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 |
18,446 |
18,440 |
-6 |
0.0% |
18,275 |
High |
18,450 |
18,468 |
18 |
0.1% |
18,449 |
Low |
18,387 |
18,357 |
-30 |
-0.2% |
18,200 |
Close |
18,433 |
18,381 |
-52 |
-0.3% |
18,392 |
Range |
63 |
111 |
48 |
76.2% |
249 |
ATR |
122 |
121 |
-1 |
-0.6% |
0 |
Volume |
5,748 |
24,759 |
19,011 |
330.7% |
1,898 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,735 |
18,669 |
18,442 |
|
R3 |
18,624 |
18,558 |
18,412 |
|
R2 |
18,513 |
18,513 |
18,401 |
|
R1 |
18,447 |
18,447 |
18,391 |
18,425 |
PP |
18,402 |
18,402 |
18,402 |
18,391 |
S1 |
18,336 |
18,336 |
18,371 |
18,314 |
S2 |
18,291 |
18,291 |
18,361 |
|
S3 |
18,180 |
18,225 |
18,351 |
|
S4 |
18,069 |
18,114 |
18,320 |
|
|
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 |
18,468 |
18,200 |
268 |
1.5% |
121 |
0.7% |
68% |
True |
False |
6,686 |
10 |
18,468 |
18,200 |
268 |
1.5% |
129 |
0.7% |
68% |
True |
False |
3,483 |
20 |
18,535 |
18,200 |
335 |
1.8% |
115 |
0.6% |
54% |
False |
False |
1,824 |
40 |
18,535 |
18,085 |
450 |
2.4% |
114 |
0.6% |
66% |
False |
False |
948 |
60 |
18,535 |
16,876 |
1,659 |
9.0% |
149 |
0.8% |
91% |
False |
False |
660 |
80 |
18,535 |
16,876 |
1,659 |
9.0% |
130 |
0.7% |
91% |
False |
False |
499 |
100 |
18,535 |
16,876 |
1,659 |
9.0% |
114 |
0.6% |
91% |
False |
False |
400 |
120 |
18,535 |
16,876 |
1,659 |
9.0% |
103 |
0.6% |
91% |
False |
False |
334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,940 |
2.618 |
18,759 |
1.618 |
18,648 |
1.000 |
18,579 |
0.618 |
18,537 |
HIGH |
18,468 |
0.618 |
18,426 |
0.500 |
18,413 |
0.382 |
18,400 |
LOW |
18,357 |
0.618 |
18,289 |
1.000 |
18,246 |
1.618 |
18,178 |
2.618 |
18,067 |
4.250 |
17,885 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,413 |
18,410 |
PP |
18,402 |
18,400 |
S1 |
18,392 |
18,391 |
|