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 |
16,925 |
17,095 |
170 |
1.0% |
16,540 |
High |
17,120 |
17,135 |
15 |
0.1% |
17,120 |
Low |
16,810 |
16,855 |
45 |
0.3% |
16,535 |
Close |
17,085 |
16,905 |
-180 |
-1.1% |
17,085 |
Range |
310 |
280 |
-30 |
-9.7% |
585 |
ATR |
225 |
229 |
4 |
1.8% |
0 |
Volume |
940 |
24,822 |
23,882 |
2,540.6% |
3,431 |
|
Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,805 |
17,635 |
17,059 |
|
R3 |
17,525 |
17,355 |
16,982 |
|
R2 |
17,245 |
17,245 |
16,956 |
|
R1 |
17,075 |
17,075 |
16,931 |
17,020 |
PP |
16,965 |
16,965 |
16,965 |
16,938 |
S1 |
16,795 |
16,795 |
16,879 |
16,740 |
S2 |
16,685 |
16,685 |
16,854 |
|
S3 |
16,405 |
16,515 |
16,828 |
|
S4 |
16,125 |
16,235 |
16,751 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,668 |
18,462 |
17,407 |
|
R3 |
18,083 |
17,877 |
17,246 |
|
R2 |
17,498 |
17,498 |
17,192 |
|
R1 |
17,292 |
17,292 |
17,139 |
17,395 |
PP |
16,913 |
16,913 |
16,913 |
16,965 |
S1 |
16,707 |
16,707 |
17,032 |
16,810 |
S2 |
16,328 |
16,328 |
16,978 |
|
S3 |
15,743 |
16,122 |
16,924 |
|
S4 |
15,158 |
15,537 |
16,763 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,135 |
16,640 |
495 |
2.9% |
223 |
1.3% |
54% |
True |
False |
5,603 |
10 |
17,135 |
16,285 |
850 |
5.0% |
204 |
1.2% |
73% |
True |
False |
2,855 |
20 |
17,135 |
16,285 |
850 |
5.0% |
194 |
1.1% |
73% |
True |
False |
1,447 |
40 |
17,135 |
15,900 |
1,235 |
7.3% |
230 |
1.4% |
81% |
True |
False |
735 |
60 |
17,135 |
15,060 |
2,075 |
12.3% |
245 |
1.4% |
89% |
True |
False |
497 |
80 |
17,135 |
15,060 |
2,075 |
12.3% |
186 |
1.1% |
89% |
True |
False |
373 |
100 |
17,740 |
15,060 |
2,680 |
15.9% |
149 |
0.9% |
69% |
False |
False |
298 |
120 |
17,740 |
15,060 |
2,680 |
15.9% |
124 |
0.7% |
69% |
False |
False |
249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,325 |
2.618 |
17,868 |
1.618 |
17,588 |
1.000 |
17,415 |
0.618 |
17,308 |
HIGH |
17,135 |
0.618 |
17,028 |
0.500 |
16,995 |
0.382 |
16,962 |
LOW |
16,855 |
0.618 |
16,682 |
1.000 |
16,575 |
1.618 |
16,402 |
2.618 |
16,122 |
4.250 |
15,665 |
|
|
Fisher Pivots for day following 06-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
16,995 |
16,968 |
PP |
16,965 |
16,947 |
S1 |
16,935 |
16,926 |
|