
14.2% |
46.00 |
2.4% |
33% |
False |
False |
19,968 |
40 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
32.75 |
1.7% |
30% |
False |
False |
11,386 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
30.00 |
1.6% |
30% |
False |
False |
8,367 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
26.25 |
1.4% |
30% |
False |
False |
6,457 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
25.00 |
1.3% |
30% |
False |
False |
5,223 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
23.50 |
1.2% |
30% |
False |
False |
4,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,117.00 |
2.618 |
2,049.25 |
1.618 |
2,007.75 |
1.000 |
1,982.00 |
0.618 |
1,966.25 |
HIGH |
1,940.50 |
0.618 |
1,924.75 |
0.500 |
1,919.75 |
0.382 |
1,914.75 |
LOW |
1,899.00 |
0.618 |
1,873.25 |
1.000 |
1,857.50 |
1.618 |
1,831.75 |
2.618 |
1,790.25 |
4.250 |
1,722.50 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,919.75 |
1,931.75 |
PP |
1,917.50 |
1,925.50 |
S1 |
1,915.00 |
1,919.00 |
|