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 |
19,270 |
19,350 |
80 |
0.4% |
19,355 |
High |
19,405 |
19,400 |
-5 |
0.0% |
19,665 |
Low |
19,180 |
19,260 |
80 |
0.4% |
18,980 |
Close |
19,385 |
19,325 |
-60 |
-0.3% |
19,615 |
Range |
225 |
140 |
-85 |
-37.8% |
685 |
ATR |
193 |
190 |
-4 |
-2.0% |
0 |
Volume |
13,802 |
12,284 |
-1,518 |
-11.0% |
6,888 |
|
Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,748 |
19,677 |
19,402 |
|
R3 |
19,608 |
19,537 |
19,364 |
|
R2 |
19,468 |
19,468 |
19,351 |
|
R1 |
19,397 |
19,397 |
19,338 |
19,363 |
PP |
19,328 |
19,328 |
19,328 |
19,311 |
S1 |
19,257 |
19,257 |
19,312 |
19,223 |
S2 |
19,188 |
19,188 |
19,299 |
|
S3 |
19,048 |
19,117 |
19,287 |
|
S4 |
18,908 |
18,977 |
19,248 |
|
|
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 |
19,180 |
485 |
2.5% |
198 |
1.0% |
30% |
False |
False |
12,032 |
10 |
19,665 |
18,980 |
685 |
3.5% |
194 |
1.0% |
50% |
False |
False |
6,092 |
20 |
19,745 |
18,980 |
765 |
4.0% |
207 |
1.1% |
45% |
False |
False |
3,072 |
40 |
20,115 |
18,980 |
1,135 |
5.9% |
142 |
0.7% |
30% |
False |
False |
1,537 |
60 |
20,235 |
18,980 |
1,255 |
6.5% |
124 |
0.6% |
27% |
False |
False |
1,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,995 |
2.618 |
19,767 |
1.618 |
19,627 |
1.000 |
19,540 |
0.618 |
19,487 |
HIGH |
19,400 |
0.618 |
19,347 |
0.500 |
19,330 |
0.382 |
19,314 |
LOW |
19,260 |
0.618 |
19,174 |
1.000 |
19,120 |
1.618 |
19,034 |
2.618 |
18,894 |
4.250 |
18,665 |
|
|
Fisher Pivots for day following 07-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
19,330 |
19,360 |
PP |
19,328 |
19,348 |
S1 |
19,327 |
19,337 |
|