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 |
67.24 |
67.69 |
0.45 |
0.7% |
66.24 |
High |
67.53 |
67.93 |
0.40 |
0.6% |
67.93 |
Low |
67.07 |
67.44 |
0.37 |
0.6% |
65.90 |
Close |
67.44 |
67.77 |
0.33 |
0.5% |
67.77 |
Range |
0.46 |
0.49 |
0.03 |
6.5% |
2.03 |
ATR |
0.76 |
0.74 |
-0.02 |
-2.5% |
0.00 |
Volume |
2,249,800 |
2,107,000 |
-142,800 |
-6.3% |
12,718,500 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.18 |
68.97 |
68.04 |
|
R3 |
68.69 |
68.48 |
67.90 |
|
R2 |
68.20 |
68.20 |
67.86 |
|
R1 |
67.99 |
67.99 |
67.81 |
68.09 |
PP |
67.71 |
67.71 |
67.71 |
67.77 |
S1 |
67.50 |
67.50 |
67.73 |
67.60 |
S2 |
67.22 |
67.22 |
67.68 |
|
S3 |
66.73 |
67.01 |
67.64 |
|
S4 |
66.24 |
66.52 |
67.50 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.29 |
72.56 |
68.89 |
|
R3 |
71.26 |
70.53 |
68.33 |
|
R2 |
69.23 |
69.23 |
68.14 |
|
R1 |
68.50 |
68.50 |
67.96 |
68.86 |
PP |
67.20 |
67.20 |
67.20 |
67.38 |
S1 |
66.47 |
66.47 |
67.58 |
66.83 |
S2 |
65.17 |
65.17 |
67.40 |
|
S3 |
63.14 |
64.44 |
67.21 |
|
S4 |
61.11 |
62.41 |
66.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.93 |
65.90 |
2.03 |
3.0% |
0.44 |
0.7% |
92% |
True |
False |
2,543,700 |
10 |
67.93 |
65.90 |
2.03 |
3.0% |
0.47 |
0.7% |
92% |
True |
False |
1,710,500 |
20 |
67.93 |
64.95 |
2.98 |
4.4% |
0.41 |
0.6% |
95% |
True |
False |
1,367,525 |
40 |
67.93 |
45.86 |
22.07 |
32.6% |
0.48 |
0.7% |
99% |
True |
False |
3,429,360 |
60 |
67.93 |
40.19 |
27.74 |
40.9% |
0.62 |
0.9% |
99% |
True |
False |
3,138,963 |
80 |
67.93 |
39.21 |
28.72 |
42.4% |
0.62 |
0.9% |
99% |
True |
False |
2,725,530 |
100 |
67.93 |
39.21 |
28.72 |
42.4% |
0.64 |
0.9% |
99% |
True |
False |
2,573,669 |
120 |
67.93 |
39.21 |
28.72 |
42.4% |
0.64 |
0.9% |
99% |
True |
False |
2,348,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.01 |
2.618 |
69.21 |
1.618 |
68.72 |
1.000 |
68.42 |
0.618 |
68.23 |
HIGH |
67.93 |
0.618 |
67.74 |
0.500 |
67.69 |
0.382 |
67.63 |
LOW |
67.44 |
0.618 |
67.14 |
1.000 |
66.95 |
1.618 |
66.65 |
2.618 |
66.16 |
4.250 |
65.36 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
67.74 |
67.52 |
PP |
67.71 |
67.28 |
S1 |
67.69 |
67.03 |
|