Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,134.4 |
1,125.2 |
-9.2 |
-0.8% |
1,133.6 |
High |
1,134.4 |
1,130.3 |
-4.1 |
-0.4% |
1,147.7 |
Low |
1,123.0 |
1,116.9 |
-6.1 |
-0.5% |
1,116.9 |
Close |
1,125.5 |
1,122.4 |
-3.1 |
-0.3% |
1,122.4 |
Range |
11.4 |
13.4 |
2.0 |
17.5% |
30.8 |
ATR |
14.7 |
14.6 |
-0.1 |
-0.6% |
0.0 |
Volume |
711 |
1,610 |
899 |
126.4% |
4,601 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,163.4 |
1,156.3 |
1,129.8 |
|
R3 |
1,150.0 |
1,142.9 |
1,126.1 |
|
R2 |
1,136.6 |
1,136.6 |
1,124.9 |
|
R1 |
1,129.5 |
1,129.5 |
1,123.6 |
1,126.4 |
PP |
1,123.2 |
1,123.2 |
1,123.2 |
1,121.6 |
S1 |
1,116.1 |
1,116.1 |
1,121.2 |
1,113.0 |
S2 |
1,109.8 |
1,109.8 |
1,119.9 |
|
S3 |
1,096.4 |
1,102.7 |
1,118.7 |
|
S4 |
1,083.0 |
1,089.3 |
1,115.0 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,221.4 |
1,202.7 |
1,139.3 |
|
R3 |
1,190.6 |
1,171.9 |
1,130.9 |
|
R2 |
1,159.8 |
1,159.8 |
1,128.0 |
|
R1 |
1,141.1 |
1,141.1 |
1,125.2 |
1,135.1 |
PP |
1,129.0 |
1,129.0 |
1,129.0 |
1,126.0 |
S1 |
1,110.3 |
1,110.3 |
1,119.6 |
1,104.3 |
S2 |
1,098.2 |
1,098.2 |
1,116.8 |
|
S3 |
1,067.4 |
1,079.5 |
1,113.9 |
|
S4 |
1,036.6 |
1,048.7 |
1,105.5 |
|
|
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 |
1,116.9 |
30.8 |
2.7% |
11.2 |
1.0% |
18% |
False |
True |
920 |
10 |
1,169.7 |
1,116.9 |
52.8 |
4.7% |
15.1 |
1.3% |
10% |
False |
True |
1,662 |
20 |
1,169.7 |
1,090.6 |
79.1 |
7.0% |
14.9 |
1.3% |
40% |
False |
False |
1,401 |
40 |
1,169.7 |
1,077.9 |
91.8 |
8.2% |
13.9 |
1.2% |
48% |
False |
False |
1,865 |
60 |
1,207.5 |
1,077.9 |
129.6 |
11.5% |
12.7 |
1.1% |
34% |
False |
False |
1,600 |
80 |
1,234.3 |
1,077.9 |
156.4 |
13.9% |
11.9 |
1.1% |
28% |
False |
False |
1,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,187.3 |
2.618 |
1,165.4 |
1.618 |
1,152.0 |
1.000 |
1,143.7 |
0.618 |
1,138.6 |
HIGH |
1,130.3 |
0.618 |
1,125.2 |
0.500 |
1,123.6 |
0.382 |
1,122.0 |
LOW |
1,116.9 |
0.618 |
1,108.6 |
1.000 |
1,103.5 |
1.618 |
1,095.2 |
2.618 |
1,081.8 |
4.250 |
1,060.0 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,123.6 |
1,129.6 |
PP |
1,123.2 |
1,127.2 |
S1 |
1,122.8 |
1,124.8 |
|