Trading Metrics calculated at close of trading on 06-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
16,985 |
17,125 |
140 |
0.8% |
16,585 |
High |
17,170 |
17,170 |
0 |
0.0% |
17,170 |
Low |
16,860 |
16,900 |
40 |
0.2% |
16,580 |
Close |
17,140 |
16,945 |
-195 |
-1.1% |
17,140 |
Range |
310 |
270 |
-40 |
-12.9% |
590 |
ATR |
251 |
253 |
1 |
0.5% |
0 |
Volume |
11,439 |
35,592 |
24,153 |
211.1% |
51,292 |
|
Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,815 |
17,650 |
17,094 |
|
R3 |
17,545 |
17,380 |
17,019 |
|
R2 |
17,275 |
17,275 |
16,995 |
|
R1 |
17,110 |
17,110 |
16,970 |
17,058 |
PP |
17,005 |
17,005 |
17,005 |
16,979 |
S1 |
16,840 |
16,840 |
16,920 |
16,788 |
S2 |
16,735 |
16,735 |
16,896 |
|
S3 |
16,465 |
16,570 |
16,871 |
|
S4 |
16,195 |
16,300 |
16,797 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,733 |
18,527 |
17,465 |
|
R3 |
18,143 |
17,937 |
17,302 |
|
R2 |
17,553 |
17,553 |
17,248 |
|
R1 |
17,347 |
17,347 |
17,194 |
17,450 |
PP |
16,963 |
16,963 |
16,963 |
17,015 |
S1 |
16,757 |
16,757 |
17,086 |
16,860 |
S2 |
16,373 |
16,373 |
17,032 |
|
S3 |
15,783 |
16,167 |
16,978 |
|
S4 |
15,193 |
15,577 |
16,816 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,170 |
16,690 |
480 |
2.8% |
223 |
1.3% |
53% |
True |
False |
15,582 |
10 |
17,170 |
16,335 |
835 |
4.9% |
211 |
1.2% |
73% |
True |
False |
12,973 |
20 |
17,170 |
16,335 |
835 |
4.9% |
211 |
1.2% |
73% |
True |
False |
10,662 |
40 |
17,170 |
15,925 |
1,245 |
7.3% |
282 |
1.7% |
82% |
True |
False |
13,315 |
60 |
17,170 |
14,990 |
2,180 |
12.9% |
348 |
2.1% |
90% |
True |
False |
15,338 |
80 |
17,300 |
14,990 |
2,310 |
13.6% |
334 |
2.0% |
85% |
False |
False |
12,420 |
100 |
17,830 |
14,990 |
2,840 |
16.8% |
317 |
1.9% |
69% |
False |
False |
9,937 |
120 |
17,830 |
14,990 |
2,840 |
16.8% |
275 |
1.6% |
69% |
False |
False |
8,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,318 |
2.618 |
17,877 |
1.618 |
17,607 |
1.000 |
17,440 |
0.618 |
17,337 |
HIGH |
17,170 |
0.618 |
17,067 |
0.500 |
17,035 |
0.382 |
17,003 |
LOW |
16,900 |
0.618 |
16,733 |
1.000 |
16,630 |
1.618 |
16,463 |
2.618 |
16,193 |
4.250 |
15,753 |
|
|
Fisher Pivots for day following 06-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
17,035 |
17,013 |
PP |
17,005 |
16,990 |
S1 |
16,975 |
16,968 |
|