Trading Metrics calculated at close of trading on 08-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,443.0 |
3,438.0 |
-5.0 |
-0.1% |
3,431.0 |
High |
3,469.0 |
3,453.0 |
-16.0 |
-0.5% |
3,469.0 |
Low |
3,438.0 |
3,432.0 |
-6.0 |
-0.2% |
3,394.0 |
Close |
3,449.0 |
3,447.0 |
-2.0 |
-0.1% |
3,447.0 |
Range |
31.0 |
21.0 |
-10.0 |
-32.3% |
75.0 |
ATR |
40.6 |
39.2 |
-1.4 |
-3.5% |
0.0 |
Volume |
1,421,623 |
1,073,851 |
-347,772 |
-24.5% |
4,348,236 |
|
Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,507.0 |
3,498.0 |
3,458.6 |
|
R3 |
3,486.0 |
3,477.0 |
3,452.8 |
|
R2 |
3,465.0 |
3,465.0 |
3,450.9 |
|
R1 |
3,456.0 |
3,456.0 |
3,448.9 |
3,460.5 |
PP |
3,444.0 |
3,444.0 |
3,444.0 |
3,446.3 |
S1 |
3,435.0 |
3,435.0 |
3,445.1 |
3,439.5 |
S2 |
3,423.0 |
3,423.0 |
3,443.2 |
|
S3 |
3,402.0 |
3,414.0 |
3,441.2 |
|
S4 |
3,381.0 |
3,393.0 |
3,435.5 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,661.7 |
3,629.3 |
3,488.3 |
|
R3 |
3,586.7 |
3,554.3 |
3,467.6 |
|
R2 |
3,511.7 |
3,511.7 |
3,460.8 |
|
R1 |
3,479.3 |
3,479.3 |
3,453.9 |
3,495.5 |
PP |
3,436.7 |
3,436.7 |
3,436.7 |
3,444.8 |
S1 |
3,404.3 |
3,404.3 |
3,440.1 |
3,420.5 |
S2 |
3,361.7 |
3,361.7 |
3,433.3 |
|
S3 |
3,286.7 |
3,329.3 |
3,426.4 |
|
S4 |
3,211.7 |
3,254.3 |
3,405.8 |
|
|
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% |
38.8 |
1.1% |
71% |
False |
False |
1,024,275 |
10 |
3,469.0 |
3,361.0 |
108.0 |
3.1% |
34.2 |
1.0% |
80% |
False |
False |
912,935 |
20 |
3,496.0 |
3,361.0 |
135.0 |
3.9% |
34.1 |
1.0% |
64% |
False |
False |
868,676 |
40 |
3,531.0 |
3,361.0 |
170.0 |
4.9% |
37.2 |
1.1% |
51% |
False |
False |
850,542 |
60 |
3,592.0 |
3,361.0 |
231.0 |
6.7% |
38.8 |
1.1% |
37% |
False |
False |
844,037 |
80 |
3,601.0 |
3,361.0 |
240.0 |
7.0% |
36.8 |
1.1% |
36% |
False |
False |
703,619 |
100 |
3,634.0 |
3,330.0 |
304.0 |
8.8% |
35.9 |
1.0% |
38% |
False |
False |
563,038 |
120 |
3,634.0 |
3,313.0 |
321.0 |
9.3% |
35.5 |
1.0% |
42% |
False |
False |
469,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,542.3 |
2.618 |
3,508.0 |
1.618 |
3,487.0 |
1.000 |
3,474.0 |
0.618 |
3,466.0 |
HIGH |
3,453.0 |
0.618 |
3,445.0 |
0.500 |
3,442.5 |
0.382 |
3,440.0 |
LOW |
3,432.0 |
0.618 |
3,419.0 |
1.000 |
3,411.0 |
1.618 |
3,398.0 |
2.618 |
3,377.0 |
4.250 |
3,342.8 |
|
|
Fisher Pivots for day following 08-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,445.5 |
3,442.2 |
PP |
3,444.0 |
3,437.3 |
S1 |
3,442.5 |
3,432.5 |
|