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 |
5,956.50 |
5,943.50 |
-13.00 |
-0.2% |
5,819.75 |
High |
5,984.75 |
5,965.75 |
-19.00 |
-0.3% |
6,019.75 |
Low |
5,889.50 |
5,909.25 |
19.75 |
0.3% |
5,777.25 |
Close |
5,939.25 |
5,955.00 |
15.75 |
0.3% |
5,988.25 |
Range |
95.25 |
56.50 |
-38.75 |
-40.7% |
242.50 |
ATR |
71.51 |
70.44 |
-1.07 |
-1.5% |
0.00 |
Volume |
485,650 |
335,781 |
-149,869 |
-30.9% |
1,328,421 |
|
Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,112.75 |
6,090.50 |
5,986.00 |
|
R3 |
6,056.25 |
6,034.00 |
5,970.50 |
|
R2 |
5,999.75 |
5,999.75 |
5,965.25 |
|
R1 |
5,977.50 |
5,977.50 |
5,960.25 |
5,988.50 |
PP |
5,943.25 |
5,943.25 |
5,943.25 |
5,949.00 |
S1 |
5,921.00 |
5,921.00 |
5,949.75 |
5,932.00 |
S2 |
5,886.75 |
5,886.75 |
5,944.75 |
|
S3 |
5,830.25 |
5,864.50 |
5,939.50 |
|
S4 |
5,773.75 |
5,808.00 |
5,924.00 |
|
|
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 |
5,862.50 |
157.25 |
2.6% |
69.00 |
1.2% |
59% |
False |
False |
319,818 |
10 |
6,019.75 |
5,777.25 |
242.50 |
4.1% |
67.00 |
1.1% |
73% |
False |
False |
312,447 |
20 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
75.00 |
1.3% |
76% |
False |
False |
343,690 |
40 |
6,019.75 |
5,712.75 |
307.00 |
5.2% |
65.75 |
1.1% |
79% |
False |
False |
306,019 |
60 |
6,019.75 |
5,560.25 |
459.50 |
7.7% |
72.75 |
1.2% |
86% |
False |
False |
317,248 |
80 |
6,019.75 |
5,557.00 |
462.75 |
7.8% |
69.75 |
1.2% |
86% |
False |
False |
256,030 |
100 |
6,019.75 |
5,353.75 |
666.00 |
11.2% |
63.25 |
1.1% |
90% |
False |
False |
204,862 |
120 |
6,019.75 |
5,318.00 |
701.75 |
11.8% |
60.50 |
1.0% |
91% |
False |
False |
170,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,206.00 |
2.618 |
6,113.75 |
1.618 |
6,057.25 |
1.000 |
6,022.25 |
0.618 |
6,000.75 |
HIGH |
5,965.75 |
0.618 |
5,944.25 |
0.500 |
5,937.50 |
0.382 |
5,930.75 |
LOW |
5,909.25 |
0.618 |
5,874.25 |
1.000 |
5,852.75 |
1.618 |
5,817.75 |
2.618 |
5,761.25 |
4.250 |
5,669.00 |
|
|
Fisher Pivots for day following 06-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,949.25 |
5,955.00 |
PP |
5,943.25 |
5,954.75 |
S1 |
5,937.50 |
5,954.50 |
|