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 |
18,395 |
18,489 |
94 |
0.5% |
18,380 |
High |
18,539 |
18,545 |
6 |
0.0% |
18,539 |
Low |
18,378 |
18,437 |
59 |
0.3% |
18,286 |
Close |
18,480 |
18,523 |
43 |
0.2% |
18,480 |
Range |
161 |
108 |
-53 |
-32.9% |
253 |
ATR |
136 |
134 |
-2 |
-1.5% |
0 |
Volume |
158,496 |
124,962 |
-33,534 |
-21.2% |
680,888 |
|
Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,826 |
18,782 |
18,583 |
|
R3 |
18,718 |
18,674 |
18,553 |
|
R2 |
18,610 |
18,610 |
18,543 |
|
R1 |
18,566 |
18,566 |
18,533 |
18,588 |
PP |
18,502 |
18,502 |
18,502 |
18,513 |
S1 |
18,458 |
18,458 |
18,513 |
18,480 |
S2 |
18,394 |
18,394 |
18,503 |
|
S3 |
18,286 |
18,350 |
18,493 |
|
S4 |
18,178 |
18,242 |
18,464 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,194 |
19,090 |
18,619 |
|
R3 |
18,941 |
18,837 |
18,550 |
|
R2 |
18,688 |
18,688 |
18,527 |
|
R1 |
18,584 |
18,584 |
18,503 |
18,636 |
PP |
18,435 |
18,435 |
18,435 |
18,461 |
S1 |
18,331 |
18,331 |
18,457 |
18,383 |
S2 |
18,182 |
18,182 |
18,434 |
|
S3 |
17,929 |
18,078 |
18,411 |
|
S4 |
17,676 |
17,825 |
18,341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,545 |
18,286 |
259 |
1.4% |
138 |
0.7% |
92% |
True |
False |
140,081 |
10 |
18,615 |
18,286 |
329 |
1.8% |
139 |
0.7% |
72% |
False |
False |
133,923 |
20 |
18,623 |
18,286 |
337 |
1.8% |
121 |
0.7% |
70% |
False |
False |
119,150 |
40 |
18,623 |
18,134 |
489 |
2.6% |
126 |
0.7% |
80% |
False |
False |
120,199 |
60 |
18,623 |
16,961 |
1,662 |
9.0% |
169 |
0.9% |
94% |
False |
False |
141,578 |
80 |
18,623 |
16,961 |
1,662 |
9.0% |
167 |
0.9% |
94% |
False |
False |
108,954 |
100 |
18,623 |
16,961 |
1,662 |
9.0% |
165 |
0.9% |
94% |
False |
False |
87,183 |
120 |
18,623 |
16,961 |
1,662 |
9.0% |
161 |
0.9% |
94% |
False |
False |
72,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,004 |
2.618 |
18,828 |
1.618 |
18,720 |
1.000 |
18,653 |
0.618 |
18,612 |
HIGH |
18,545 |
0.618 |
18,504 |
0.500 |
18,491 |
0.382 |
18,478 |
LOW |
18,437 |
0.618 |
18,370 |
1.000 |
18,329 |
1.618 |
18,262 |
2.618 |
18,154 |
4.250 |
17,978 |
|
|
Fisher Pivots for day following 06-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,512 |
18,487 |
PP |
18,502 |
18,451 |
S1 |
18,491 |
18,416 |
|