Trading Metrics calculated at close of trading on 02-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
217.37 |
218.39 |
1.02 |
0.5% |
217.44 |
High |
217.73 |
218.87 |
1.14 |
0.5% |
218.87 |
Low |
216.03 |
217.70 |
1.67 |
0.8% |
216.03 |
Close |
217.39 |
218.37 |
0.98 |
0.5% |
218.37 |
Range |
1.70 |
1.17 |
-0.53 |
-31.2% |
2.84 |
ATR |
1.46 |
1.46 |
0.00 |
0.1% |
0.00 |
Volume |
97,844,200 |
79,293,800 |
-18,550,400 |
-19.0% |
391,023,996 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
221.82 |
221.27 |
219.01 |
|
R3 |
220.65 |
220.10 |
218.69 |
|
R2 |
219.48 |
219.48 |
218.58 |
|
R1 |
218.93 |
218.93 |
218.48 |
218.62 |
PP |
218.31 |
218.31 |
218.31 |
218.16 |
S1 |
217.76 |
217.76 |
218.26 |
217.45 |
S2 |
217.14 |
217.14 |
218.16 |
|
S3 |
215.97 |
216.59 |
218.05 |
|
S4 |
214.80 |
215.42 |
217.73 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
226.28 |
225.16 |
219.93 |
|
R3 |
223.44 |
222.32 |
219.15 |
|
R2 |
220.60 |
220.60 |
218.89 |
|
R1 |
219.48 |
219.48 |
218.63 |
220.04 |
PP |
217.76 |
217.76 |
217.76 |
218.04 |
S1 |
216.64 |
216.64 |
218.11 |
217.20 |
S2 |
214.92 |
214.92 |
217.85 |
|
S3 |
212.08 |
213.80 |
217.59 |
|
S4 |
209.24 |
210.96 |
216.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
218.87 |
216.03 |
2.84 |
1.3% |
1.33 |
0.6% |
82% |
True |
False |
78,204,799 |
10 |
219.60 |
216.03 |
3.57 |
1.6% |
1.37 |
0.6% |
66% |
False |
False |
76,925,170 |
20 |
219.60 |
216.03 |
3.57 |
1.6% |
1.15 |
0.5% |
66% |
False |
False |
67,938,034 |
40 |
219.60 |
212.95 |
6.65 |
3.0% |
1.26 |
0.6% |
82% |
False |
False |
70,346,149 |
60 |
219.60 |
198.65 |
20.95 |
9.6% |
1.60 |
0.7% |
94% |
False |
False |
91,255,854 |
80 |
219.60 |
198.65 |
20.95 |
9.6% |
1.60 |
0.7% |
94% |
False |
False |
89,488,853 |
100 |
219.60 |
198.65 |
20.95 |
9.6% |
1.60 |
0.7% |
94% |
False |
False |
88,473,382 |
120 |
219.60 |
198.65 |
20.95 |
9.6% |
1.64 |
0.8% |
94% |
False |
False |
89,959,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
223.84 |
2.618 |
221.93 |
1.618 |
220.76 |
1.000 |
220.04 |
0.618 |
219.59 |
HIGH |
218.87 |
0.618 |
218.42 |
0.500 |
218.29 |
0.382 |
218.15 |
LOW |
217.70 |
0.618 |
216.98 |
1.000 |
216.53 |
1.618 |
215.81 |
2.618 |
214.64 |
4.250 |
212.73 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
218.34 |
218.06 |
PP |
218.31 |
217.76 |
S1 |
218.29 |
217.45 |
|