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 |
21,885 |
21,781 |
-104 |
-0.5% |
21,802 |
High |
21,948 |
21,844 |
-104 |
-0.5% |
22,037 |
Low |
21,703 |
21,740 |
37 |
0.2% |
21,644 |
Close |
21,764 |
21,812 |
48 |
0.2% |
21,980 |
Range |
245 |
104 |
-141 |
-57.6% |
393 |
ATR |
146 |
143 |
-3 |
-2.0% |
0 |
Volume |
211,617 |
134,473 |
-77,144 |
-36.5% |
567,158 |
|
Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,111 |
22,065 |
21,869 |
|
R3 |
22,007 |
21,961 |
21,841 |
|
R2 |
21,903 |
21,903 |
21,831 |
|
R1 |
21,857 |
21,857 |
21,822 |
21,880 |
PP |
21,799 |
21,799 |
21,799 |
21,810 |
S1 |
21,753 |
21,753 |
21,803 |
21,776 |
S2 |
21,695 |
21,695 |
21,793 |
|
S3 |
21,591 |
21,649 |
21,784 |
|
S4 |
21,487 |
21,545 |
21,755 |
|
|
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 |
21,703 |
334 |
1.5% |
132 |
0.6% |
33% |
False |
False |
132,670 |
10 |
22,037 |
21,644 |
393 |
1.8% |
138 |
0.6% |
43% |
False |
False |
129,026 |
20 |
22,067 |
21,579 |
488 |
2.2% |
146 |
0.7% |
48% |
False |
False |
136,477 |
40 |
22,132 |
21,359 |
773 |
3.5% |
131 |
0.6% |
59% |
False |
False |
117,310 |
60 |
22,132 |
21,138 |
994 |
4.6% |
132 |
0.6% |
68% |
False |
False |
123,872 |
80 |
22,132 |
20,433 |
1,699 |
7.8% |
132 |
0.6% |
81% |
False |
False |
98,447 |
100 |
22,132 |
20,267 |
1,865 |
8.6% |
130 |
0.6% |
83% |
False |
False |
78,771 |
120 |
22,132 |
20,267 |
1,865 |
8.6% |
133 |
0.6% |
83% |
False |
False |
65,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,286 |
2.618 |
22,116 |
1.618 |
22,012 |
1.000 |
21,948 |
0.618 |
21,908 |
HIGH |
21,844 |
0.618 |
21,804 |
0.500 |
21,792 |
0.382 |
21,780 |
LOW |
21,740 |
0.618 |
21,676 |
1.000 |
21,636 |
1.618 |
21,572 |
2.618 |
21,468 |
4.250 |
21,298 |
|
|
Fisher Pivots for day following 06-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
21,805 |
21,870 |
PP |
21,799 |
21,851 |
S1 |
21,792 |
21,831 |
|