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 |
21,976 |
21,885 |
-91 |
-0.4% |
21,802 |
High |
22,037 |
21,948 |
-89 |
-0.4% |
22,037 |
Low |
21,966 |
21,703 |
-263 |
-1.2% |
21,644 |
Close |
21,980 |
21,764 |
-216 |
-1.0% |
21,980 |
Range |
71 |
245 |
174 |
245.1% |
393 |
ATR |
136 |
146 |
10 |
7.5% |
0 |
Volume |
87,130 |
211,617 |
124,487 |
142.9% |
567,158 |
|
Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,540 |
22,397 |
21,899 |
|
R3 |
22,295 |
22,152 |
21,832 |
|
R2 |
22,050 |
22,050 |
21,809 |
|
R1 |
21,907 |
21,907 |
21,787 |
21,856 |
PP |
21,805 |
21,805 |
21,805 |
21,780 |
S1 |
21,662 |
21,662 |
21,742 |
21,611 |
S2 |
21,560 |
21,560 |
21,719 |
|
S3 |
21,315 |
21,417 |
21,697 |
|
S4 |
21,070 |
21,172 |
21,629 |
|
|
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% |
158 |
0.7% |
31% |
False |
False |
137,764 |
10 |
22,037 |
21,644 |
393 |
1.8% |
148 |
0.7% |
31% |
False |
False |
127,767 |
20 |
22,132 |
21,579 |
553 |
2.5% |
147 |
0.7% |
33% |
False |
False |
135,162 |
40 |
22,132 |
21,226 |
906 |
4.2% |
132 |
0.6% |
59% |
False |
False |
117,234 |
60 |
22,132 |
21,138 |
994 |
4.6% |
132 |
0.6% |
63% |
False |
False |
124,685 |
80 |
22,132 |
20,433 |
1,699 |
7.8% |
131 |
0.6% |
78% |
False |
False |
96,767 |
100 |
22,132 |
20,267 |
1,865 |
8.6% |
130 |
0.6% |
80% |
False |
False |
77,427 |
120 |
22,132 |
20,267 |
1,865 |
8.6% |
134 |
0.6% |
80% |
False |
False |
64,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,989 |
2.618 |
22,590 |
1.618 |
22,345 |
1.000 |
22,193 |
0.618 |
22,100 |
HIGH |
21,948 |
0.618 |
21,855 |
0.500 |
21,826 |
0.382 |
21,797 |
LOW |
21,703 |
0.618 |
21,552 |
1.000 |
21,458 |
1.618 |
21,307 |
2.618 |
21,062 |
4.250 |
20,662 |
|
|
Fisher Pivots for day following 05-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
21,826 |
21,870 |
PP |
21,805 |
21,835 |
S1 |
21,785 |
21,799 |
|