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 |
19,510 |
19,355 |
-155 |
-0.8% |
19,450 |
High |
19,620 |
19,490 |
-130 |
-0.7% |
19,750 |
Low |
19,270 |
19,260 |
-10 |
-0.1% |
19,060 |
Close |
19,355 |
19,470 |
115 |
0.6% |
19,695 |
Range |
350 |
230 |
-120 |
-34.3% |
690 |
ATR |
212 |
213 |
1 |
0.6% |
0 |
Volume |
42,221 |
18,541 |
-23,680 |
-56.1% |
56,048 |
|
Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,097 |
20,013 |
19,597 |
|
R3 |
19,867 |
19,783 |
19,533 |
|
R2 |
19,637 |
19,637 |
19,512 |
|
R1 |
19,553 |
19,553 |
19,491 |
19,595 |
PP |
19,407 |
19,407 |
19,407 |
19,428 |
S1 |
19,323 |
19,323 |
19,449 |
19,365 |
S2 |
19,177 |
19,177 |
19,428 |
|
S3 |
18,947 |
19,093 |
19,407 |
|
S4 |
18,717 |
18,863 |
19,344 |
|
|
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 |
19,260 |
490 |
2.5% |
210 |
1.1% |
43% |
False |
True |
18,966 |
10 |
19,750 |
19,060 |
690 |
3.5% |
218 |
1.1% |
59% |
False |
False |
13,930 |
20 |
19,940 |
19,060 |
880 |
4.5% |
231 |
1.2% |
47% |
False |
False |
12,333 |
40 |
20,205 |
19,060 |
1,145 |
5.9% |
183 |
0.9% |
36% |
False |
False |
9,679 |
60 |
20,320 |
19,060 |
1,260 |
6.5% |
189 |
1.0% |
33% |
False |
False |
9,772 |
80 |
20,320 |
19,060 |
1,260 |
6.5% |
191 |
1.0% |
33% |
False |
False |
8,445 |
100 |
20,320 |
18,290 |
2,030 |
10.4% |
187 |
1.0% |
58% |
False |
False |
6,761 |
120 |
20,320 |
18,290 |
2,030 |
10.4% |
187 |
1.0% |
58% |
False |
False |
5,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,468 |
2.618 |
20,092 |
1.618 |
19,862 |
1.000 |
19,720 |
0.618 |
19,632 |
HIGH |
19,490 |
0.618 |
19,402 |
0.500 |
19,375 |
0.382 |
19,348 |
LOW |
19,260 |
0.618 |
19,118 |
1.000 |
19,030 |
1.618 |
18,888 |
2.618 |
18,658 |
4.250 |
18,283 |
|
|
Fisher Pivots for day following 06-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
19,438 |
19,505 |
PP |
19,407 |
19,493 |
S1 |
19,375 |
19,482 |
|