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 |
19,355 |
19,445 |
90 |
0.5% |
19,450 |
High |
19,490 |
19,485 |
-5 |
0.0% |
19,750 |
Low |
19,260 |
19,355 |
95 |
0.5% |
19,060 |
Close |
19,470 |
19,415 |
-55 |
-0.3% |
19,695 |
Range |
230 |
130 |
-100 |
-43.5% |
690 |
ATR |
213 |
207 |
-6 |
-2.8% |
0 |
Volume |
18,541 |
4,712 |
-13,829 |
-74.6% |
56,048 |
|
Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,808 |
19,742 |
19,487 |
|
R3 |
19,678 |
19,612 |
19,451 |
|
R2 |
19,548 |
19,548 |
19,439 |
|
R1 |
19,482 |
19,482 |
19,427 |
19,450 |
PP |
19,418 |
19,418 |
19,418 |
19,403 |
S1 |
19,352 |
19,352 |
19,403 |
19,320 |
S2 |
19,288 |
19,288 |
19,391 |
|
S3 |
19,158 |
19,222 |
19,379 |
|
S4 |
19,028 |
19,092 |
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% |
205 |
1.1% |
32% |
False |
False |
17,864 |
10 |
19,750 |
19,060 |
690 |
3.6% |
204 |
1.1% |
51% |
False |
False |
13,635 |
20 |
19,825 |
19,060 |
765 |
3.9% |
223 |
1.1% |
46% |
False |
False |
11,773 |
40 |
20,205 |
19,060 |
1,145 |
5.9% |
183 |
0.9% |
31% |
False |
False |
9,569 |
60 |
20,320 |
19,060 |
1,260 |
6.5% |
187 |
1.0% |
28% |
False |
False |
9,724 |
80 |
20,320 |
19,060 |
1,260 |
6.5% |
190 |
1.0% |
28% |
False |
False |
8,504 |
100 |
20,320 |
18,355 |
1,965 |
10.1% |
185 |
1.0% |
54% |
False |
False |
6,808 |
120 |
20,320 |
18,290 |
2,030 |
10.5% |
187 |
1.0% |
55% |
False |
False |
5,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,038 |
2.618 |
19,825 |
1.618 |
19,695 |
1.000 |
19,615 |
0.618 |
19,565 |
HIGH |
19,485 |
0.618 |
19,435 |
0.500 |
19,420 |
0.382 |
19,405 |
LOW |
19,355 |
0.618 |
19,275 |
1.000 |
19,225 |
1.618 |
19,145 |
2.618 |
19,015 |
4.250 |
18,803 |
|
|
Fisher Pivots for day following 07-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
19,420 |
19,440 |
PP |
19,418 |
19,432 |
S1 |
19,417 |
19,423 |
|