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 |
18,275 |
17,725 |
-550 |
-3.0% |
19,090 |
High |
18,300 |
18,300 |
0 |
0.0% |
19,090 |
Low |
17,505 |
17,375 |
-130 |
-0.7% |
17,505 |
Close |
17,630 |
17,995 |
365 |
2.1% |
17,630 |
Range |
795 |
925 |
130 |
16.4% |
1,585 |
ATR |
548 |
575 |
27 |
4.9% |
0 |
Volume |
3,316 |
28,993 |
25,677 |
774.3% |
11,268 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,665 |
20,255 |
18,504 |
|
R3 |
19,740 |
19,330 |
18,250 |
|
R2 |
18,815 |
18,815 |
18,165 |
|
R1 |
18,405 |
18,405 |
18,080 |
18,610 |
PP |
17,890 |
17,890 |
17,890 |
17,993 |
S1 |
17,480 |
17,480 |
17,910 |
17,685 |
S2 |
16,965 |
16,965 |
17,826 |
|
S3 |
16,040 |
16,555 |
17,741 |
|
S4 |
15,115 |
15,630 |
17,486 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,830 |
21,815 |
18,502 |
|
R3 |
21,245 |
20,230 |
18,066 |
|
R2 |
19,660 |
19,660 |
17,921 |
|
R1 |
18,645 |
18,645 |
17,775 |
18,360 |
PP |
18,075 |
18,075 |
18,075 |
17,933 |
S1 |
17,060 |
17,060 |
17,485 |
16,775 |
S2 |
16,490 |
16,490 |
17,340 |
|
S3 |
14,905 |
15,475 |
17,194 |
|
S4 |
13,320 |
13,890 |
16,758 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,820 |
17,375 |
1,445 |
8.0% |
756 |
4.2% |
43% |
False |
True |
8,008 |
10 |
19,205 |
17,375 |
1,830 |
10.2% |
723 |
4.0% |
34% |
False |
True |
4,357 |
20 |
20,705 |
17,180 |
3,525 |
19.6% |
606 |
3.4% |
23% |
False |
False |
2,219 |
40 |
20,880 |
17,180 |
3,700 |
20.6% |
373 |
2.1% |
22% |
False |
False |
1,141 |
60 |
20,900 |
17,180 |
3,720 |
20.7% |
309 |
1.7% |
22% |
False |
False |
764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,231 |
2.618 |
20,722 |
1.618 |
19,797 |
1.000 |
19,225 |
0.618 |
18,872 |
HIGH |
18,300 |
0.618 |
17,947 |
0.500 |
17,838 |
0.382 |
17,728 |
LOW |
17,375 |
0.618 |
16,803 |
1.000 |
16,450 |
1.618 |
15,878 |
2.618 |
14,953 |
4.250 |
13,444 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
17,943 |
17,970 |
PP |
17,890 |
17,945 |
S1 |
17,838 |
17,920 |
|