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 |
3,234.0 |
3,193.0 |
-41.0 |
-1.3% |
3,146.0 |
High |
3,272.0 |
3,215.0 |
-57.0 |
-1.7% |
3,287.0 |
Low |
3,231.0 |
3,134.0 |
-97.0 |
-3.0% |
2,950.0 |
Close |
3,257.0 |
3,170.0 |
-87.0 |
-2.7% |
3,267.0 |
Range |
41.0 |
81.0 |
40.0 |
97.6% |
337.0 |
ATR |
89.3 |
91.7 |
2.4 |
2.7% |
0.0 |
Volume |
8,967 |
8,628 |
-339 |
-3.8% |
92,089 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,416.0 |
3,374.0 |
3,214.6 |
|
R3 |
3,335.0 |
3,293.0 |
3,192.3 |
|
R2 |
3,254.0 |
3,254.0 |
3,184.9 |
|
R1 |
3,212.0 |
3,212.0 |
3,177.4 |
3,192.5 |
PP |
3,173.0 |
3,173.0 |
3,173.0 |
3,163.3 |
S1 |
3,131.0 |
3,131.0 |
3,162.6 |
3,111.5 |
S2 |
3,092.0 |
3,092.0 |
3,155.2 |
|
S3 |
3,011.0 |
3,050.0 |
3,147.7 |
|
S4 |
2,930.0 |
2,969.0 |
3,125.5 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,179.0 |
4,060.0 |
3,452.4 |
|
R3 |
3,842.0 |
3,723.0 |
3,359.7 |
|
R2 |
3,505.0 |
3,505.0 |
3,328.8 |
|
R1 |
3,386.0 |
3,386.0 |
3,297.9 |
3,445.5 |
PP |
3,168.0 |
3,168.0 |
3,168.0 |
3,197.8 |
S1 |
3,049.0 |
3,049.0 |
3,236.1 |
3,108.5 |
S2 |
2,831.0 |
2,831.0 |
3,205.2 |
|
S3 |
2,494.0 |
2,712.0 |
3,174.3 |
|
S4 |
2,157.0 |
2,375.0 |
3,081.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,287.0 |
3,115.0 |
172.0 |
5.4% |
70.2 |
2.2% |
32% |
False |
False |
4,967 |
10 |
3,469.0 |
2,950.0 |
519.0 |
16.4% |
102.1 |
3.2% |
42% |
False |
False |
11,545 |
20 |
3,677.0 |
2,950.0 |
727.0 |
22.9% |
81.2 |
2.6% |
30% |
False |
False |
5,944 |
40 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
68.0 |
2.1% |
29% |
False |
False |
3,512 |
60 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
71.8 |
2.3% |
29% |
False |
False |
3,985 |
80 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
64.4 |
2.0% |
29% |
False |
False |
3,057 |
100 |
3,740.0 |
2,950.0 |
790.0 |
24.9% |
60.4 |
1.9% |
28% |
False |
False |
2,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,559.3 |
2.618 |
3,427.1 |
1.618 |
3,346.1 |
1.000 |
3,296.0 |
0.618 |
3,265.1 |
HIGH |
3,215.0 |
0.618 |
3,184.1 |
0.500 |
3,174.5 |
0.382 |
3,164.9 |
LOW |
3,134.0 |
0.618 |
3,083.9 |
1.000 |
3,053.0 |
1.618 |
3,002.9 |
2.618 |
2,921.9 |
4.250 |
2,789.8 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3,174.5 |
3,208.0 |
PP |
3,173.0 |
3,195.3 |
S1 |
3,171.5 |
3,182.7 |
|