Trading Metrics calculated at close of trading on 05-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
19,690 |
19,510 |
-180 |
-0.9% |
19,450 |
High |
19,750 |
19,620 |
-130 |
-0.7% |
19,750 |
Low |
19,620 |
19,270 |
-350 |
-1.8% |
19,060 |
Close |
19,695 |
19,355 |
-340 |
-1.7% |
19,695 |
Range |
130 |
350 |
220 |
169.2% |
690 |
ATR |
196 |
212 |
16 |
8.4% |
0 |
Volume |
10,558 |
42,221 |
31,663 |
299.9% |
56,048 |
|
Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,465 |
20,260 |
19,548 |
|
R3 |
20,115 |
19,910 |
19,451 |
|
R2 |
19,765 |
19,765 |
19,419 |
|
R1 |
19,560 |
19,560 |
19,387 |
19,488 |
PP |
19,415 |
19,415 |
19,415 |
19,379 |
S1 |
19,210 |
19,210 |
19,323 |
19,138 |
S2 |
19,065 |
19,065 |
19,291 |
|
S3 |
18,715 |
18,860 |
19,259 |
|
S4 |
18,365 |
18,510 |
19,163 |
|
|
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 |
3.6% |
253 |
1.3% |
43% |
False |
False |
18,713 |
10 |
19,750 |
19,060 |
690 |
3.6% |
211 |
1.1% |
43% |
False |
False |
13,114 |
20 |
20,065 |
19,060 |
1,005 |
5.2% |
226 |
1.2% |
29% |
False |
False |
11,791 |
40 |
20,215 |
19,060 |
1,155 |
6.0% |
181 |
0.9% |
26% |
False |
False |
9,405 |
60 |
20,320 |
19,060 |
1,260 |
6.5% |
188 |
1.0% |
23% |
False |
False |
9,640 |
80 |
20,320 |
19,060 |
1,260 |
6.5% |
190 |
1.0% |
23% |
False |
False |
8,214 |
100 |
20,320 |
18,290 |
2,030 |
10.5% |
186 |
1.0% |
52% |
False |
False |
6,576 |
120 |
20,320 |
18,290 |
2,030 |
10.5% |
187 |
1.0% |
52% |
False |
False |
5,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,108 |
2.618 |
20,536 |
1.618 |
20,186 |
1.000 |
19,970 |
0.618 |
19,836 |
HIGH |
19,620 |
0.618 |
19,486 |
0.500 |
19,445 |
0.382 |
19,404 |
LOW |
19,270 |
0.618 |
19,054 |
1.000 |
18,920 |
1.618 |
18,704 |
2.618 |
18,354 |
4.250 |
17,783 |
|
|
Fisher Pivots for day following 05-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
19,445 |
19,510 |
PP |
19,415 |
19,458 |
S1 |
19,385 |
19,407 |
|