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 |
5,943.50 |
5,952.00 |
8.50 |
0.1% |
5,819.75 |
High |
5,965.75 |
5,981.50 |
15.75 |
0.3% |
6,019.75 |
Low |
5,909.25 |
5,932.25 |
23.00 |
0.4% |
5,777.25 |
Close |
5,955.00 |
5,970.00 |
15.00 |
0.3% |
5,988.25 |
Range |
56.50 |
49.25 |
-7.25 |
-12.8% |
242.50 |
ATR |
70.44 |
68.93 |
-1.51 |
-2.1% |
0.00 |
Volume |
335,781 |
301,526 |
-34,255 |
-10.2% |
1,328,421 |
|
Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,109.00 |
6,088.75 |
5,997.00 |
|
R3 |
6,059.75 |
6,039.50 |
5,983.50 |
|
R2 |
6,010.50 |
6,010.50 |
5,979.00 |
|
R1 |
5,990.25 |
5,990.25 |
5,974.50 |
6,000.50 |
PP |
5,961.25 |
5,961.25 |
5,961.25 |
5,966.25 |
S1 |
5,941.00 |
5,941.00 |
5,965.50 |
5,951.00 |
S2 |
5,912.00 |
5,912.00 |
5,961.00 |
|
S3 |
5,862.75 |
5,891.75 |
5,956.50 |
|
S4 |
5,813.50 |
5,842.50 |
5,943.00 |
|
|
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 |
5,889.50 |
130.25 |
2.2% |
62.50 |
1.0% |
62% |
False |
False |
325,329 |
10 |
6,019.75 |
5,777.25 |
242.50 |
4.1% |
67.50 |
1.1% |
79% |
False |
False |
312,431 |
20 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
74.50 |
1.2% |
81% |
False |
False |
339,884 |
40 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
65.00 |
1.1% |
81% |
False |
False |
306,999 |
60 |
6,019.75 |
5,560.25 |
459.50 |
7.7% |
72.50 |
1.2% |
89% |
False |
False |
315,951 |
80 |
6,019.75 |
5,557.00 |
462.75 |
7.8% |
70.25 |
1.2% |
89% |
False |
False |
259,796 |
100 |
6,019.75 |
5,382.25 |
637.50 |
10.7% |
63.25 |
1.1% |
92% |
False |
False |
207,876 |
120 |
6,019.75 |
5,318.00 |
701.75 |
11.8% |
60.75 |
1.0% |
93% |
False |
False |
173,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,190.75 |
2.618 |
6,110.50 |
1.618 |
6,061.25 |
1.000 |
6,030.75 |
0.618 |
6,012.00 |
HIGH |
5,981.50 |
0.618 |
5,962.75 |
0.500 |
5,957.00 |
0.382 |
5,951.00 |
LOW |
5,932.25 |
0.618 |
5,901.75 |
1.000 |
5,883.00 |
1.618 |
5,852.50 |
2.618 |
5,803.25 |
4.250 |
5,723.00 |
|
|
Fisher Pivots for day following 07-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,965.50 |
5,959.00 |
PP |
5,961.25 |
5,948.00 |
S1 |
5,957.00 |
5,937.00 |
|