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 |
1,314.1 |
1,326.9 |
12.8 |
1.0% |
1,297.6 |
High |
1,329.0 |
1,334.5 |
5.5 |
0.4% |
1,334.5 |
Low |
1,302.3 |
1,321.4 |
19.1 |
1.5% |
1,297.0 |
Close |
1,322.2 |
1,330.4 |
8.2 |
0.6% |
1,330.4 |
Range |
26.7 |
13.1 |
-13.6 |
-50.9% |
37.5 |
ATR |
15.0 |
14.9 |
-0.1 |
-0.9% |
0.0 |
Volume |
312,013 |
376,308 |
64,295 |
20.6% |
1,931,034 |
|
Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.1 |
1,362.3 |
1,337.6 |
|
R3 |
1,355.0 |
1,349.2 |
1,334.0 |
|
R2 |
1,341.9 |
1,341.9 |
1,332.8 |
|
R1 |
1,336.1 |
1,336.1 |
1,331.6 |
1,339.0 |
PP |
1,328.8 |
1,328.8 |
1,328.8 |
1,330.2 |
S1 |
1,323.0 |
1,323.0 |
1,329.2 |
1,325.9 |
S2 |
1,315.7 |
1,315.7 |
1,328.0 |
|
S3 |
1,302.6 |
1,309.9 |
1,326.8 |
|
S4 |
1,289.5 |
1,296.8 |
1,323.2 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.1 |
1,419.3 |
1,351.0 |
|
R3 |
1,395.6 |
1,381.8 |
1,340.7 |
|
R2 |
1,358.1 |
1,358.1 |
1,337.3 |
|
R1 |
1,344.3 |
1,344.3 |
1,333.8 |
1,351.2 |
PP |
1,320.6 |
1,320.6 |
1,320.6 |
1,324.1 |
S1 |
1,306.8 |
1,306.8 |
1,327.0 |
1,313.7 |
S2 |
1,283.1 |
1,283.1 |
1,323.5 |
|
S3 |
1,245.6 |
1,269.3 |
1,320.1 |
|
S4 |
1,208.1 |
1,231.8 |
1,309.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,334.5 |
1,297.0 |
37.5 |
2.8% |
18.2 |
1.4% |
89% |
True |
False |
386,206 |
10 |
1,334.5 |
1,278.5 |
56.0 |
4.2% |
15.5 |
1.2% |
93% |
True |
False |
330,250 |
20 |
1,334.5 |
1,257.1 |
77.4 |
5.8% |
14.4 |
1.1% |
95% |
True |
False |
301,230 |
40 |
1,334.5 |
1,211.1 |
123.4 |
9.3% |
13.0 |
1.0% |
97% |
True |
False |
201,329 |
60 |
1,334.5 |
1,211.1 |
123.4 |
9.3% |
12.8 |
1.0% |
97% |
True |
False |
137,830 |
80 |
1,334.5 |
1,211.1 |
123.4 |
9.3% |
12.7 |
1.0% |
97% |
True |
False |
104,543 |
100 |
1,334.5 |
1,211.1 |
123.4 |
9.3% |
12.5 |
0.9% |
97% |
True |
False |
84,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,390.2 |
2.618 |
1,368.8 |
1.618 |
1,355.7 |
1.000 |
1,347.6 |
0.618 |
1,342.6 |
HIGH |
1,334.5 |
0.618 |
1,329.5 |
0.500 |
1,328.0 |
0.382 |
1,326.4 |
LOW |
1,321.4 |
0.618 |
1,313.3 |
1.000 |
1,308.3 |
1.618 |
1,300.2 |
2.618 |
1,287.1 |
4.250 |
1,265.7 |
|
|
Fisher Pivots for day following 01-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,329.6 |
1,326.4 |
PP |
1,328.8 |
1,322.4 |
S1 |
1,328.0 |
1,318.4 |
|