Trading Metrics calculated at close of trading on 01-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
19,550 |
19,690 |
140 |
0.7% |
19,450 |
High |
19,735 |
19,750 |
15 |
0.1% |
19,750 |
Low |
19,550 |
19,620 |
70 |
0.4% |
19,060 |
Close |
19,675 |
19,695 |
20 |
0.1% |
19,695 |
Range |
185 |
130 |
-55 |
-29.7% |
690 |
ATR |
201 |
196 |
-5 |
-2.5% |
0 |
Volume |
13,291 |
10,558 |
-2,733 |
-20.6% |
56,048 |
|
Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,078 |
20,017 |
19,767 |
|
R3 |
19,948 |
19,887 |
19,731 |
|
R2 |
19,818 |
19,818 |
19,719 |
|
R1 |
19,757 |
19,757 |
19,707 |
19,788 |
PP |
19,688 |
19,688 |
19,688 |
19,704 |
S1 |
19,627 |
19,627 |
19,683 |
19,658 |
S2 |
19,558 |
19,558 |
19,671 |
|
S3 |
19,428 |
19,497 |
19,659 |
|
S4 |
19,298 |
19,367 |
19,624 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,572 |
21,323 |
20,075 |
|
R3 |
20,882 |
20,633 |
19,885 |
|
R2 |
20,192 |
20,192 |
19,822 |
|
R1 |
19,943 |
19,943 |
19,758 |
20,068 |
PP |
19,502 |
19,502 |
19,502 |
19,564 |
S1 |
19,253 |
19,253 |
19,632 |
19,378 |
S2 |
18,812 |
18,812 |
19,569 |
|
S3 |
18,122 |
18,563 |
19,505 |
|
S4 |
17,432 |
17,873 |
19,316 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,750 |
19,060 |
690 |
3.5% |
209 |
1.1% |
92% |
True |
False |
11,209 |
10 |
19,750 |
19,060 |
690 |
3.5% |
204 |
1.0% |
92% |
True |
False |
9,704 |
20 |
20,095 |
19,060 |
1,035 |
5.3% |
211 |
1.1% |
61% |
False |
False |
9,843 |
40 |
20,215 |
19,060 |
1,155 |
5.9% |
175 |
0.9% |
55% |
False |
False |
8,601 |
60 |
20,320 |
19,060 |
1,260 |
6.4% |
186 |
0.9% |
50% |
False |
False |
9,174 |
80 |
20,320 |
19,060 |
1,260 |
6.4% |
188 |
1.0% |
50% |
False |
False |
7,687 |
100 |
20,320 |
18,290 |
2,030 |
10.3% |
184 |
0.9% |
69% |
False |
False |
6,154 |
120 |
20,320 |
18,290 |
2,030 |
10.3% |
185 |
0.9% |
69% |
False |
False |
5,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,303 |
2.618 |
20,090 |
1.618 |
19,960 |
1.000 |
19,880 |
0.618 |
19,830 |
HIGH |
19,750 |
0.618 |
19,700 |
0.500 |
19,685 |
0.382 |
19,670 |
LOW |
19,620 |
0.618 |
19,540 |
1.000 |
19,490 |
1.618 |
19,410 |
2.618 |
19,280 |
4.250 |
19,068 |
|
|
Fisher Pivots for day following 01-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
19,692 |
19,661 |
PP |
19,688 |
19,627 |
S1 |
19,685 |
19,593 |
|