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 |
16,895 |
16,940 |
45 |
0.3% |
16,540 |
High |
16,980 |
16,965 |
-15 |
-0.1% |
17,120 |
Low |
16,845 |
16,785 |
-60 |
-0.4% |
16,535 |
Close |
16,930 |
16,955 |
25 |
0.1% |
17,085 |
Range |
135 |
180 |
45 |
33.3% |
585 |
ATR |
222 |
219 |
-3 |
-1.3% |
0 |
Volume |
16,791 |
13,183 |
-3,608 |
-21.5% |
3,431 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,442 |
17,378 |
17,054 |
|
R3 |
17,262 |
17,198 |
17,005 |
|
R2 |
17,082 |
17,082 |
16,988 |
|
R1 |
17,018 |
17,018 |
16,972 |
17,050 |
PP |
16,902 |
16,902 |
16,902 |
16,918 |
S1 |
16,838 |
16,838 |
16,939 |
16,870 |
S2 |
16,722 |
16,722 |
16,922 |
|
S3 |
16,542 |
16,658 |
16,906 |
|
S4 |
16,362 |
16,478 |
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 |
16,785 |
350 |
2.1% |
225 |
1.3% |
49% |
False |
True |
11,363 |
10 |
17,135 |
16,285 |
850 |
5.0% |
205 |
1.2% |
79% |
False |
False |
5,844 |
20 |
17,135 |
16,285 |
850 |
5.0% |
197 |
1.2% |
79% |
False |
False |
2,938 |
40 |
17,135 |
15,900 |
1,235 |
7.3% |
220 |
1.3% |
85% |
False |
False |
1,483 |
60 |
17,135 |
15,060 |
2,075 |
12.2% |
247 |
1.5% |
91% |
False |
False |
997 |
80 |
17,135 |
15,060 |
2,075 |
12.2% |
190 |
1.1% |
91% |
False |
False |
748 |
100 |
17,740 |
15,060 |
2,680 |
15.8% |
152 |
0.9% |
71% |
False |
False |
598 |
120 |
17,740 |
15,060 |
2,680 |
15.8% |
126 |
0.7% |
71% |
False |
False |
498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,730 |
2.618 |
17,436 |
1.618 |
17,256 |
1.000 |
17,145 |
0.618 |
17,076 |
HIGH |
16,965 |
0.618 |
16,896 |
0.500 |
16,875 |
0.382 |
16,854 |
LOW |
16,785 |
0.618 |
16,674 |
1.000 |
16,605 |
1.618 |
16,494 |
2.618 |
16,314 |
4.250 |
16,020 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
16,928 |
16,960 |
PP |
16,902 |
16,958 |
S1 |
16,875 |
16,957 |
|