Trading Metrics calculated at close of trading on 06-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,415.0 |
3,385.0 |
-30.0 |
-0.9% |
3,415.0 |
High |
3,433.0 |
3,440.0 |
7.0 |
0.2% |
3,440.0 |
Low |
3,380.0 |
3,383.0 |
3.0 |
0.1% |
3,348.0 |
Close |
3,407.0 |
3,421.0 |
14.0 |
0.4% |
3,430.0 |
Range |
53.0 |
57.0 |
4.0 |
7.5% |
92.0 |
ATR |
37.0 |
38.4 |
1.4 |
3.9% |
0.0 |
Volume |
36,944 |
91,970 |
55,026 |
148.9% |
148,124 |
|
Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,585.7 |
3,560.3 |
3,452.4 |
|
R3 |
3,528.7 |
3,503.3 |
3,436.7 |
|
R2 |
3,471.7 |
3,471.7 |
3,431.5 |
|
R1 |
3,446.3 |
3,446.3 |
3,426.2 |
3,459.0 |
PP |
3,414.7 |
3,414.7 |
3,414.7 |
3,421.0 |
S1 |
3,389.3 |
3,389.3 |
3,415.8 |
3,402.0 |
S2 |
3,357.7 |
3,357.7 |
3,410.6 |
|
S3 |
3,300.7 |
3,332.3 |
3,405.3 |
|
S4 |
3,243.7 |
3,275.3 |
3,389.7 |
|
|
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 |
3,380.0 |
60.0 |
1.8% |
35.2 |
1.0% |
68% |
True |
False |
47,090 |
10 |
3,451.0 |
3,348.0 |
103.0 |
3.0% |
31.8 |
0.9% |
71% |
False |
False |
28,415 |
20 |
3,480.0 |
3,348.0 |
132.0 |
3.9% |
33.0 |
1.0% |
55% |
False |
False |
15,564 |
40 |
3,520.0 |
3,348.0 |
172.0 |
5.0% |
33.7 |
1.0% |
42% |
False |
False |
9,095 |
60 |
3,577.0 |
3,348.0 |
229.0 |
6.7% |
34.6 |
1.0% |
32% |
False |
False |
6,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,682.3 |
2.618 |
3,589.2 |
1.618 |
3,532.2 |
1.000 |
3,497.0 |
0.618 |
3,475.2 |
HIGH |
3,440.0 |
0.618 |
3,418.2 |
0.500 |
3,411.5 |
0.382 |
3,404.8 |
LOW |
3,383.0 |
0.618 |
3,347.8 |
1.000 |
3,326.0 |
1.618 |
3,290.8 |
2.618 |
3,233.8 |
4.250 |
3,140.8 |
|
|
Fisher Pivots for day following 06-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,417.8 |
3,417.3 |
PP |
3,414.7 |
3,413.7 |
S1 |
3,411.5 |
3,410.0 |
|