Trading Metrics calculated at close of trading on 06-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,431.0 |
3,402.0 |
-29.0 |
-0.8% |
3,428.0 |
High |
3,448.0 |
3,455.0 |
7.0 |
0.2% |
3,455.0 |
Low |
3,394.0 |
3,396.0 |
2.0 |
0.1% |
3,361.0 |
Close |
3,421.0 |
3,435.0 |
14.0 |
0.4% |
3,444.0 |
Range |
54.0 |
59.0 |
5.0 |
9.3% |
94.0 |
ATR |
39.8 |
41.1 |
1.4 |
3.5% |
0.0 |
Volume |
908,917 |
943,845 |
34,928 |
3.8% |
4,147,268 |
|
Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,605.7 |
3,579.3 |
3,467.5 |
|
R3 |
3,546.7 |
3,520.3 |
3,451.2 |
|
R2 |
3,487.7 |
3,487.7 |
3,445.8 |
|
R1 |
3,461.3 |
3,461.3 |
3,440.4 |
3,474.5 |
PP |
3,428.7 |
3,428.7 |
3,428.7 |
3,435.3 |
S1 |
3,402.3 |
3,402.3 |
3,429.6 |
3,415.5 |
S2 |
3,369.7 |
3,369.7 |
3,424.2 |
|
S3 |
3,310.7 |
3,343.3 |
3,418.8 |
|
S4 |
3,251.7 |
3,284.3 |
3,402.6 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,702.0 |
3,667.0 |
3,495.7 |
|
R3 |
3,608.0 |
3,573.0 |
3,469.9 |
|
R2 |
3,514.0 |
3,514.0 |
3,461.2 |
|
R1 |
3,479.0 |
3,479.0 |
3,452.6 |
3,496.5 |
PP |
3,420.0 |
3,420.0 |
3,420.0 |
3,428.8 |
S1 |
3,385.0 |
3,385.0 |
3,435.4 |
3,402.5 |
S2 |
3,326.0 |
3,326.0 |
3,426.8 |
|
S3 |
3,232.0 |
3,291.0 |
3,418.2 |
|
S4 |
3,138.0 |
3,197.0 |
3,392.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,455.0 |
3,394.0 |
61.0 |
1.8% |
37.8 |
1.1% |
67% |
True |
False |
846,403 |
10 |
3,466.0 |
3,361.0 |
105.0 |
3.1% |
34.9 |
1.0% |
70% |
False |
False |
794,518 |
20 |
3,496.0 |
3,361.0 |
135.0 |
3.9% |
36.5 |
1.1% |
55% |
False |
False |
853,897 |
40 |
3,534.0 |
3,361.0 |
173.0 |
5.0% |
37.9 |
1.1% |
43% |
False |
False |
825,661 |
60 |
3,592.0 |
3,361.0 |
231.0 |
6.7% |
39.2 |
1.1% |
32% |
False |
False |
859,136 |
80 |
3,616.0 |
3,361.0 |
255.0 |
7.4% |
37.3 |
1.1% |
29% |
False |
False |
672,434 |
100 |
3,634.0 |
3,319.0 |
315.0 |
9.2% |
36.3 |
1.1% |
37% |
False |
False |
538,091 |
120 |
3,634.0 |
3,313.0 |
321.0 |
9.3% |
35.5 |
1.0% |
38% |
False |
False |
448,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,705.8 |
2.618 |
3,609.5 |
1.618 |
3,550.5 |
1.000 |
3,514.0 |
0.618 |
3,491.5 |
HIGH |
3,455.0 |
0.618 |
3,432.5 |
0.500 |
3,425.5 |
0.382 |
3,418.5 |
LOW |
3,396.0 |
0.618 |
3,359.5 |
1.000 |
3,337.0 |
1.618 |
3,300.5 |
2.618 |
3,241.5 |
4.250 |
3,145.3 |
|
|
Fisher Pivots for day following 06-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,431.8 |
3,431.5 |
PP |
3,428.7 |
3,428.0 |
S1 |
3,425.5 |
3,424.5 |
|