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 |
5,946.00 |
5,956.00 |
10.00 |
0.2% |
5,826.50 |
High |
5,972.75 |
5,988.75 |
16.00 |
0.3% |
6,026.25 |
Low |
5,916.50 |
5,939.50 |
23.00 |
0.4% |
5,784.50 |
Close |
5,962.25 |
5,977.50 |
15.25 |
0.3% |
5,995.25 |
Range |
56.25 |
49.25 |
-7.00 |
-12.4% |
241.75 |
ATR |
69.46 |
68.01 |
-1.44 |
-2.1% |
0.00 |
Volume |
23,246 |
77,080 |
53,834 |
231.6% |
12,207 |
|
Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,116.25 |
6,096.25 |
6,004.50 |
|
R3 |
6,067.00 |
6,047.00 |
5,991.00 |
|
R2 |
6,017.75 |
6,017.75 |
5,986.50 |
|
R1 |
5,997.75 |
5,997.75 |
5,982.00 |
6,007.75 |
PP |
5,968.50 |
5,968.50 |
5,968.50 |
5,973.50 |
S1 |
5,948.50 |
5,948.50 |
5,973.00 |
5,958.50 |
S2 |
5,919.25 |
5,919.25 |
5,968.50 |
|
S3 |
5,870.00 |
5,899.25 |
5,964.00 |
|
S4 |
5,820.75 |
5,850.00 |
5,950.50 |
|
|
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 |
5,897.00 |
129.25 |
2.2% |
62.00 |
1.0% |
62% |
False |
False |
23,545 |
10 |
6,026.25 |
5,784.50 |
241.75 |
4.0% |
66.75 |
1.1% |
80% |
False |
False |
12,721 |
20 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
73.25 |
1.2% |
82% |
False |
False |
7,147 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
64.00 |
1.1% |
82% |
False |
False |
3,874 |
60 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
70.50 |
1.2% |
89% |
False |
False |
2,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,198.00 |
2.618 |
6,117.75 |
1.618 |
6,068.50 |
1.000 |
6,038.00 |
0.618 |
6,019.25 |
HIGH |
5,988.75 |
0.618 |
5,970.00 |
0.500 |
5,964.00 |
0.382 |
5,958.25 |
LOW |
5,939.50 |
0.618 |
5,909.00 |
1.000 |
5,890.25 |
1.618 |
5,859.75 |
2.618 |
5,810.50 |
4.250 |
5,730.25 |
|
|
Fisher Pivots for day following 07-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,973.00 |
5,966.50 |
PP |
5,968.50 |
5,955.25 |
S1 |
5,964.00 |
5,944.25 |
|