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 |
3,416.0 |
3,415.0 |
-1.0 |
0.0% |
3,415.0 |
High |
3,440.0 |
3,433.0 |
-7.0 |
-0.2% |
3,440.0 |
Low |
3,416.0 |
3,380.0 |
-36.0 |
-1.1% |
3,348.0 |
Close |
3,430.0 |
3,407.0 |
-23.0 |
-0.7% |
3,430.0 |
Range |
24.0 |
53.0 |
29.0 |
120.8% |
92.0 |
ATR |
35.7 |
37.0 |
1.2 |
3.4% |
0.0 |
Volume |
56,826 |
36,944 |
-19,882 |
-35.0% |
148,124 |
|
Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,565.7 |
3,539.3 |
3,436.2 |
|
R3 |
3,512.7 |
3,486.3 |
3,421.6 |
|
R2 |
3,459.7 |
3,459.7 |
3,416.7 |
|
R1 |
3,433.3 |
3,433.3 |
3,411.9 |
3,420.0 |
PP |
3,406.7 |
3,406.7 |
3,406.7 |
3,400.0 |
S1 |
3,380.3 |
3,380.3 |
3,402.1 |
3,367.0 |
S2 |
3,353.7 |
3,353.7 |
3,397.3 |
|
S3 |
3,300.7 |
3,327.3 |
3,392.4 |
|
S4 |
3,247.7 |
3,274.3 |
3,377.9 |
|
|
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% |
32.4 |
1.0% |
64% |
False |
False |
36,903 |
10 |
3,451.0 |
3,348.0 |
103.0 |
3.0% |
28.8 |
0.8% |
57% |
False |
False |
19,258 |
20 |
3,509.0 |
3,348.0 |
161.0 |
4.7% |
31.7 |
0.9% |
37% |
False |
False |
11,118 |
40 |
3,520.0 |
3,348.0 |
172.0 |
5.0% |
33.0 |
1.0% |
34% |
False |
False |
6,797 |
60 |
3,577.0 |
3,348.0 |
229.0 |
6.7% |
34.0 |
1.0% |
26% |
False |
False |
5,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,658.3 |
2.618 |
3,571.8 |
1.618 |
3,518.8 |
1.000 |
3,486.0 |
0.618 |
3,465.8 |
HIGH |
3,433.0 |
0.618 |
3,412.8 |
0.500 |
3,406.5 |
0.382 |
3,400.2 |
LOW |
3,380.0 |
0.618 |
3,347.2 |
1.000 |
3,327.0 |
1.618 |
3,294.2 |
2.618 |
3,241.2 |
4.250 |
3,154.8 |
|
|
Fisher Pivots for day following 05-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,406.8 |
3,410.0 |
PP |
3,406.7 |
3,409.0 |
S1 |
3,406.5 |
3,408.0 |
|