Trading Metrics calculated at close of trading on 06-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
5,973.75 |
5,946.00 |
-27.75 |
-0.5% |
5,826.50 |
High |
5,991.50 |
5,972.75 |
-18.75 |
-0.3% |
6,026.25 |
Low |
5,897.00 |
5,916.50 |
19.50 |
0.3% |
5,784.50 |
Close |
5,946.50 |
5,962.25 |
15.75 |
0.3% |
5,995.25 |
Range |
94.50 |
56.25 |
-38.25 |
-40.5% |
241.75 |
ATR |
70.47 |
69.46 |
-1.02 |
-1.4% |
0.00 |
Volume |
11,315 |
23,246 |
11,931 |
105.4% |
12,207 |
|
Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,119.25 |
6,097.00 |
5,993.25 |
|
R3 |
6,063.00 |
6,040.75 |
5,977.75 |
|
R2 |
6,006.75 |
6,006.75 |
5,972.50 |
|
R1 |
5,984.50 |
5,984.50 |
5,967.50 |
5,995.50 |
PP |
5,950.50 |
5,950.50 |
5,950.50 |
5,956.00 |
S1 |
5,928.25 |
5,928.25 |
5,957.00 |
5,939.50 |
S2 |
5,894.25 |
5,894.25 |
5,952.00 |
|
S3 |
5,838.00 |
5,872.00 |
5,946.75 |
|
S4 |
5,781.75 |
5,815.75 |
5,931.25 |
|
|
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 |
5,870.00 |
156.25 |
2.6% |
68.25 |
1.1% |
59% |
False |
False |
8,678 |
10 |
6,026.25 |
5,784.50 |
241.75 |
4.1% |
66.00 |
1.1% |
74% |
False |
False |
5,133 |
20 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
74.00 |
1.2% |
76% |
False |
False |
3,358 |
40 |
6,026.25 |
5,720.00 |
306.25 |
5.1% |
64.50 |
1.1% |
79% |
False |
False |
1,957 |
60 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
70.50 |
1.2% |
86% |
False |
False |
1,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,211.75 |
2.618 |
6,120.00 |
1.618 |
6,063.75 |
1.000 |
6,029.00 |
0.618 |
6,007.50 |
HIGH |
5,972.75 |
0.618 |
5,951.25 |
0.500 |
5,944.50 |
0.382 |
5,938.00 |
LOW |
5,916.50 |
0.618 |
5,881.75 |
1.000 |
5,860.25 |
1.618 |
5,825.50 |
2.618 |
5,769.25 |
4.250 |
5,677.50 |
|
|
Fisher Pivots for day following 06-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,956.50 |
5,962.00 |
PP |
5,950.50 |
5,961.75 |
S1 |
5,944.50 |
5,961.50 |
|