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 |
6,005.00 |
5,973.75 |
-31.25 |
-0.5% |
5,826.50 |
High |
6,026.25 |
5,991.50 |
-34.75 |
-0.6% |
6,026.25 |
Low |
5,980.50 |
5,897.00 |
-83.50 |
-1.4% |
5,784.50 |
Close |
5,995.25 |
5,946.50 |
-48.75 |
-0.8% |
5,995.25 |
Range |
45.75 |
94.50 |
48.75 |
106.6% |
241.75 |
ATR |
68.34 |
70.47 |
2.14 |
3.1% |
0.00 |
Volume |
3,165 |
11,315 |
8,150 |
257.5% |
12,207 |
|
Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,228.50 |
6,182.00 |
5,998.50 |
|
R3 |
6,134.00 |
6,087.50 |
5,972.50 |
|
R2 |
6,039.50 |
6,039.50 |
5,963.75 |
|
R1 |
5,993.00 |
5,993.00 |
5,955.25 |
5,969.00 |
PP |
5,945.00 |
5,945.00 |
5,945.00 |
5,933.00 |
S1 |
5,898.50 |
5,898.50 |
5,937.75 |
5,874.50 |
S2 |
5,850.50 |
5,850.50 |
5,929.25 |
|
S3 |
5,756.00 |
5,804.00 |
5,920.50 |
|
S4 |
5,661.50 |
5,709.50 |
5,894.50 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,660.50 |
6,569.75 |
6,128.25 |
|
R3 |
6,418.75 |
6,328.00 |
6,061.75 |
|
R2 |
6,177.00 |
6,177.00 |
6,039.50 |
|
R1 |
6,086.25 |
6,086.25 |
6,017.50 |
6,131.50 |
PP |
5,935.25 |
5,935.25 |
5,935.25 |
5,958.00 |
S1 |
5,844.50 |
5,844.50 |
5,973.00 |
5,890.00 |
S2 |
5,693.50 |
5,693.50 |
5,951.00 |
|
S3 |
5,451.75 |
5,602.75 |
5,928.75 |
|
S4 |
5,210.00 |
5,361.00 |
5,862.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,026.25 |
5,784.50 |
241.75 |
4.1% |
76.50 |
1.3% |
67% |
False |
False |
4,516 |
10 |
6,026.25 |
5,784.50 |
241.75 |
4.1% |
69.00 |
1.2% |
67% |
False |
False |
2,947 |
20 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
74.25 |
1.2% |
70% |
False |
False |
2,244 |
40 |
6,026.25 |
5,675.00 |
351.25 |
5.9% |
64.50 |
1.1% |
77% |
False |
False |
1,384 |
60 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
71.25 |
1.2% |
83% |
False |
False |
1,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,393.00 |
2.618 |
6,239.00 |
1.618 |
6,144.50 |
1.000 |
6,086.00 |
0.618 |
6,050.00 |
HIGH |
5,991.50 |
0.618 |
5,955.50 |
0.500 |
5,944.25 |
0.382 |
5,933.00 |
LOW |
5,897.00 |
0.618 |
5,838.50 |
1.000 |
5,802.50 |
1.618 |
5,744.00 |
2.618 |
5,649.50 |
4.250 |
5,495.50 |
|
|
Fisher Pivots for day following 05-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,945.75 |
5,961.50 |
PP |
5,945.00 |
5,956.50 |
S1 |
5,944.25 |
5,951.50 |
|