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 |
5,952.00 |
5,969.25 |
17.25 |
0.3% |
5,956.50 |
High |
5,981.50 |
5,972.00 |
-9.50 |
-0.2% |
5,984.75 |
Low |
5,932.25 |
5,907.50 |
-24.75 |
-0.4% |
5,889.50 |
Close |
5,970.00 |
5,916.25 |
-53.75 |
-0.9% |
5,916.25 |
Range |
49.25 |
64.50 |
15.25 |
31.0% |
95.25 |
ATR |
68.93 |
68.61 |
-0.32 |
-0.5% |
0.00 |
Volume |
301,526 |
190,958 |
-110,568 |
-36.7% |
1,313,915 |
|
Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,125.50 |
6,085.25 |
5,951.75 |
|
R3 |
6,061.00 |
6,020.75 |
5,934.00 |
|
R2 |
5,996.50 |
5,996.50 |
5,928.00 |
|
R1 |
5,956.25 |
5,956.25 |
5,922.25 |
5,944.00 |
PP |
5,932.00 |
5,932.00 |
5,932.00 |
5,925.75 |
S1 |
5,891.75 |
5,891.75 |
5,910.25 |
5,879.50 |
S2 |
5,867.50 |
5,867.50 |
5,904.50 |
|
S3 |
5,803.00 |
5,827.25 |
5,898.50 |
|
S4 |
5,738.50 |
5,762.75 |
5,880.75 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,216.00 |
6,161.25 |
5,968.75 |
|
R3 |
6,120.75 |
6,066.00 |
5,942.50 |
|
R2 |
6,025.50 |
6,025.50 |
5,933.75 |
|
R1 |
5,970.75 |
5,970.75 |
5,925.00 |
5,950.50 |
PP |
5,930.25 |
5,930.25 |
5,930.25 |
5,920.00 |
S1 |
5,875.50 |
5,875.50 |
5,907.50 |
5,855.25 |
S2 |
5,835.00 |
5,835.00 |
5,898.75 |
|
S3 |
5,739.75 |
5,780.25 |
5,890.00 |
|
S4 |
5,644.50 |
5,685.00 |
5,863.75 |
|
|
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 |
1.1% |
21% |
False |
False |
308,754 |
10 |
6,019.75 |
5,777.25 |
242.50 |
4.1% |
67.00 |
1.1% |
57% |
False |
False |
294,250 |
20 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
69.75 |
1.2% |
61% |
False |
False |
322,024 |
40 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
65.75 |
1.1% |
61% |
False |
False |
305,749 |
60 |
6,019.75 |
5,560.25 |
459.50 |
7.8% |
72.00 |
1.2% |
77% |
False |
False |
311,975 |
80 |
6,019.75 |
5,557.00 |
462.75 |
7.8% |
70.50 |
1.2% |
78% |
False |
False |
262,180 |
100 |
6,019.75 |
5,394.50 |
625.25 |
10.6% |
63.50 |
1.1% |
83% |
False |
False |
209,785 |
120 |
6,019.75 |
5,318.00 |
701.75 |
11.9% |
61.00 |
1.0% |
85% |
False |
False |
174,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,246.00 |
2.618 |
6,140.75 |
1.618 |
6,076.25 |
1.000 |
6,036.50 |
0.618 |
6,011.75 |
HIGH |
5,972.00 |
0.618 |
5,947.25 |
0.500 |
5,939.75 |
0.382 |
5,932.25 |
LOW |
5,907.50 |
0.618 |
5,867.75 |
1.000 |
5,843.00 |
1.618 |
5,803.25 |
2.618 |
5,738.75 |
4.250 |
5,633.50 |
|
|
Fisher Pivots for day following 08-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,939.75 |
5,944.50 |
PP |
5,932.00 |
5,935.00 |
S1 |
5,924.00 |
5,925.75 |
|