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 |
21,886 |
21,976 |
90 |
0.4% |
21,802 |
High |
21,985 |
22,037 |
52 |
0.2% |
22,037 |
Low |
21,874 |
21,966 |
92 |
0.4% |
21,644 |
Close |
21,950 |
21,980 |
30 |
0.1% |
21,980 |
Range |
111 |
71 |
-40 |
-36.0% |
393 |
ATR |
139 |
136 |
-4 |
-2.7% |
0 |
Volume |
114,407 |
87,130 |
-27,277 |
-23.8% |
567,158 |
|
Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,207 |
22,165 |
22,019 |
|
R3 |
22,136 |
22,094 |
22,000 |
|
R2 |
22,065 |
22,065 |
21,993 |
|
R1 |
22,023 |
22,023 |
21,987 |
22,044 |
PP |
21,994 |
21,994 |
21,994 |
22,005 |
S1 |
21,952 |
21,952 |
21,974 |
21,973 |
S2 |
21,923 |
21,923 |
21,967 |
|
S3 |
21,852 |
21,881 |
21,961 |
|
S4 |
21,781 |
21,810 |
21,941 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,066 |
22,916 |
22,196 |
|
R3 |
22,673 |
22,523 |
22,088 |
|
R2 |
22,280 |
22,280 |
22,052 |
|
R1 |
22,130 |
22,130 |
22,016 |
22,205 |
PP |
21,887 |
21,887 |
21,887 |
21,925 |
S1 |
21,737 |
21,737 |
21,944 |
21,812 |
S2 |
21,494 |
21,494 |
21,908 |
|
S3 |
21,101 |
21,344 |
21,872 |
|
S4 |
20,708 |
20,951 |
21,764 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,037 |
21,644 |
393 |
1.8% |
131 |
0.6% |
85% |
True |
False |
113,431 |
10 |
22,037 |
21,579 |
458 |
2.1% |
137 |
0.6% |
88% |
True |
False |
119,479 |
20 |
22,132 |
21,579 |
553 |
2.5% |
138 |
0.6% |
73% |
False |
False |
127,506 |
40 |
22,132 |
21,226 |
906 |
4.1% |
128 |
0.6% |
83% |
False |
False |
114,153 |
60 |
22,132 |
21,081 |
1,051 |
4.8% |
130 |
0.6% |
86% |
False |
False |
124,453 |
80 |
22,132 |
20,433 |
1,699 |
7.7% |
130 |
0.6% |
91% |
False |
False |
94,122 |
100 |
22,132 |
20,267 |
1,865 |
8.5% |
129 |
0.6% |
92% |
False |
False |
75,311 |
120 |
22,132 |
20,267 |
1,865 |
8.5% |
133 |
0.6% |
92% |
False |
False |
62,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,339 |
2.618 |
22,223 |
1.618 |
22,152 |
1.000 |
22,108 |
0.618 |
22,081 |
HIGH |
22,037 |
0.618 |
22,010 |
0.500 |
22,002 |
0.382 |
21,993 |
LOW |
21,966 |
0.618 |
21,922 |
1.000 |
21,895 |
1.618 |
21,851 |
2.618 |
21,780 |
4.250 |
21,664 |
|
|
Fisher Pivots for day following 01-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,002 |
21,965 |
PP |
21,994 |
21,950 |
S1 |
21,987 |
21,935 |
|