Trading Metrics calculated at close of trading on 07-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
17,125 |
16,930 |
-195 |
-1.1% |
16,585 |
High |
17,170 |
17,025 |
-145 |
-0.8% |
17,170 |
Low |
16,900 |
16,885 |
-15 |
-0.1% |
16,580 |
Close |
16,945 |
16,970 |
25 |
0.1% |
17,140 |
Range |
270 |
140 |
-130 |
-48.1% |
590 |
ATR |
253 |
245 |
-8 |
-3.2% |
0 |
Volume |
35,592 |
22,587 |
-13,005 |
-36.5% |
51,292 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,380 |
17,315 |
17,047 |
|
R3 |
17,240 |
17,175 |
17,009 |
|
R2 |
17,100 |
17,100 |
16,996 |
|
R1 |
17,035 |
17,035 |
16,983 |
17,068 |
PP |
16,960 |
16,960 |
16,960 |
16,976 |
S1 |
16,895 |
16,895 |
16,957 |
16,928 |
S2 |
16,820 |
16,820 |
16,944 |
|
S3 |
16,680 |
16,755 |
16,932 |
|
S4 |
16,540 |
16,615 |
16,893 |
|
|
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 |
16,815 |
355 |
2.1% |
211 |
1.2% |
44% |
False |
False |
18,062 |
10 |
17,170 |
16,335 |
835 |
4.9% |
203 |
1.2% |
76% |
False |
False |
14,316 |
20 |
17,170 |
16,335 |
835 |
4.9% |
211 |
1.2% |
76% |
False |
False |
11,406 |
40 |
17,170 |
15,925 |
1,245 |
7.3% |
272 |
1.6% |
84% |
False |
False |
13,221 |
60 |
17,170 |
14,990 |
2,180 |
12.8% |
344 |
2.0% |
91% |
False |
False |
15,437 |
80 |
17,300 |
14,990 |
2,310 |
13.6% |
330 |
1.9% |
86% |
False |
False |
12,702 |
100 |
17,830 |
14,990 |
2,840 |
16.7% |
318 |
1.9% |
70% |
False |
False |
10,163 |
120 |
17,830 |
14,990 |
2,840 |
16.7% |
275 |
1.6% |
70% |
False |
False |
8,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,620 |
2.618 |
17,392 |
1.618 |
17,252 |
1.000 |
17,165 |
0.618 |
17,112 |
HIGH |
17,025 |
0.618 |
16,972 |
0.500 |
16,955 |
0.382 |
16,939 |
LOW |
16,885 |
0.618 |
16,799 |
1.000 |
16,745 |
1.618 |
16,659 |
2.618 |
16,519 |
4.250 |
16,290 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
16,965 |
17,015 |
PP |
16,960 |
17,000 |
S1 |
16,955 |
16,985 |
|