Trading Metrics calculated at close of trading on 07-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,402.0 |
3,443.0 |
41.0 |
1.2% |
3,428.0 |
High |
3,455.0 |
3,469.0 |
14.0 |
0.4% |
3,455.0 |
Low |
3,396.0 |
3,438.0 |
42.0 |
1.2% |
3,361.0 |
Close |
3,435.0 |
3,449.0 |
14.0 |
0.4% |
3,444.0 |
Range |
59.0 |
31.0 |
-28.0 |
-47.5% |
94.0 |
ATR |
41.1 |
40.6 |
-0.5 |
-1.2% |
0.0 |
Volume |
943,845 |
1,421,623 |
477,778 |
50.6% |
4,147,268 |
|
Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,545.0 |
3,528.0 |
3,466.1 |
|
R3 |
3,514.0 |
3,497.0 |
3,457.5 |
|
R2 |
3,483.0 |
3,483.0 |
3,454.7 |
|
R1 |
3,466.0 |
3,466.0 |
3,451.8 |
3,474.5 |
PP |
3,452.0 |
3,452.0 |
3,452.0 |
3,456.3 |
S1 |
3,435.0 |
3,435.0 |
3,446.2 |
3,443.5 |
S2 |
3,421.0 |
3,421.0 |
3,443.3 |
|
S3 |
3,390.0 |
3,404.0 |
3,440.5 |
|
S4 |
3,359.0 |
3,373.0 |
3,432.0 |
|
|
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 |
3,469.0 |
3,394.0 |
75.0 |
2.2% |
39.6 |
1.1% |
73% |
True |
False |
981,840 |
10 |
3,469.0 |
3,361.0 |
108.0 |
3.1% |
34.3 |
1.0% |
81% |
True |
False |
866,449 |
20 |
3,496.0 |
3,361.0 |
135.0 |
3.9% |
35.8 |
1.0% |
65% |
False |
False |
867,774 |
40 |
3,534.0 |
3,361.0 |
173.0 |
5.0% |
37.3 |
1.1% |
51% |
False |
False |
840,469 |
60 |
3,592.0 |
3,361.0 |
231.0 |
6.7% |
39.3 |
1.1% |
38% |
False |
False |
852,485 |
80 |
3,605.0 |
3,361.0 |
244.0 |
7.1% |
37.5 |
1.1% |
36% |
False |
False |
690,202 |
100 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
36.3 |
1.1% |
41% |
False |
False |
552,301 |
120 |
3,634.0 |
3,313.0 |
321.0 |
9.3% |
35.6 |
1.0% |
42% |
False |
False |
460,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,600.8 |
2.618 |
3,550.2 |
1.618 |
3,519.2 |
1.000 |
3,500.0 |
0.618 |
3,488.2 |
HIGH |
3,469.0 |
0.618 |
3,457.2 |
0.500 |
3,453.5 |
0.382 |
3,449.8 |
LOW |
3,438.0 |
0.618 |
3,418.8 |
1.000 |
3,407.0 |
1.618 |
3,387.8 |
2.618 |
3,356.8 |
4.250 |
3,306.3 |
|
|
Fisher Pivots for day following 07-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,453.5 |
3,443.2 |
PP |
3,452.0 |
3,437.3 |
S1 |
3,450.5 |
3,431.5 |
|