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 |
5,936.25 |
5,994.00 |
57.75 |
1.0% |
5,819.75 |
High |
5,998.00 |
6,019.75 |
21.75 |
0.4% |
6,019.75 |
Low |
5,932.50 |
5,973.25 |
40.75 |
0.7% |
5,777.25 |
Close |
5,990.75 |
5,988.25 |
-2.50 |
0.0% |
5,988.25 |
Range |
65.50 |
46.50 |
-19.00 |
-29.0% |
242.50 |
ATR |
71.18 |
69.42 |
-1.76 |
-2.5% |
0.00 |
Volume |
273,833 |
229,855 |
-43,978 |
-16.1% |
1,328,421 |
|
Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,133.25 |
6,107.25 |
6,013.75 |
|
R3 |
6,086.75 |
6,060.75 |
6,001.00 |
|
R2 |
6,040.25 |
6,040.25 |
5,996.75 |
|
R1 |
6,014.25 |
6,014.25 |
5,992.50 |
6,004.00 |
PP |
5,993.75 |
5,993.75 |
5,993.75 |
5,988.50 |
S1 |
5,967.75 |
5,967.75 |
5,984.00 |
5,957.50 |
S2 |
5,947.25 |
5,947.25 |
5,979.75 |
|
S3 |
5,900.75 |
5,921.25 |
5,975.50 |
|
S4 |
5,854.25 |
5,874.75 |
5,962.75 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,656.00 |
6,564.50 |
6,121.50 |
|
R3 |
6,413.50 |
6,322.00 |
6,055.00 |
|
R2 |
6,171.00 |
6,171.00 |
6,032.75 |
|
R1 |
6,079.50 |
6,079.50 |
6,010.50 |
6,125.25 |
PP |
5,928.50 |
5,928.50 |
5,928.50 |
5,951.25 |
S1 |
5,837.00 |
5,837.00 |
5,966.00 |
5,882.75 |
S2 |
5,686.00 |
5,686.00 |
5,943.75 |
|
S3 |
5,443.50 |
5,594.50 |
5,921.50 |
|
S4 |
5,201.00 |
5,352.00 |
5,855.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,019.75 |
5,777.25 |
242.50 |
4.0% |
69.25 |
1.2% |
87% |
True |
False |
265,684 |
10 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
67.00 |
1.1% |
88% |
True |
False |
297,132 |
20 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
72.75 |
1.2% |
88% |
True |
False |
326,133 |
40 |
6,019.75 |
5,650.00 |
369.75 |
6.2% |
65.00 |
1.1% |
91% |
True |
False |
298,604 |
60 |
6,019.75 |
5,560.25 |
459.50 |
7.7% |
76.00 |
1.3% |
93% |
True |
False |
325,209 |
80 |
6,019.75 |
5,557.00 |
462.75 |
7.7% |
68.75 |
1.1% |
93% |
True |
False |
245,771 |
100 |
6,019.75 |
5,353.75 |
666.00 |
11.1% |
62.50 |
1.0% |
95% |
True |
False |
196,649 |
120 |
6,019.75 |
5,318.00 |
701.75 |
11.7% |
60.00 |
1.0% |
96% |
True |
False |
163,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,217.50 |
2.618 |
6,141.50 |
1.618 |
6,095.00 |
1.000 |
6,066.25 |
0.618 |
6,048.50 |
HIGH |
6,019.75 |
0.618 |
6,002.00 |
0.500 |
5,996.50 |
0.382 |
5,991.00 |
LOW |
5,973.25 |
0.618 |
5,944.50 |
1.000 |
5,926.75 |
1.618 |
5,898.00 |
2.618 |
5,851.50 |
4.250 |
5,775.50 |
|
|
Fisher Pivots for day following 01-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,996.50 |
5,972.50 |
PP |
5,993.75 |
5,956.75 |
S1 |
5,991.00 |
5,941.00 |
|