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 |
21,781 |
21,800 |
19 |
0.1% |
21,802 |
High |
21,844 |
21,853 |
9 |
0.0% |
22,037 |
Low |
21,740 |
21,747 |
7 |
0.0% |
21,644 |
Close |
21,812 |
21,804 |
-8 |
0.0% |
21,980 |
Range |
104 |
106 |
2 |
1.9% |
393 |
ATR |
143 |
140 |
-3 |
-1.8% |
0 |
Volume |
134,473 |
150,006 |
15,533 |
11.6% |
567,158 |
|
Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,119 |
22,068 |
21,862 |
|
R3 |
22,013 |
21,962 |
21,833 |
|
R2 |
21,907 |
21,907 |
21,824 |
|
R1 |
21,856 |
21,856 |
21,814 |
21,882 |
PP |
21,801 |
21,801 |
21,801 |
21,814 |
S1 |
21,750 |
21,750 |
21,794 |
21,776 |
S2 |
21,695 |
21,695 |
21,785 |
|
S3 |
21,589 |
21,644 |
21,775 |
|
S4 |
21,483 |
21,538 |
21,746 |
|
|
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% |
128 |
0.6% |
30% |
False |
False |
139,526 |
10 |
22,037 |
21,644 |
393 |
1.8% |
136 |
0.6% |
41% |
False |
False |
131,067 |
20 |
22,067 |
21,579 |
488 |
2.2% |
148 |
0.7% |
46% |
False |
False |
136,874 |
40 |
22,132 |
21,416 |
716 |
3.3% |
129 |
0.6% |
54% |
False |
False |
118,049 |
60 |
22,132 |
21,138 |
994 |
4.6% |
132 |
0.6% |
67% |
False |
False |
124,014 |
80 |
22,132 |
20,433 |
1,699 |
7.8% |
132 |
0.6% |
81% |
False |
False |
100,321 |
100 |
22,132 |
20,267 |
1,865 |
8.6% |
129 |
0.6% |
82% |
False |
False |
80,270 |
120 |
22,132 |
20,267 |
1,865 |
8.6% |
134 |
0.6% |
82% |
False |
False |
66,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,304 |
2.618 |
22,131 |
1.618 |
22,025 |
1.000 |
21,959 |
0.618 |
21,919 |
HIGH |
21,853 |
0.618 |
21,813 |
0.500 |
21,800 |
0.382 |
21,788 |
LOW |
21,747 |
0.618 |
21,682 |
1.000 |
21,641 |
1.618 |
21,576 |
2.618 |
21,470 |
4.250 |
21,297 |
|
|
Fisher Pivots for day following 07-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
21,803 |
21,826 |
PP |
21,801 |
21,818 |
S1 |
21,800 |
21,811 |
|