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 |
1,339.0 |
1,354.0 |
15.0 |
1.1% |
1,339.7 |
High |
1,355.5 |
1,362.4 |
6.9 |
0.5% |
1,362.4 |
Low |
1,337.2 |
1,347.1 |
9.9 |
0.7% |
1,331.1 |
Close |
1,350.3 |
1,351.2 |
0.9 |
0.1% |
1,351.2 |
Range |
18.3 |
15.3 |
-3.0 |
-16.4% |
31.3 |
ATR |
15.2 |
15.2 |
0.0 |
0.1% |
0.0 |
Volume |
363,776 |
386,646 |
22,870 |
6.3% |
1,427,947 |
|
Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.5 |
1,390.6 |
1,359.6 |
|
R3 |
1,384.2 |
1,375.3 |
1,355.4 |
|
R2 |
1,368.9 |
1,368.9 |
1,354.0 |
|
R1 |
1,360.0 |
1,360.0 |
1,352.6 |
1,356.8 |
PP |
1,353.6 |
1,353.6 |
1,353.6 |
1,352.0 |
S1 |
1,344.7 |
1,344.7 |
1,349.8 |
1,341.5 |
S2 |
1,338.3 |
1,338.3 |
1,348.4 |
|
S3 |
1,323.0 |
1,329.4 |
1,347.0 |
|
S4 |
1,307.7 |
1,314.1 |
1,342.8 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,442.1 |
1,428.0 |
1,368.4 |
|
R3 |
1,410.8 |
1,396.7 |
1,359.8 |
|
R2 |
1,379.5 |
1,379.5 |
1,356.9 |
|
R1 |
1,365.4 |
1,365.4 |
1,354.1 |
1,372.5 |
PP |
1,348.2 |
1,348.2 |
1,348.2 |
1,351.8 |
S1 |
1,334.1 |
1,334.1 |
1,348.3 |
1,341.2 |
S2 |
1,316.9 |
1,316.9 |
1,345.5 |
|
S3 |
1,285.6 |
1,302.8 |
1,342.6 |
|
S4 |
1,254.3 |
1,271.5 |
1,334.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,362.4 |
1,321.4 |
41.0 |
3.0% |
15.3 |
1.1% |
73% |
True |
False |
360,851 |
10 |
1,362.4 |
1,278.5 |
83.9 |
6.2% |
17.8 |
1.3% |
87% |
True |
False |
371,758 |
20 |
1,362.4 |
1,272.7 |
89.7 |
6.6% |
15.1 |
1.1% |
88% |
True |
False |
326,049 |
40 |
1,362.4 |
1,221.0 |
141.4 |
10.5% |
13.6 |
1.0% |
92% |
True |
False |
233,913 |
60 |
1,362.4 |
1,211.1 |
151.3 |
11.2% |
12.9 |
1.0% |
93% |
True |
False |
161,388 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.2% |
13.0 |
1.0% |
93% |
True |
False |
122,161 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.2% |
12.7 |
0.9% |
93% |
True |
False |
98,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.4 |
2.618 |
1,402.5 |
1.618 |
1,387.2 |
1.000 |
1,377.7 |
0.618 |
1,371.9 |
HIGH |
1,362.4 |
0.618 |
1,356.6 |
0.500 |
1,354.8 |
0.382 |
1,352.9 |
LOW |
1,347.1 |
0.618 |
1,337.6 |
1.000 |
1,331.8 |
1.618 |
1,322.3 |
2.618 |
1,307.0 |
4.250 |
1,282.1 |
|
|
Fisher Pivots for day following 08-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,354.8 |
1,350.6 |
PP |
1,353.6 |
1,350.0 |
S1 |
1,352.4 |
1,349.4 |
|