Trading Metrics calculated at close of trading on 01-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,778.25 |
4,774.00 |
-4.25 |
-0.1% |
4,809.25 |
High |
4,779.25 |
4,795.25 |
16.00 |
0.3% |
4,836.75 |
Low |
4,751.50 |
4,749.50 |
-2.00 |
0.0% |
4,757.25 |
Close |
4,773.75 |
4,777.50 |
3.75 |
0.1% |
4,785.75 |
Range |
27.75 |
45.75 |
18.00 |
64.9% |
79.50 |
ATR |
38.26 |
38.79 |
0.54 |
1.4% |
0.00 |
Volume |
198,477 |
248,348 |
49,871 |
25.1% |
1,022,972 |
|
Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,911.25 |
4,890.25 |
4,802.75 |
|
R3 |
4,865.50 |
4,844.50 |
4,790.00 |
|
R2 |
4,819.75 |
4,819.75 |
4,786.00 |
|
R1 |
4,798.75 |
4,798.75 |
4,781.75 |
4,809.25 |
PP |
4,774.00 |
4,774.00 |
4,774.00 |
4,779.50 |
S1 |
4,753.00 |
4,753.00 |
4,773.25 |
4,763.50 |
S2 |
4,728.25 |
4,728.25 |
4,769.00 |
|
S3 |
4,682.50 |
4,707.25 |
4,765.00 |
|
S4 |
4,636.75 |
4,661.50 |
4,752.25 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,031.75 |
4,988.25 |
4,829.50 |
|
R3 |
4,952.25 |
4,908.75 |
4,807.50 |
|
R2 |
4,872.75 |
4,872.75 |
4,800.25 |
|
R1 |
4,829.25 |
4,829.25 |
4,793.00 |
4,811.25 |
PP |
4,793.25 |
4,793.25 |
4,793.25 |
4,784.25 |
S1 |
4,749.75 |
4,749.75 |
4,778.50 |
4,731.75 |
S2 |
4,713.75 |
4,713.75 |
4,771.25 |
|
S3 |
4,634.25 |
4,670.25 |
4,764.00 |
|
S4 |
4,554.75 |
4,590.75 |
4,742.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,817.50 |
4,749.50 |
68.00 |
1.4% |
40.75 |
0.9% |
41% |
False |
True |
212,254 |
10 |
4,836.75 |
4,749.50 |
87.25 |
1.8% |
37.25 |
0.8% |
32% |
False |
True |
199,760 |
20 |
4,836.75 |
4,742.50 |
94.25 |
2.0% |
34.75 |
0.7% |
37% |
False |
False |
174,957 |
40 |
4,836.75 |
4,439.75 |
397.00 |
8.3% |
39.25 |
0.8% |
85% |
False |
False |
183,463 |
60 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
50.50 |
1.1% |
91% |
False |
False |
206,111 |
80 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
50.75 |
1.1% |
91% |
False |
False |
155,015 |
100 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
52.25 |
1.1% |
91% |
False |
False |
124,035 |
120 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
52.25 |
1.1% |
91% |
False |
False |
103,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,989.75 |
2.618 |
4,915.00 |
1.618 |
4,869.25 |
1.000 |
4,841.00 |
0.618 |
4,823.50 |
HIGH |
4,795.25 |
0.618 |
4,777.75 |
0.500 |
4,772.50 |
0.382 |
4,767.00 |
LOW |
4,749.50 |
0.618 |
4,721.25 |
1.000 |
4,703.75 |
1.618 |
4,675.50 |
2.618 |
4,629.75 |
4.250 |
4,555.00 |
|
|
Fisher Pivots for day following 01-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,775.75 |
4,776.25 |
PP |
4,774.00 |
4,775.25 |
S1 |
4,772.50 |
4,774.00 |
|