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 |
5,956.00 |
5,977.25 |
21.25 |
0.4% |
5,973.75 |
High |
5,988.75 |
5,979.50 |
-9.25 |
-0.2% |
5,991.50 |
Low |
5,939.50 |
5,915.25 |
-24.25 |
-0.4% |
5,897.00 |
Close |
5,977.50 |
5,924.50 |
-53.00 |
-0.9% |
5,924.50 |
Range |
49.25 |
64.25 |
15.00 |
30.5% |
94.50 |
ATR |
68.01 |
67.75 |
-0.27 |
-0.4% |
0.00 |
Volume |
77,080 |
243,700 |
166,620 |
216.2% |
355,341 |
|
Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,132.50 |
6,092.75 |
5,959.75 |
|
R3 |
6,068.25 |
6,028.50 |
5,942.25 |
|
R2 |
6,004.00 |
6,004.00 |
5,936.25 |
|
R1 |
5,964.25 |
5,964.25 |
5,930.50 |
5,952.00 |
PP |
5,939.75 |
5,939.75 |
5,939.75 |
5,933.50 |
S1 |
5,900.00 |
5,900.00 |
5,918.50 |
5,887.75 |
S2 |
5,875.50 |
5,875.50 |
5,912.75 |
|
S3 |
5,811.25 |
5,835.75 |
5,906.75 |
|
S4 |
5,747.00 |
5,771.50 |
5,889.25 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,221.25 |
6,167.25 |
5,976.50 |
|
R3 |
6,126.75 |
6,072.75 |
5,950.50 |
|
R2 |
6,032.25 |
6,032.25 |
5,941.75 |
|
R1 |
5,978.25 |
5,978.25 |
5,933.25 |
5,958.00 |
PP |
5,937.75 |
5,937.75 |
5,937.75 |
5,927.50 |
S1 |
5,883.75 |
5,883.75 |
5,915.75 |
5,863.50 |
S2 |
5,843.25 |
5,843.25 |
5,907.25 |
|
S3 |
5,748.75 |
5,789.25 |
5,898.50 |
|
S4 |
5,654.25 |
5,694.75 |
5,872.50 |
|
|
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% |
21% |
False |
False |
71,701 |
10 |
6,026.25 |
5,784.50 |
241.75 |
4.1% |
66.25 |
1.1% |
58% |
False |
False |
36,896 |
20 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
68.75 |
1.2% |
62% |
False |
False |
19,251 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
64.75 |
1.1% |
62% |
False |
False |
9,955 |
60 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
70.00 |
1.2% |
78% |
False |
False |
6,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,252.50 |
2.618 |
6,147.75 |
1.618 |
6,083.50 |
1.000 |
6,043.75 |
0.618 |
6,019.25 |
HIGH |
5,979.50 |
0.618 |
5,955.00 |
0.500 |
5,947.50 |
0.382 |
5,939.75 |
LOW |
5,915.25 |
0.618 |
5,875.50 |
1.000 |
5,851.00 |
1.618 |
5,811.25 |
2.618 |
5,747.00 |
4.250 |
5,642.25 |
|
|
Fisher Pivots for day following 08-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,947.50 |
5,952.00 |
PP |
5,939.75 |
5,942.75 |
S1 |
5,932.00 |
5,933.75 |
|