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 |
3,429.0 |
3,425.0 |
-4.0 |
-0.1% |
3,415.0 |
High |
3,454.0 |
3,439.0 |
-15.0 |
-0.4% |
3,454.0 |
Low |
3,424.0 |
3,419.0 |
-5.0 |
-0.1% |
3,380.0 |
Close |
3,435.0 |
3,433.0 |
-2.0 |
-0.1% |
3,433.0 |
Range |
30.0 |
20.0 |
-10.0 |
-33.3% |
74.0 |
ATR |
38.0 |
36.7 |
-1.3 |
-3.4% |
0.0 |
Volume |
307,079 |
519,338 |
212,259 |
69.1% |
955,331 |
|
Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,490.3 |
3,481.7 |
3,444.0 |
|
R3 |
3,470.3 |
3,461.7 |
3,438.5 |
|
R2 |
3,450.3 |
3,450.3 |
3,436.7 |
|
R1 |
3,441.7 |
3,441.7 |
3,434.8 |
3,446.0 |
PP |
3,430.3 |
3,430.3 |
3,430.3 |
3,432.5 |
S1 |
3,421.7 |
3,421.7 |
3,431.2 |
3,426.0 |
S2 |
3,410.3 |
3,410.3 |
3,429.3 |
|
S3 |
3,390.3 |
3,401.7 |
3,427.5 |
|
S4 |
3,370.3 |
3,381.7 |
3,422.0 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,644.3 |
3,612.7 |
3,473.7 |
|
R3 |
3,570.3 |
3,538.7 |
3,453.4 |
|
R2 |
3,496.3 |
3,496.3 |
3,446.6 |
|
R1 |
3,464.7 |
3,464.7 |
3,439.8 |
3,480.5 |
PP |
3,422.3 |
3,422.3 |
3,422.3 |
3,430.3 |
S1 |
3,390.7 |
3,390.7 |
3,426.2 |
3,406.5 |
S2 |
3,348.3 |
3,348.3 |
3,419.4 |
|
S3 |
3,274.3 |
3,316.7 |
3,412.7 |
|
S4 |
3,200.3 |
3,242.7 |
3,392.3 |
|
|
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% |
36.8 |
1.1% |
72% |
False |
False |
202,431 |
10 |
3,454.0 |
3,348.0 |
106.0 |
3.1% |
32.1 |
0.9% |
80% |
False |
False |
110,382 |
20 |
3,480.0 |
3,348.0 |
132.0 |
3.8% |
30.8 |
0.9% |
64% |
False |
False |
56,829 |
40 |
3,513.0 |
3,348.0 |
165.0 |
4.8% |
33.1 |
1.0% |
52% |
False |
False |
29,751 |
60 |
3,577.0 |
3,348.0 |
229.0 |
6.7% |
34.1 |
1.0% |
37% |
False |
False |
20,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,524.0 |
2.618 |
3,491.4 |
1.618 |
3,471.4 |
1.000 |
3,459.0 |
0.618 |
3,451.4 |
HIGH |
3,439.0 |
0.618 |
3,431.4 |
0.500 |
3,429.0 |
0.382 |
3,426.6 |
LOW |
3,419.0 |
0.618 |
3,406.6 |
1.000 |
3,399.0 |
1.618 |
3,386.6 |
2.618 |
3,366.6 |
4.250 |
3,334.0 |
|
|
Fisher Pivots for day following 08-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,431.7 |
3,428.2 |
PP |
3,430.3 |
3,423.3 |
S1 |
3,429.0 |
3,418.5 |
|