Trading Metrics calculated at close of trading on 02-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,134.7 |
1,136.5 |
1.8 |
0.2% |
1,163.0 |
High |
1,147.7 |
1,142.2 |
-5.5 |
-0.5% |
1,169.7 |
Low |
1,134.7 |
1,132.6 |
-2.1 |
-0.2% |
1,118.3 |
Close |
1,140.8 |
1,134.6 |
-6.2 |
-0.5% |
1,134.9 |
Range |
13.0 |
9.6 |
-3.4 |
-26.2% |
51.4 |
ATR |
15.3 |
14.9 |
-0.4 |
-2.7% |
0.0 |
Volume |
865 |
674 |
-191 |
-22.1% |
12,028 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,165.3 |
1,159.5 |
1,139.9 |
|
R3 |
1,155.7 |
1,149.9 |
1,137.2 |
|
R2 |
1,146.1 |
1,146.1 |
1,136.4 |
|
R1 |
1,140.3 |
1,140.3 |
1,135.5 |
1,138.4 |
PP |
1,136.5 |
1,136.5 |
1,136.5 |
1,135.5 |
S1 |
1,130.7 |
1,130.7 |
1,133.7 |
1,128.8 |
S2 |
1,126.9 |
1,126.9 |
1,132.8 |
|
S3 |
1,117.3 |
1,121.1 |
1,132.0 |
|
S4 |
1,107.7 |
1,111.5 |
1,129.3 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.2 |
1,266.4 |
1,163.2 |
|
R3 |
1,243.8 |
1,215.0 |
1,149.0 |
|
R2 |
1,192.4 |
1,192.4 |
1,144.3 |
|
R1 |
1,163.6 |
1,163.6 |
1,139.6 |
1,152.3 |
PP |
1,141.0 |
1,141.0 |
1,141.0 |
1,135.3 |
S1 |
1,112.2 |
1,112.2 |
1,130.2 |
1,100.9 |
S2 |
1,089.6 |
1,089.6 |
1,125.5 |
|
S3 |
1,038.2 |
1,060.8 |
1,120.8 |
|
S4 |
986.8 |
1,009.4 |
1,106.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,147.7 |
1,118.8 |
28.9 |
2.5% |
11.6 |
1.0% |
55% |
False |
False |
853 |
10 |
1,169.7 |
1,118.3 |
51.4 |
4.5% |
16.5 |
1.5% |
32% |
False |
False |
1,683 |
20 |
1,169.7 |
1,082.9 |
86.8 |
7.7% |
14.9 |
1.3% |
60% |
False |
False |
1,372 |
40 |
1,169.7 |
1,077.9 |
91.8 |
8.1% |
13.6 |
1.2% |
62% |
False |
False |
1,915 |
60 |
1,207.5 |
1,077.9 |
129.6 |
11.4% |
12.6 |
1.1% |
44% |
False |
False |
1,580 |
80 |
1,234.3 |
1,077.9 |
156.4 |
13.8% |
12.1 |
1.1% |
36% |
False |
False |
1,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,183.0 |
2.618 |
1,167.3 |
1.618 |
1,157.7 |
1.000 |
1,151.8 |
0.618 |
1,148.1 |
HIGH |
1,142.2 |
0.618 |
1,138.5 |
0.500 |
1,137.4 |
0.382 |
1,136.3 |
LOW |
1,132.6 |
0.618 |
1,126.7 |
1.000 |
1,123.0 |
1.618 |
1,117.1 |
2.618 |
1,107.5 |
4.250 |
1,091.8 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,137.4 |
1,137.1 |
PP |
1,136.5 |
1,136.3 |
S1 |
1,135.5 |
1,135.4 |
|