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 |
247.25 |
246.54 |
-0.71 |
-0.3% |
247.26 |
High |
247.27 |
247.11 |
-0.16 |
-0.1% |
247.52 |
Low |
246.40 |
246.30 |
-0.10 |
0.0% |
244.95 |
Close |
246.87 |
246.58 |
-0.29 |
-0.1% |
246.58 |
Range |
0.87 |
0.81 |
-0.06 |
-6.9% |
2.57 |
ATR |
1.59 |
1.54 |
-0.06 |
-3.5% |
0.00 |
Volume |
58,034,700 |
63,832,800 |
5,798,100 |
10.0% |
271,183,004 |
|
Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
249.09 |
248.65 |
247.03 |
|
R3 |
248.28 |
247.84 |
246.80 |
|
R2 |
247.47 |
247.47 |
246.73 |
|
R1 |
247.03 |
247.03 |
246.65 |
247.25 |
PP |
246.66 |
246.66 |
246.66 |
246.78 |
S1 |
246.22 |
246.22 |
246.51 |
246.44 |
S2 |
245.85 |
245.85 |
246.43 |
|
S3 |
245.04 |
245.41 |
246.36 |
|
S4 |
244.23 |
244.60 |
246.13 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
254.06 |
252.89 |
247.99 |
|
R3 |
251.49 |
250.32 |
247.29 |
|
R2 |
248.92 |
248.92 |
247.05 |
|
R1 |
247.75 |
247.75 |
246.82 |
247.05 |
PP |
246.35 |
246.35 |
246.35 |
246.00 |
S1 |
245.18 |
245.18 |
246.34 |
244.48 |
S2 |
243.78 |
243.78 |
246.11 |
|
S3 |
241.21 |
242.61 |
245.87 |
|
S4 |
238.64 |
240.04 |
245.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
248.33 |
244.95 |
3.38 |
1.4% |
1.19 |
0.5% |
48% |
False |
False |
66,637,980 |
10 |
248.33 |
242.93 |
5.40 |
2.2% |
1.39 |
0.6% |
68% |
False |
False |
65,513,910 |
20 |
248.33 |
241.83 |
6.50 |
2.6% |
1.47 |
0.6% |
73% |
False |
False |
70,502,630 |
40 |
248.91 |
241.83 |
7.08 |
2.9% |
1.29 |
0.5% |
67% |
False |
False |
63,735,300 |
60 |
248.91 |
239.96 |
8.95 |
3.6% |
1.34 |
0.5% |
74% |
False |
False |
63,268,363 |
80 |
248.91 |
235.43 |
13.48 |
5.5% |
1.33 |
0.5% |
83% |
False |
False |
66,454,977 |
100 |
248.91 |
233.18 |
15.73 |
6.4% |
1.30 |
0.5% |
85% |
False |
False |
66,939,473 |
120 |
248.91 |
231.61 |
17.30 |
7.0% |
1.39 |
0.6% |
87% |
False |
False |
69,882,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
250.55 |
2.618 |
249.23 |
1.618 |
248.42 |
1.000 |
247.92 |
0.618 |
247.61 |
HIGH |
247.11 |
0.618 |
246.80 |
0.500 |
246.71 |
0.382 |
246.61 |
LOW |
246.30 |
0.618 |
245.80 |
1.000 |
245.49 |
1.618 |
244.99 |
2.618 |
244.18 |
4.250 |
242.86 |
|
|
Fisher Pivots for day following 08-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
246.71 |
246.76 |
PP |
246.66 |
246.70 |
S1 |
246.62 |
246.64 |
|