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 |
18,419 |
18,446 |
27 |
0.1% |
18,275 |
High |
18,456 |
18,450 |
-6 |
0.0% |
18,449 |
Low |
18,351 |
18,387 |
36 |
0.2% |
18,200 |
Close |
18,435 |
18,433 |
-2 |
0.0% |
18,392 |
Range |
105 |
63 |
-42 |
-40.0% |
249 |
ATR |
126 |
122 |
-5 |
-3.6% |
0 |
Volume |
1,784 |
5,748 |
3,964 |
222.2% |
1,898 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,612 |
18,586 |
18,468 |
|
R3 |
18,549 |
18,523 |
18,450 |
|
R2 |
18,486 |
18,486 |
18,445 |
|
R1 |
18,460 |
18,460 |
18,439 |
18,442 |
PP |
18,423 |
18,423 |
18,423 |
18,414 |
S1 |
18,397 |
18,397 |
18,427 |
18,379 |
S2 |
18,360 |
18,360 |
18,422 |
|
S3 |
18,297 |
18,334 |
18,416 |
|
S4 |
18,234 |
18,271 |
18,398 |
|
|
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% |
123 |
0.7% |
91% |
False |
False |
1,785 |
10 |
18,462 |
18,200 |
262 |
1.4% |
129 |
0.7% |
89% |
False |
False |
1,021 |
20 |
18,535 |
18,200 |
335 |
1.8% |
114 |
0.6% |
70% |
False |
False |
589 |
40 |
18,535 |
18,085 |
450 |
2.4% |
114 |
0.6% |
77% |
False |
False |
331 |
60 |
18,535 |
16,876 |
1,659 |
9.0% |
148 |
0.8% |
94% |
False |
False |
248 |
80 |
18,535 |
16,876 |
1,659 |
9.0% |
129 |
0.7% |
94% |
False |
False |
189 |
100 |
18,535 |
16,876 |
1,659 |
9.0% |
113 |
0.6% |
94% |
False |
False |
153 |
120 |
18,535 |
16,876 |
1,659 |
9.0% |
102 |
0.6% |
94% |
False |
False |
128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,718 |
2.618 |
18,615 |
1.618 |
18,552 |
1.000 |
18,513 |
0.618 |
18,489 |
HIGH |
18,450 |
0.618 |
18,426 |
0.500 |
18,419 |
0.382 |
18,411 |
LOW |
18,387 |
0.618 |
18,348 |
1.000 |
18,324 |
1.618 |
18,285 |
2.618 |
18,222 |
4.250 |
18,119 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,428 |
18,414 |
PP |
18,423 |
18,395 |
S1 |
18,419 |
18,376 |
|