Trading Metrics calculated at close of trading on 03-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,136.5 |
1,134.4 |
-2.1 |
-0.2% |
1,163.0 |
High |
1,142.2 |
1,134.4 |
-7.8 |
-0.7% |
1,169.7 |
Low |
1,132.6 |
1,123.0 |
-9.6 |
-0.8% |
1,118.3 |
Close |
1,134.6 |
1,125.5 |
-9.1 |
-0.8% |
1,134.9 |
Range |
9.6 |
11.4 |
1.8 |
18.8% |
51.4 |
ATR |
14.9 |
14.7 |
-0.2 |
-1.6% |
0.0 |
Volume |
674 |
711 |
37 |
5.5% |
12,028 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,161.8 |
1,155.1 |
1,131.8 |
|
R3 |
1,150.4 |
1,143.7 |
1,128.6 |
|
R2 |
1,139.0 |
1,139.0 |
1,127.6 |
|
R1 |
1,132.3 |
1,132.3 |
1,126.5 |
1,130.0 |
PP |
1,127.6 |
1,127.6 |
1,127.6 |
1,126.5 |
S1 |
1,120.9 |
1,120.9 |
1,124.5 |
1,118.6 |
S2 |
1,116.2 |
1,116.2 |
1,123.4 |
|
S3 |
1,104.8 |
1,109.5 |
1,122.4 |
|
S4 |
1,093.4 |
1,098.1 |
1,119.2 |
|
|
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 |
1,123.0 |
24.7 |
2.2% |
11.8 |
1.1% |
10% |
False |
True |
793 |
10 |
1,169.7 |
1,118.3 |
51.4 |
4.6% |
15.7 |
1.4% |
14% |
False |
False |
1,598 |
20 |
1,169.7 |
1,082.9 |
86.8 |
7.7% |
15.0 |
1.3% |
49% |
False |
False |
1,371 |
40 |
1,169.7 |
1,077.9 |
91.8 |
8.2% |
13.7 |
1.2% |
52% |
False |
False |
1,905 |
60 |
1,207.5 |
1,077.9 |
129.6 |
11.5% |
12.6 |
1.1% |
37% |
False |
False |
1,581 |
80 |
1,234.3 |
1,077.9 |
156.4 |
13.9% |
12.1 |
1.1% |
30% |
False |
False |
1,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,182.9 |
2.618 |
1,164.2 |
1.618 |
1,152.8 |
1.000 |
1,145.8 |
0.618 |
1,141.4 |
HIGH |
1,134.4 |
0.618 |
1,130.0 |
0.500 |
1,128.7 |
0.382 |
1,127.4 |
LOW |
1,123.0 |
0.618 |
1,116.0 |
1.000 |
1,111.6 |
1.618 |
1,104.6 |
2.618 |
1,093.2 |
4.250 |
1,074.6 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,128.7 |
1,135.4 |
PP |
1,127.6 |
1,132.1 |
S1 |
1,126.6 |
1,128.8 |
|