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 |
4,246.75 |
4,135.00 |
-111.75 |
-2.6% |
4,163.75 |
High |
4,252.00 |
4,256.00 |
4.00 |
0.1% |
4,331.25 |
Low |
4,111.25 |
4,130.25 |
19.00 |
0.5% |
3,901.00 |
Close |
4,150.50 |
4,252.00 |
101.50 |
2.4% |
4,324.75 |
Range |
140.75 |
125.75 |
-15.00 |
-10.7% |
430.25 |
ATR |
107.06 |
108.39 |
1.34 |
1.2% |
0.00 |
Volume |
8,123 |
4,868 |
-3,255 |
-40.1% |
15,747 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,590.00 |
4,546.75 |
4,321.25 |
|
R3 |
4,464.25 |
4,421.00 |
4,286.50 |
|
R2 |
4,338.50 |
4,338.50 |
4,275.00 |
|
R1 |
4,295.25 |
4,295.25 |
4,263.50 |
4,317.00 |
PP |
4,212.75 |
4,212.75 |
4,212.75 |
4,223.50 |
S1 |
4,169.50 |
4,169.50 |
4,240.50 |
4,191.00 |
S2 |
4,087.00 |
4,087.00 |
4,229.00 |
|
S3 |
3,961.25 |
4,043.75 |
4,217.50 |
|
S4 |
3,835.50 |
3,918.00 |
4,182.75 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,476.50 |
5,330.75 |
4,561.50 |
|
R3 |
5,046.25 |
4,900.50 |
4,443.00 |
|
R2 |
4,616.00 |
4,616.00 |
4,403.75 |
|
R1 |
4,470.25 |
4,470.25 |
4,364.25 |
4,543.00 |
PP |
4,185.75 |
4,185.75 |
4,185.75 |
4,222.00 |
S1 |
4,040.00 |
4,040.00 |
4,285.25 |
4,113.00 |
S2 |
3,755.50 |
3,755.50 |
4,245.75 |
|
S3 |
3,325.25 |
3,609.75 |
4,206.50 |
|
S4 |
2,895.00 |
3,179.50 |
4,088.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,331.25 |
4,111.25 |
220.00 |
5.2% |
103.75 |
2.4% |
64% |
False |
False |
3,607 |
10 |
4,499.00 |
3,901.00 |
598.00 |
14.1% |
158.75 |
3.7% |
59% |
False |
False |
3,212 |
20 |
4,601.00 |
3,901.00 |
700.00 |
16.5% |
112.00 |
2.6% |
50% |
False |
False |
1,791 |
40 |
4,677.25 |
3,901.00 |
776.25 |
18.3% |
82.25 |
1.9% |
45% |
False |
False |
949 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.3% |
70.50 |
1.7% |
45% |
False |
False |
645 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.3% |
55.25 |
1.3% |
45% |
False |
False |
484 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.3% |
44.75 |
1.1% |
45% |
False |
False |
388 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.3% |
38.50 |
0.9% |
45% |
False |
False |
323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,790.50 |
2.618 |
4,585.25 |
1.618 |
4,459.50 |
1.000 |
4,381.75 |
0.618 |
4,333.75 |
HIGH |
4,256.00 |
0.618 |
4,208.00 |
0.500 |
4,193.00 |
0.382 |
4,178.25 |
LOW |
4,130.25 |
0.618 |
4,052.50 |
1.000 |
4,004.50 |
1.618 |
3,926.75 |
2.618 |
3,801.00 |
4.250 |
3,595.75 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,232.50 |
4,240.00 |
PP |
4,212.75 |
4,228.00 |
S1 |
4,193.00 |
4,216.00 |
|