Trading Metrics calculated at close of trading on 08-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1,399.1 |
1,396.7 |
-2.4 |
-0.2% |
1,418.0 |
High |
1,404.5 |
1,407.0 |
2.5 |
0.2% |
1,419.5 |
Low |
1,393.3 |
1,393.0 |
-0.3 |
0.0% |
1,393.0 |
Close |
1,398.1 |
1,403.0 |
4.9 |
0.4% |
1,403.0 |
Range |
11.2 |
14.0 |
2.8 |
25.0% |
26.5 |
ATR |
15.8 |
15.6 |
-0.1 |
-0.8% |
0.0 |
Volume |
149,215 |
111,872 |
-37,343 |
-25.0% |
470,093 |
|
Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,443.0 |
1,437.0 |
1,410.8 |
|
R3 |
1,429.0 |
1,423.0 |
1,406.8 |
|
R2 |
1,415.0 |
1,415.0 |
1,405.5 |
|
R1 |
1,409.0 |
1,409.0 |
1,404.3 |
1,412.0 |
PP |
1,401.0 |
1,401.0 |
1,401.0 |
1,402.5 |
S1 |
1,395.0 |
1,395.0 |
1,401.8 |
1,398.0 |
S2 |
1,387.0 |
1,387.0 |
1,400.5 |
|
S3 |
1,373.0 |
1,381.0 |
1,399.3 |
|
S4 |
1,359.0 |
1,367.0 |
1,395.3 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.8 |
1,470.3 |
1,417.5 |
|
R3 |
1,458.3 |
1,443.8 |
1,410.3 |
|
R2 |
1,431.8 |
1,431.8 |
1,407.8 |
|
R1 |
1,417.3 |
1,417.3 |
1,405.5 |
1,411.3 |
PP |
1,405.3 |
1,405.3 |
1,405.3 |
1,402.0 |
S1 |
1,390.8 |
1,390.8 |
1,400.5 |
1,384.8 |
S2 |
1,378.8 |
1,378.8 |
1,398.3 |
|
S3 |
1,352.3 |
1,364.3 |
1,395.8 |
|
S4 |
1,325.8 |
1,337.8 |
1,388.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,419.5 |
1,393.0 |
26.5 |
1.9% |
14.3 |
1.0% |
38% |
False |
True |
111,373 |
10 |
1,419.5 |
1,366.0 |
53.5 |
3.8% |
14.8 |
1.1% |
69% |
False |
False |
105,498 |
20 |
1,419.5 |
1,348.8 |
70.7 |
5.0% |
15.8 |
1.1% |
77% |
False |
False |
108,634 |
40 |
1,452.3 |
1,348.8 |
103.5 |
7.4% |
15.5 |
1.1% |
52% |
False |
False |
104,354 |
60 |
1,452.3 |
1,348.8 |
103.5 |
7.4% |
16.3 |
1.1% |
52% |
False |
False |
109,318 |
80 |
1,452.3 |
1,344.3 |
108.0 |
7.7% |
16.0 |
1.1% |
54% |
False |
False |
96,243 |
100 |
1,452.3 |
1,344.3 |
108.0 |
7.7% |
14.3 |
1.0% |
54% |
False |
False |
77,017 |
120 |
1,452.3 |
1,332.3 |
120.0 |
8.6% |
13.5 |
1.0% |
59% |
False |
False |
64,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,466.5 |
2.618 |
1,443.8 |
1.618 |
1,429.8 |
1.000 |
1,421.0 |
0.618 |
1,415.8 |
HIGH |
1,407.0 |
0.618 |
1,401.8 |
0.500 |
1,400.0 |
0.382 |
1,398.3 |
LOW |
1,393.0 |
0.618 |
1,384.3 |
1.000 |
1,379.0 |
1.618 |
1,370.3 |
2.618 |
1,356.3 |
4.250 |
1,333.5 |
|
|
Fisher Pivots for day following 08-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,402.0 |
1,402.3 |
PP |
1,401.0 |
1,401.3 |
S1 |
1,400.0 |
1,400.5 |
|