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 |
17,095 |
16,895 |
-200 |
-1.2% |
16,540 |
High |
17,135 |
16,980 |
-155 |
-0.9% |
17,120 |
Low |
16,855 |
16,845 |
-10 |
-0.1% |
16,535 |
Close |
16,905 |
16,930 |
25 |
0.1% |
17,085 |
Range |
280 |
135 |
-145 |
-51.8% |
585 |
ATR |
229 |
222 |
-7 |
-2.9% |
0 |
Volume |
24,822 |
16,791 |
-8,031 |
-32.4% |
3,431 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,323 |
17,262 |
17,004 |
|
R3 |
17,188 |
17,127 |
16,967 |
|
R2 |
17,053 |
17,053 |
16,955 |
|
R1 |
16,992 |
16,992 |
16,943 |
17,023 |
PP |
16,918 |
16,918 |
16,918 |
16,934 |
S1 |
16,857 |
16,857 |
16,918 |
16,888 |
S2 |
16,783 |
16,783 |
16,905 |
|
S3 |
16,648 |
16,722 |
16,893 |
|
S4 |
16,513 |
16,587 |
16,856 |
|
|
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 |
16,765 |
370 |
2.2% |
211 |
1.2% |
45% |
False |
False |
8,904 |
10 |
17,135 |
16,285 |
850 |
5.0% |
198 |
1.2% |
76% |
False |
False |
4,530 |
20 |
17,135 |
16,285 |
850 |
5.0% |
195 |
1.2% |
76% |
False |
False |
2,285 |
40 |
17,135 |
15,900 |
1,235 |
7.3% |
222 |
1.3% |
83% |
False |
False |
1,154 |
60 |
17,135 |
15,060 |
2,075 |
12.3% |
245 |
1.4% |
90% |
False |
False |
777 |
80 |
17,135 |
15,060 |
2,075 |
12.3% |
187 |
1.1% |
90% |
False |
False |
583 |
100 |
17,740 |
15,060 |
2,680 |
15.8% |
150 |
0.9% |
70% |
False |
False |
466 |
120 |
17,740 |
15,060 |
2,680 |
15.8% |
125 |
0.7% |
70% |
False |
False |
389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,554 |
2.618 |
17,334 |
1.618 |
17,199 |
1.000 |
17,115 |
0.618 |
17,064 |
HIGH |
16,980 |
0.618 |
16,929 |
0.500 |
16,913 |
0.382 |
16,897 |
LOW |
16,845 |
0.618 |
16,762 |
1.000 |
16,710 |
1.618 |
16,627 |
2.618 |
16,492 |
4.250 |
16,271 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
16,924 |
16,973 |
PP |
16,918 |
16,958 |
S1 |
16,913 |
16,944 |
|