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 |
4,135.00 |
4,256.00 |
121.00 |
2.9% |
4,163.75 |
High |
4,256.00 |
4,296.25 |
40.25 |
0.9% |
4,331.25 |
Low |
4,130.25 |
4,212.25 |
82.00 |
2.0% |
3,901.00 |
Close |
4,252.00 |
4,221.75 |
-30.25 |
-0.7% |
4,324.75 |
Range |
125.75 |
84.00 |
-41.75 |
-33.2% |
430.25 |
ATR |
108.39 |
106.65 |
-1.74 |
-1.6% |
0.00 |
Volume |
4,868 |
3,812 |
-1,056 |
-21.7% |
15,747 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,495.50 |
4,442.50 |
4,268.00 |
|
R3 |
4,411.50 |
4,358.50 |
4,244.75 |
|
R2 |
4,327.50 |
4,327.50 |
4,237.25 |
|
R1 |
4,274.50 |
4,274.50 |
4,229.50 |
4,259.00 |
PP |
4,243.50 |
4,243.50 |
4,243.50 |
4,235.50 |
S1 |
4,190.50 |
4,190.50 |
4,214.00 |
4,175.00 |
S2 |
4,159.50 |
4,159.50 |
4,206.25 |
|
S3 |
4,075.50 |
4,106.50 |
4,198.75 |
|
S4 |
3,991.50 |
4,022.50 |
4,175.50 |
|
|
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% |
95.25 |
2.3% |
50% |
False |
False |
4,057 |
10 |
4,358.50 |
3,901.00 |
457.50 |
10.8% |
152.75 |
3.6% |
70% |
False |
False |
3,523 |
20 |
4,577.00 |
3,901.00 |
676.00 |
16.0% |
111.00 |
2.6% |
47% |
False |
False |
1,975 |
40 |
4,677.25 |
3,901.00 |
776.25 |
18.4% |
82.75 |
2.0% |
41% |
False |
False |
1,042 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.4% |
71.00 |
1.7% |
41% |
False |
False |
708 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.4% |
56.25 |
1.3% |
41% |
False |
False |
532 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.4% |
45.50 |
1.1% |
41% |
False |
False |
426 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.4% |
39.25 |
0.9% |
41% |
False |
False |
355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,653.25 |
2.618 |
4,516.25 |
1.618 |
4,432.25 |
1.000 |
4,380.25 |
0.618 |
4,348.25 |
HIGH |
4,296.25 |
0.618 |
4,264.25 |
0.500 |
4,254.25 |
0.382 |
4,244.25 |
LOW |
4,212.25 |
0.618 |
4,160.25 |
1.000 |
4,128.25 |
1.618 |
4,076.25 |
2.618 |
3,992.25 |
4.250 |
3,855.25 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,254.25 |
4,215.75 |
PP |
4,243.50 |
4,209.75 |
S1 |
4,232.50 |
4,203.75 |
|