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 |
19,350 |
19,320 |
-30 |
-0.2% |
19,400 |
High |
19,400 |
19,330 |
-70 |
-0.4% |
19,540 |
Low |
19,260 |
19,140 |
-120 |
-0.6% |
19,140 |
Close |
19,325 |
19,200 |
-125 |
-0.6% |
19,200 |
Range |
140 |
190 |
50 |
35.7% |
400 |
ATR |
190 |
190 |
0 |
0.0% |
0 |
Volume |
12,284 |
8,306 |
-3,978 |
-32.4% |
62,277 |
|
Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,793 |
19,687 |
19,305 |
|
R3 |
19,603 |
19,497 |
19,252 |
|
R2 |
19,413 |
19,413 |
19,235 |
|
R1 |
19,307 |
19,307 |
19,218 |
19,265 |
PP |
19,223 |
19,223 |
19,223 |
19,203 |
S1 |
19,117 |
19,117 |
19,183 |
19,075 |
S2 |
19,033 |
19,033 |
19,165 |
|
S3 |
18,843 |
18,927 |
19,148 |
|
S4 |
18,653 |
18,737 |
19,096 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,493 |
20,247 |
19,420 |
|
R3 |
20,093 |
19,847 |
19,310 |
|
R2 |
19,693 |
19,693 |
19,273 |
|
R1 |
19,447 |
19,447 |
19,237 |
19,370 |
PP |
19,293 |
19,293 |
19,293 |
19,255 |
S1 |
19,047 |
19,047 |
19,163 |
18,970 |
S2 |
18,893 |
18,893 |
19,127 |
|
S3 |
18,493 |
18,647 |
19,090 |
|
S4 |
18,093 |
18,247 |
18,980 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,665 |
19,140 |
525 |
2.7% |
204 |
1.1% |
11% |
False |
True |
13,000 |
10 |
19,665 |
18,980 |
685 |
3.6% |
202 |
1.1% |
32% |
False |
False |
6,917 |
20 |
19,745 |
18,980 |
765 |
4.0% |
194 |
1.0% |
29% |
False |
False |
3,486 |
40 |
20,095 |
18,980 |
1,115 |
5.8% |
145 |
0.8% |
20% |
False |
False |
1,744 |
60 |
20,235 |
18,980 |
1,255 |
6.5% |
124 |
0.6% |
18% |
False |
False |
1,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,138 |
2.618 |
19,828 |
1.618 |
19,638 |
1.000 |
19,520 |
0.618 |
19,448 |
HIGH |
19,330 |
0.618 |
19,258 |
0.500 |
19,235 |
0.382 |
19,213 |
LOW |
19,140 |
0.618 |
19,023 |
1.000 |
18,950 |
1.618 |
18,833 |
2.618 |
18,643 |
4.250 |
18,333 |
|
|
Fisher Pivots for day following 08-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
19,235 |
19,273 |
PP |
19,223 |
19,248 |
S1 |
19,212 |
19,224 |
|