Trading Metrics calculated at close of trading on 08-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
16,930 |
16,985 |
55 |
0.3% |
16,585 |
High |
17,025 |
17,005 |
-20 |
-0.1% |
17,170 |
Low |
16,885 |
16,830 |
-55 |
-0.3% |
16,580 |
Close |
16,970 |
16,990 |
20 |
0.1% |
17,140 |
Range |
140 |
175 |
35 |
25.0% |
590 |
ATR |
245 |
240 |
-5 |
-2.0% |
0 |
Volume |
22,587 |
5,676 |
-16,911 |
-74.9% |
51,292 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,467 |
17,403 |
17,086 |
|
R3 |
17,292 |
17,228 |
17,038 |
|
R2 |
17,117 |
17,117 |
17,022 |
|
R1 |
17,053 |
17,053 |
17,006 |
17,085 |
PP |
16,942 |
16,942 |
16,942 |
16,958 |
S1 |
16,878 |
16,878 |
16,974 |
16,910 |
S2 |
16,767 |
16,767 |
16,958 |
|
S3 |
16,592 |
16,703 |
16,942 |
|
S4 |
16,417 |
16,528 |
16,894 |
|
|
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 |
16,830 |
340 |
2.0% |
223 |
1.3% |
47% |
False |
True |
17,341 |
10 |
17,170 |
16,335 |
835 |
4.9% |
208 |
1.2% |
78% |
False |
False |
14,049 |
20 |
17,170 |
16,335 |
835 |
4.9% |
211 |
1.2% |
78% |
False |
False |
11,249 |
40 |
17,170 |
15,925 |
1,245 |
7.3% |
268 |
1.6% |
86% |
False |
False |
12,760 |
60 |
17,170 |
14,990 |
2,180 |
12.8% |
340 |
2.0% |
92% |
False |
False |
15,251 |
80 |
17,300 |
14,990 |
2,310 |
13.6% |
330 |
1.9% |
87% |
False |
False |
12,772 |
100 |
17,830 |
14,990 |
2,840 |
16.7% |
316 |
1.9% |
70% |
False |
False |
10,220 |
120 |
17,830 |
14,990 |
2,840 |
16.7% |
277 |
1.6% |
70% |
False |
False |
8,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,749 |
2.618 |
17,463 |
1.618 |
17,288 |
1.000 |
17,180 |
0.618 |
17,113 |
HIGH |
17,005 |
0.618 |
16,938 |
0.500 |
16,918 |
0.382 |
16,897 |
LOW |
16,830 |
0.618 |
16,722 |
1.000 |
16,655 |
1.618 |
16,547 |
2.618 |
16,372 |
4.250 |
16,086 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
16,966 |
17,000 |
PP |
16,942 |
16,997 |
S1 |
16,918 |
16,993 |
|