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 |
21,745 |
21,769 |
24 |
0.1% |
21,899 |
High |
21,817 |
21,810 |
-7 |
0.0% |
21,904 |
Low |
21,711 |
21,679 |
-32 |
-0.1% |
21,661 |
Close |
21,770 |
21,778 |
8 |
0.0% |
21,778 |
Range |
106 |
131 |
25 |
23.6% |
243 |
ATR |
137 |
137 |
0 |
-0.3% |
0 |
Volume |
39,095 |
133,204 |
94,109 |
240.7% |
182,709 |
|
Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,149 |
22,094 |
21,850 |
|
R3 |
22,018 |
21,963 |
21,814 |
|
R2 |
21,887 |
21,887 |
21,802 |
|
R1 |
21,832 |
21,832 |
21,790 |
21,860 |
PP |
21,756 |
21,756 |
21,756 |
21,769 |
S1 |
21,701 |
21,701 |
21,766 |
21,729 |
S2 |
21,625 |
21,625 |
21,754 |
|
S3 |
21,494 |
21,570 |
21,742 |
|
S4 |
21,363 |
21,439 |
21,706 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,510 |
22,387 |
21,912 |
|
R3 |
22,267 |
22,144 |
21,845 |
|
R2 |
22,024 |
22,024 |
21,823 |
|
R1 |
21,901 |
21,901 |
21,800 |
21,841 |
PP |
21,781 |
21,781 |
21,781 |
21,751 |
S1 |
21,658 |
21,658 |
21,756 |
21,598 |
S2 |
21,538 |
21,538 |
21,734 |
|
S3 |
21,295 |
21,415 |
21,711 |
|
S4 |
21,052 |
21,172 |
21,644 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,995 |
21,661 |
334 |
1.5% |
131 |
0.6% |
35% |
False |
False |
36,700 |
10 |
21,995 |
21,555 |
440 |
2.0% |
138 |
0.6% |
51% |
False |
False |
18,584 |
20 |
22,025 |
21,540 |
485 |
2.2% |
140 |
0.6% |
49% |
False |
False |
9,449 |
40 |
22,089 |
21,377 |
712 |
3.3% |
125 |
0.6% |
56% |
False |
False |
4,775 |
60 |
22,089 |
21,101 |
988 |
4.5% |
125 |
0.6% |
69% |
False |
False |
3,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,367 |
2.618 |
22,153 |
1.618 |
22,022 |
1.000 |
21,941 |
0.618 |
21,891 |
HIGH |
21,810 |
0.618 |
21,760 |
0.500 |
21,745 |
0.382 |
21,729 |
LOW |
21,679 |
0.618 |
21,598 |
1.000 |
21,548 |
1.618 |
21,467 |
2.618 |
21,336 |
4.250 |
21,122 |
|
|
Fisher Pivots for day following 08-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
21,767 |
21,768 |
PP |
21,756 |
21,758 |
S1 |
21,745 |
21,748 |
|