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 |
19,615 |
19,400 |
-215 |
-1.1% |
19,355 |
High |
19,665 |
19,540 |
-125 |
-0.6% |
19,665 |
Low |
19,550 |
19,190 |
-360 |
-1.8% |
18,980 |
Close |
19,615 |
19,275 |
-340 |
-1.7% |
19,615 |
Range |
115 |
350 |
235 |
204.3% |
685 |
ATR |
173 |
191 |
18 |
10.4% |
0 |
Volume |
2,724 |
27,885 |
25,161 |
923.7% |
6,888 |
|
Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,385 |
20,180 |
19,468 |
|
R3 |
20,035 |
19,830 |
19,371 |
|
R2 |
19,685 |
19,685 |
19,339 |
|
R1 |
19,480 |
19,480 |
19,307 |
19,408 |
PP |
19,335 |
19,335 |
19,335 |
19,299 |
S1 |
19,130 |
19,130 |
19,243 |
19,058 |
S2 |
18,985 |
18,985 |
19,211 |
|
S3 |
18,635 |
18,780 |
19,179 |
|
S4 |
18,285 |
18,430 |
19,083 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,475 |
21,230 |
19,992 |
|
R3 |
20,790 |
20,545 |
19,804 |
|
R2 |
20,105 |
20,105 |
19,741 |
|
R1 |
19,860 |
19,860 |
19,678 |
19,983 |
PP |
19,420 |
19,420 |
19,420 |
19,481 |
S1 |
19,175 |
19,175 |
19,552 |
19,298 |
S2 |
18,735 |
18,735 |
19,490 |
|
S3 |
18,050 |
18,490 |
19,427 |
|
S4 |
17,365 |
17,805 |
19,238 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,665 |
18,980 |
685 |
3.6% |
242 |
1.3% |
43% |
False |
False |
6,937 |
10 |
19,665 |
18,980 |
685 |
3.6% |
196 |
1.0% |
43% |
False |
False |
3,499 |
20 |
20,035 |
18,980 |
1,055 |
5.5% |
207 |
1.1% |
28% |
False |
False |
1,768 |
40 |
20,125 |
18,980 |
1,145 |
5.9% |
135 |
0.7% |
26% |
False |
False |
884 |
60 |
20,235 |
18,980 |
1,255 |
6.5% |
119 |
0.6% |
24% |
False |
False |
590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,028 |
2.618 |
20,456 |
1.618 |
20,106 |
1.000 |
19,890 |
0.618 |
19,756 |
HIGH |
19,540 |
0.618 |
19,406 |
0.500 |
19,365 |
0.382 |
19,324 |
LOW |
19,190 |
0.618 |
18,974 |
1.000 |
18,840 |
1.618 |
18,624 |
2.618 |
18,274 |
4.250 |
17,703 |
|
|
Fisher Pivots for day following 05-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
19,365 |
19,428 |
PP |
19,335 |
19,377 |
S1 |
19,305 |
19,326 |
|