Trading Metrics calculated at close of trading on 07-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,385.0 |
3,429.0 |
44.0 |
1.3% |
3,415.0 |
High |
3,440.0 |
3,454.0 |
14.0 |
0.4% |
3,440.0 |
Low |
3,383.0 |
3,424.0 |
41.0 |
1.2% |
3,348.0 |
Close |
3,421.0 |
3,435.0 |
14.0 |
0.4% |
3,430.0 |
Range |
57.0 |
30.0 |
-27.0 |
-47.4% |
92.0 |
ATR |
38.4 |
38.0 |
-0.4 |
-1.0% |
0.0 |
Volume |
91,970 |
307,079 |
215,109 |
233.9% |
148,124 |
|
Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,527.7 |
3,511.3 |
3,451.5 |
|
R3 |
3,497.7 |
3,481.3 |
3,443.3 |
|
R2 |
3,467.7 |
3,467.7 |
3,440.5 |
|
R1 |
3,451.3 |
3,451.3 |
3,437.8 |
3,459.5 |
PP |
3,437.7 |
3,437.7 |
3,437.7 |
3,441.8 |
S1 |
3,421.3 |
3,421.3 |
3,432.3 |
3,429.5 |
S2 |
3,407.7 |
3,407.7 |
3,429.5 |
|
S3 |
3,377.7 |
3,391.3 |
3,426.8 |
|
S4 |
3,347.7 |
3,361.3 |
3,418.5 |
|
|
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 |
3,454.0 |
3,380.0 |
74.0 |
2.2% |
37.4 |
1.1% |
74% |
True |
False |
100,175 |
10 |
3,454.0 |
3,348.0 |
106.0 |
3.1% |
31.8 |
0.9% |
82% |
True |
False |
59,050 |
20 |
3,480.0 |
3,348.0 |
132.0 |
3.8% |
32.4 |
0.9% |
66% |
False |
False |
30,878 |
40 |
3,520.0 |
3,348.0 |
172.0 |
5.0% |
33.2 |
1.0% |
51% |
False |
False |
16,769 |
60 |
3,577.0 |
3,348.0 |
229.0 |
6.7% |
34.4 |
1.0% |
38% |
False |
False |
11,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,581.5 |
2.618 |
3,532.5 |
1.618 |
3,502.5 |
1.000 |
3,484.0 |
0.618 |
3,472.5 |
HIGH |
3,454.0 |
0.618 |
3,442.5 |
0.500 |
3,439.0 |
0.382 |
3,435.5 |
LOW |
3,424.0 |
0.618 |
3,405.5 |
1.000 |
3,394.0 |
1.618 |
3,375.5 |
2.618 |
3,345.5 |
4.250 |
3,296.5 |
|
|
Fisher Pivots for day following 07-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,439.0 |
3,429.0 |
PP |
3,437.7 |
3,423.0 |
S1 |
3,436.3 |
3,417.0 |
|