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 |
4,256.00 |
4,225.25 |
-30.75 |
-0.7% |
4,321.00 |
High |
4,296.25 |
4,230.00 |
-66.25 |
-1.5% |
4,321.00 |
Low |
4,212.25 |
4,147.75 |
-64.50 |
-1.5% |
4,111.25 |
Close |
4,221.75 |
4,186.00 |
-35.75 |
-0.8% |
4,186.00 |
Range |
84.00 |
82.25 |
-1.75 |
-2.1% |
209.75 |
ATR |
106.65 |
104.91 |
-1.74 |
-1.6% |
0.00 |
Volume |
3,812 |
4,878 |
1,066 |
28.0% |
23,666 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,434.75 |
4,392.50 |
4,231.25 |
|
R3 |
4,352.50 |
4,310.25 |
4,208.50 |
|
R2 |
4,270.25 |
4,270.25 |
4,201.00 |
|
R1 |
4,228.00 |
4,228.00 |
4,193.50 |
4,208.00 |
PP |
4,188.00 |
4,188.00 |
4,188.00 |
4,178.00 |
S1 |
4,145.75 |
4,145.75 |
4,178.50 |
4,125.75 |
S2 |
4,105.75 |
4,105.75 |
4,171.00 |
|
S3 |
4,023.50 |
4,063.50 |
4,163.50 |
|
S4 |
3,941.25 |
3,981.25 |
4,140.75 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,835.25 |
4,720.50 |
4,301.25 |
|
R3 |
4,625.50 |
4,510.75 |
4,243.75 |
|
R2 |
4,415.75 |
4,415.75 |
4,224.50 |
|
R1 |
4,301.00 |
4,301.00 |
4,205.25 |
4,253.50 |
PP |
4,206.00 |
4,206.00 |
4,206.00 |
4,182.50 |
S1 |
4,091.25 |
4,091.25 |
4,166.75 |
4,043.75 |
S2 |
3,996.25 |
3,996.25 |
4,147.50 |
|
S3 |
3,786.50 |
3,881.50 |
4,128.25 |
|
S4 |
3,576.75 |
3,671.75 |
4,070.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,321.00 |
4,111.25 |
209.75 |
5.0% |
100.50 |
2.4% |
36% |
False |
False |
4,733 |
10 |
4,331.25 |
3,901.00 |
430.25 |
10.3% |
143.25 |
3.4% |
66% |
False |
False |
3,941 |
20 |
4,577.00 |
3,901.00 |
676.00 |
16.1% |
112.50 |
2.7% |
42% |
False |
False |
2,203 |
40 |
4,677.25 |
3,901.00 |
776.25 |
18.5% |
83.50 |
2.0% |
37% |
False |
False |
1,162 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.5% |
72.25 |
1.7% |
37% |
False |
False |
789 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.5% |
57.25 |
1.4% |
37% |
False |
False |
593 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.5% |
46.25 |
1.1% |
37% |
False |
False |
475 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.5% |
40.00 |
1.0% |
37% |
False |
False |
396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,579.50 |
2.618 |
4,445.25 |
1.618 |
4,363.00 |
1.000 |
4,312.25 |
0.618 |
4,280.75 |
HIGH |
4,230.00 |
0.618 |
4,198.50 |
0.500 |
4,189.00 |
0.382 |
4,179.25 |
LOW |
4,147.75 |
0.618 |
4,097.00 |
1.000 |
4,065.50 |
1.618 |
4,014.75 |
2.618 |
3,932.50 |
4.250 |
3,798.25 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,189.00 |
4,213.25 |
PP |
4,188.00 |
4,204.25 |
S1 |
4,187.00 |
4,195.00 |
|