Trading Metrics calculated at close of trading on 07-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,493.40 |
18,527.71 |
34.31 |
0.2% |
18,421.29 |
High |
18,551.54 |
18,536.89 |
-14.65 |
-0.1% |
18,544.76 |
Low |
18,450.32 |
18,474.77 |
24.45 |
0.1% |
18,295.48 |
Close |
18,538.12 |
18,526.14 |
-11.98 |
-0.1% |
18,491.96 |
Range |
101.22 |
62.12 |
-39.10 |
-38.6% |
249.28 |
ATR |
117.29 |
113.44 |
-3.85 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,698.96 |
18,674.67 |
18,560.31 |
|
R3 |
18,636.84 |
18,612.55 |
18,543.22 |
|
R2 |
18,574.72 |
18,574.72 |
18,537.53 |
|
R1 |
18,550.43 |
18,550.43 |
18,531.83 |
18,531.52 |
PP |
18,512.60 |
18,512.60 |
18,512.60 |
18,503.14 |
S1 |
18,488.31 |
18,488.31 |
18,520.45 |
18,469.40 |
S2 |
18,450.48 |
18,450.48 |
18,514.75 |
|
S3 |
18,388.36 |
18,426.19 |
18,509.06 |
|
S4 |
18,326.24 |
18,364.07 |
18,491.97 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,191.91 |
19,091.21 |
18,629.06 |
|
R3 |
18,942.63 |
18,841.93 |
18,560.51 |
|
R2 |
18,693.35 |
18,693.35 |
18,537.66 |
|
R1 |
18,592.65 |
18,592.65 |
18,514.81 |
18,643.00 |
PP |
18,444.07 |
18,444.07 |
18,444.07 |
18,469.24 |
S1 |
18,343.37 |
18,343.37 |
18,469.11 |
18,393.72 |
S2 |
18,194.79 |
18,194.79 |
18,446.26 |
|
S3 |
17,945.51 |
18,094.09 |
18,423.41 |
|
S4 |
17,696.23 |
17,844.81 |
18,354.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,551.54 |
18,295.48 |
256.06 |
1.4% |
101.94 |
0.6% |
90% |
False |
False |
|
10 |
18,572.09 |
18,295.48 |
276.61 |
1.5% |
111.25 |
0.6% |
83% |
False |
False |
|
20 |
18,668.44 |
18,295.48 |
372.96 |
2.0% |
100.21 |
0.5% |
62% |
False |
False |
|
40 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
98.63 |
0.5% |
66% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
130.36 |
0.7% |
91% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
133.06 |
0.7% |
91% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
138.11 |
0.7% |
91% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
138.45 |
0.7% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,800.90 |
2.618 |
18,699.52 |
1.618 |
18,637.40 |
1.000 |
18,599.01 |
0.618 |
18,575.28 |
HIGH |
18,536.89 |
0.618 |
18,513.16 |
0.500 |
18,505.83 |
0.382 |
18,498.50 |
LOW |
18,474.77 |
0.618 |
18,436.38 |
1.000 |
18,412.65 |
1.618 |
18,374.26 |
2.618 |
18,312.14 |
4.250 |
18,210.76 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,519.37 |
18,515.87 |
PP |
18,512.60 |
18,505.59 |
S1 |
18,505.83 |
18,495.32 |
|