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 |
18,307 |
18,419 |
112 |
0.6% |
18,275 |
High |
18,449 |
18,456 |
7 |
0.0% |
18,449 |
Low |
18,296 |
18,351 |
55 |
0.3% |
18,200 |
Close |
18,392 |
18,435 |
43 |
0.2% |
18,392 |
Range |
153 |
105 |
-48 |
-31.4% |
249 |
ATR |
128 |
126 |
-2 |
-1.3% |
0 |
Volume |
685 |
1,784 |
1,099 |
160.4% |
1,898 |
|
Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,729 |
18,687 |
18,493 |
|
R3 |
18,624 |
18,582 |
18,464 |
|
R2 |
18,519 |
18,519 |
18,454 |
|
R1 |
18,477 |
18,477 |
18,445 |
18,498 |
PP |
18,414 |
18,414 |
18,414 |
18,425 |
S1 |
18,372 |
18,372 |
18,426 |
18,393 |
S2 |
18,309 |
18,309 |
18,416 |
|
S3 |
18,204 |
18,267 |
18,406 |
|
S4 |
18,099 |
18,162 |
18,377 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,094 |
18,992 |
18,529 |
|
R3 |
18,845 |
18,743 |
18,461 |
|
R2 |
18,596 |
18,596 |
18,438 |
|
R1 |
18,494 |
18,494 |
18,415 |
18,545 |
PP |
18,347 |
18,347 |
18,347 |
18,373 |
S1 |
18,245 |
18,245 |
18,369 |
18,296 |
S2 |
18,098 |
18,098 |
18,346 |
|
S3 |
17,849 |
17,996 |
18,324 |
|
S4 |
17,600 |
17,747 |
18,255 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,456 |
18,200 |
256 |
1.4% |
133 |
0.7% |
92% |
True |
False |
682 |
10 |
18,521 |
18,200 |
321 |
1.7% |
133 |
0.7% |
73% |
False |
False |
458 |
20 |
18,535 |
18,200 |
335 |
1.8% |
115 |
0.6% |
70% |
False |
False |
304 |
40 |
18,535 |
18,048 |
487 |
2.6% |
115 |
0.6% |
79% |
False |
False |
192 |
60 |
18,535 |
16,876 |
1,659 |
9.0% |
149 |
0.8% |
94% |
False |
False |
152 |
80 |
18,535 |
16,876 |
1,659 |
9.0% |
128 |
0.7% |
94% |
False |
False |
117 |
100 |
18,535 |
16,876 |
1,659 |
9.0% |
112 |
0.6% |
94% |
False |
False |
95 |
120 |
18,535 |
16,876 |
1,659 |
9.0% |
101 |
0.5% |
94% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,902 |
2.618 |
18,731 |
1.618 |
18,626 |
1.000 |
18,561 |
0.618 |
18,521 |
HIGH |
18,456 |
0.618 |
18,416 |
0.500 |
18,404 |
0.382 |
18,391 |
LOW |
18,351 |
0.618 |
18,286 |
1.000 |
18,246 |
1.618 |
18,181 |
2.618 |
18,076 |
4.250 |
17,905 |
|
|
Fisher Pivots for day following 06-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,425 |
18,399 |
PP |
18,414 |
18,364 |
S1 |
18,404 |
18,328 |
|