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 |
3,402.0 |
3,416.0 |
14.0 |
0.4% |
3,415.0 |
High |
3,422.0 |
3,440.0 |
18.0 |
0.5% |
3,440.0 |
Low |
3,399.0 |
3,416.0 |
17.0 |
0.5% |
3,348.0 |
Close |
3,410.0 |
3,430.0 |
20.0 |
0.6% |
3,430.0 |
Range |
23.0 |
24.0 |
1.0 |
4.3% |
92.0 |
ATR |
36.2 |
35.7 |
-0.4 |
-1.2% |
0.0 |
Volume |
8,059 |
56,826 |
48,767 |
605.1% |
148,124 |
|
Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,500.7 |
3,489.3 |
3,443.2 |
|
R3 |
3,476.7 |
3,465.3 |
3,436.6 |
|
R2 |
3,452.7 |
3,452.7 |
3,434.4 |
|
R1 |
3,441.3 |
3,441.3 |
3,432.2 |
3,447.0 |
PP |
3,428.7 |
3,428.7 |
3,428.7 |
3,431.5 |
S1 |
3,417.3 |
3,417.3 |
3,427.8 |
3,423.0 |
S2 |
3,404.7 |
3,404.7 |
3,425.6 |
|
S3 |
3,380.7 |
3,393.3 |
3,423.4 |
|
S4 |
3,356.7 |
3,369.3 |
3,416.8 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,682.0 |
3,648.0 |
3,480.6 |
|
R3 |
3,590.0 |
3,556.0 |
3,455.3 |
|
R2 |
3,498.0 |
3,498.0 |
3,446.9 |
|
R1 |
3,464.0 |
3,464.0 |
3,438.4 |
3,481.0 |
PP |
3,406.0 |
3,406.0 |
3,406.0 |
3,414.5 |
S1 |
3,372.0 |
3,372.0 |
3,421.6 |
3,389.0 |
S2 |
3,314.0 |
3,314.0 |
3,413.1 |
|
S3 |
3,222.0 |
3,280.0 |
3,404.7 |
|
S4 |
3,130.0 |
3,188.0 |
3,379.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,440.0 |
3,348.0 |
92.0 |
2.7% |
27.2 |
0.8% |
89% |
True |
False |
29,624 |
10 |
3,451.0 |
3,348.0 |
103.0 |
3.0% |
26.7 |
0.8% |
80% |
False |
False |
15,700 |
20 |
3,509.0 |
3,348.0 |
161.0 |
4.7% |
30.0 |
0.9% |
51% |
False |
False |
9,279 |
40 |
3,520.0 |
3,348.0 |
172.0 |
5.0% |
32.1 |
0.9% |
48% |
False |
False |
5,879 |
60 |
3,577.0 |
3,348.0 |
229.0 |
6.7% |
33.6 |
1.0% |
36% |
False |
False |
4,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,542.0 |
2.618 |
3,502.8 |
1.618 |
3,478.8 |
1.000 |
3,464.0 |
0.618 |
3,454.8 |
HIGH |
3,440.0 |
0.618 |
3,430.8 |
0.500 |
3,428.0 |
0.382 |
3,425.2 |
LOW |
3,416.0 |
0.618 |
3,401.2 |
1.000 |
3,392.0 |
1.618 |
3,377.2 |
2.618 |
3,353.2 |
4.250 |
3,314.0 |
|
|
Fisher Pivots for day following 01-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,429.3 |
3,423.7 |
PP |
3,428.7 |
3,417.3 |
S1 |
3,428.0 |
3,411.0 |
|