Trading Metrics calculated at close of trading on 08-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,937.25 |
1,909.00 |
-28.25 |
-1.5% |
1,979.00 |
High |
1,940.50 |
1,959.50 |
19.00 |
1.0% |
1,979.00 |
Low |
1,899.00 |
1,906.50 |
7.50 |
0.4% |
1,890.25 |
Close |
1,912.75 |
1,956.75 |
44.00 |
2.3% |
1,912.75 |
Range |
41.50 |
53.00 |
11.50 |
27.7% |
88.75 |
ATR |
42.66 |
43.40 |
0.74 |
1.7% |
0.00 |
Volume |
51,314 |
143,078 |
91,764 |
178.8% |
186,130 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,100.00 |
2,081.25 |
1,986.00 |
|
R3 |
2,047.00 |
2,028.25 |
1,971.25 |
|
R2 |
1,994.00 |
1,994.00 |
1,966.50 |
|
R1 |
1,975.25 |
1,975.25 |
1,961.50 |
1,984.50 |
PP |
1,941.00 |
1,941.00 |
1,941.00 |
1,945.50 |
S1 |
1,922.25 |
1,922.25 |
1,952.00 |
1,931.50 |
S2 |
1,888.00 |
1,888.00 |
1,947.00 |
|
S3 |
1,835.00 |
1,869.25 |
1,942.25 |
|
S4 |
1,782.00 |
1,816.25 |
1,927.50 |
|
|
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 |
1,964.50 |
1,890.25 |
74.25 |
3.8% |
46.75 |
2.4% |
90% |
False |
False |
61,595 |
10 |
1,983.75 |
1,842.00 |
141.75 |
7.2% |
52.00 |
2.7% |
81% |
False |
False |
45,116 |
20 |
2,095.50 |
1,823.00 |
272.50 |
13.9% |
47.25 |
2.4% |
49% |
False |
False |
26,714 |
40 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
33.00 |
1.7% |
45% |
False |
False |
14,903 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
30.50 |
1.6% |
45% |
False |
False |
10,747 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
26.75 |
1.4% |
45% |
False |
False |
8,237 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
25.25 |
1.3% |
45% |
False |
False |
6,653 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
23.75 |
1.2% |
45% |
False |
False |
5,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,184.75 |
2.618 |
2,098.25 |
1.618 |
2,045.25 |
1.000 |
2,012.50 |
0.618 |
1,992.25 |
HIGH |
1,959.50 |
0.618 |
1,939.25 |
0.500 |
1,933.00 |
0.382 |
1,926.75 |
LOW |
1,906.50 |
0.618 |
1,873.75 |
1.000 |
1,853.50 |
1.618 |
1,820.75 |
2.618 |
1,767.75 |
4.250 |
1,681.25 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,948.75 |
1,948.50 |
PP |
1,941.00 |
1,940.00 |
S1 |
1,933.00 |
1,931.75 |
|