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 |
5,994.00 |
5,956.50 |
-37.50 |
-0.6% |
5,819.75 |
High |
6,019.75 |
5,984.75 |
-35.00 |
-0.6% |
6,019.75 |
Low |
5,973.25 |
5,889.50 |
-83.75 |
-1.4% |
5,777.25 |
Close |
5,988.25 |
5,939.25 |
-49.00 |
-0.8% |
5,988.25 |
Range |
46.50 |
95.25 |
48.75 |
104.8% |
242.50 |
ATR |
69.42 |
71.51 |
2.10 |
3.0% |
0.00 |
Volume |
229,855 |
485,650 |
255,795 |
111.3% |
1,328,421 |
|
Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,223.50 |
6,176.75 |
5,991.75 |
|
R3 |
6,128.25 |
6,081.50 |
5,965.50 |
|
R2 |
6,033.00 |
6,033.00 |
5,956.75 |
|
R1 |
5,986.25 |
5,986.25 |
5,948.00 |
5,962.00 |
PP |
5,937.75 |
5,937.75 |
5,937.75 |
5,925.75 |
S1 |
5,891.00 |
5,891.00 |
5,930.50 |
5,866.75 |
S2 |
5,842.50 |
5,842.50 |
5,921.75 |
|
S3 |
5,747.25 |
5,795.75 |
5,913.00 |
|
S4 |
5,652.00 |
5,700.50 |
5,886.75 |
|
|
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 |
4.1% |
77.50 |
1.3% |
67% |
False |
False |
319,529 |
10 |
6,019.75 |
5,777.25 |
242.50 |
4.1% |
70.00 |
1.2% |
67% |
False |
False |
309,658 |
20 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
75.50 |
1.3% |
70% |
False |
False |
342,155 |
40 |
6,019.75 |
5,667.50 |
352.25 |
5.9% |
65.75 |
1.1% |
77% |
False |
False |
304,711 |
60 |
6,019.75 |
5,560.25 |
459.50 |
7.7% |
73.50 |
1.2% |
82% |
False |
False |
321,883 |
80 |
6,019.75 |
5,557.00 |
462.75 |
7.8% |
69.50 |
1.2% |
83% |
False |
False |
251,837 |
100 |
6,019.75 |
5,353.75 |
666.00 |
11.2% |
63.25 |
1.1% |
88% |
False |
False |
201,505 |
120 |
6,019.75 |
5,318.00 |
701.75 |
11.8% |
60.50 |
1.0% |
89% |
False |
False |
167,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,389.50 |
2.618 |
6,234.00 |
1.618 |
6,138.75 |
1.000 |
6,080.00 |
0.618 |
6,043.50 |
HIGH |
5,984.75 |
0.618 |
5,948.25 |
0.500 |
5,937.00 |
0.382 |
5,926.00 |
LOW |
5,889.50 |
0.618 |
5,830.75 |
1.000 |
5,794.25 |
1.618 |
5,735.50 |
2.618 |
5,640.25 |
4.250 |
5,484.75 |
|
|
Fisher Pivots for day following 05-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,938.50 |
5,954.50 |
PP |
5,937.75 |
5,949.50 |
S1 |
5,937.00 |
5,944.50 |
|