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 |
1,326.9 |
1,339.7 |
12.8 |
1.0% |
1,297.6 |
High |
1,334.5 |
1,349.7 |
15.2 |
1.1% |
1,334.5 |
Low |
1,321.4 |
1,331.1 |
9.7 |
0.7% |
1,297.0 |
Close |
1,330.4 |
1,344.5 |
14.1 |
1.1% |
1,330.4 |
Range |
13.1 |
18.6 |
5.5 |
42.0% |
37.5 |
ATR |
14.9 |
15.2 |
0.3 |
2.1% |
0.0 |
Volume |
376,308 |
368,173 |
-8,135 |
-2.2% |
1,931,034 |
|
Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.6 |
1,389.6 |
1,354.7 |
|
R3 |
1,379.0 |
1,371.0 |
1,349.6 |
|
R2 |
1,360.4 |
1,360.4 |
1,347.9 |
|
R1 |
1,352.4 |
1,352.4 |
1,346.2 |
1,356.4 |
PP |
1,341.8 |
1,341.8 |
1,341.8 |
1,343.8 |
S1 |
1,333.8 |
1,333.8 |
1,342.8 |
1,337.8 |
S2 |
1,323.2 |
1,323.2 |
1,341.1 |
|
S3 |
1,304.6 |
1,315.2 |
1,339.4 |
|
S4 |
1,286.0 |
1,296.6 |
1,334.3 |
|
|
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 |
1,349.7 |
1,302.3 |
47.4 |
3.5% |
17.8 |
1.3% |
89% |
True |
False |
395,478 |
10 |
1,349.7 |
1,278.5 |
71.2 |
5.3% |
16.0 |
1.2% |
93% |
True |
False |
340,920 |
20 |
1,349.7 |
1,257.1 |
92.6 |
6.9% |
15.1 |
1.1% |
94% |
True |
False |
313,478 |
40 |
1,349.7 |
1,214.6 |
135.1 |
10.0% |
13.2 |
1.0% |
96% |
True |
False |
209,863 |
60 |
1,349.7 |
1,211.1 |
138.6 |
10.3% |
12.8 |
1.0% |
96% |
True |
False |
143,915 |
80 |
1,349.7 |
1,211.1 |
138.6 |
10.3% |
12.8 |
1.0% |
96% |
True |
False |
109,050 |
100 |
1,349.7 |
1,211.1 |
138.6 |
10.3% |
12.5 |
0.9% |
96% |
True |
False |
88,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,428.8 |
2.618 |
1,398.4 |
1.618 |
1,379.8 |
1.000 |
1,368.3 |
0.618 |
1,361.2 |
HIGH |
1,349.7 |
0.618 |
1,342.6 |
0.500 |
1,340.4 |
0.382 |
1,338.2 |
LOW |
1,331.1 |
0.618 |
1,319.6 |
1.000 |
1,312.5 |
1.618 |
1,301.0 |
2.618 |
1,282.4 |
4.250 |
1,252.1 |
|
|
Fisher Pivots for day following 05-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,343.1 |
1,338.3 |
PP |
1,341.8 |
1,332.2 |
S1 |
1,340.4 |
1,326.0 |
|