Trading Metrics calculated at close of trading on 05-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
21,981.77 |
21,912.37 |
-69.40 |
-0.3% |
21,832.50 |
High |
22,038.97 |
21,921.09 |
-117.88 |
-0.5% |
22,038.97 |
Low |
21,974.91 |
21,709.63 |
-265.28 |
-1.2% |
21,673.58 |
Close |
21,987.56 |
21,753.31 |
-234.25 |
-1.1% |
21,987.56 |
Range |
64.06 |
211.46 |
147.40 |
230.1% |
365.39 |
ATR |
118.19 |
129.60 |
11.41 |
9.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,429.06 |
22,302.64 |
21,869.61 |
|
R3 |
22,217.60 |
22,091.18 |
21,811.46 |
|
R2 |
22,006.14 |
22,006.14 |
21,792.08 |
|
R1 |
21,879.72 |
21,879.72 |
21,772.69 |
21,837.20 |
PP |
21,794.68 |
21,794.68 |
21,794.68 |
21,773.42 |
S1 |
21,668.26 |
21,668.26 |
21,733.93 |
21,625.74 |
S2 |
21,583.22 |
21,583.22 |
21,714.54 |
|
S3 |
21,371.76 |
21,456.80 |
21,695.16 |
|
S4 |
21,160.30 |
21,245.34 |
21,637.01 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,996.21 |
22,857.27 |
22,188.52 |
|
R3 |
22,630.82 |
22,491.88 |
22,088.04 |
|
R2 |
22,265.43 |
22,265.43 |
22,054.55 |
|
R1 |
22,126.49 |
22,126.49 |
22,021.05 |
22,195.96 |
PP |
21,900.04 |
21,900.04 |
21,900.04 |
21,934.77 |
S1 |
21,761.10 |
21,761.10 |
21,954.07 |
21,830.57 |
S2 |
21,534.65 |
21,534.65 |
21,920.57 |
|
S3 |
21,169.26 |
21,395.71 |
21,887.08 |
|
S4 |
20,803.87 |
21,030.32 |
21,786.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,038.97 |
21,673.58 |
365.39 |
1.7% |
126.24 |
0.6% |
22% |
False |
False |
|
10 |
22,038.97 |
21,673.58 |
365.39 |
1.7% |
115.61 |
0.5% |
22% |
False |
False |
|
20 |
22,179.11 |
21,600.34 |
578.77 |
2.7% |
113.99 |
0.5% |
26% |
False |
False |
|
40 |
22,179.11 |
21,279.30 |
899.81 |
4.1% |
99.01 |
0.5% |
53% |
False |
False |
|
60 |
22,179.11 |
21,186.15 |
992.96 |
4.6% |
102.09 |
0.5% |
57% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.5% |
101.97 |
0.5% |
74% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
103.77 |
0.5% |
76% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
109.43 |
0.5% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,819.80 |
2.618 |
22,474.69 |
1.618 |
22,263.23 |
1.000 |
22,132.55 |
0.618 |
22,051.77 |
HIGH |
21,921.09 |
0.618 |
21,840.31 |
0.500 |
21,815.36 |
0.382 |
21,790.41 |
LOW |
21,709.63 |
0.618 |
21,578.95 |
1.000 |
21,498.17 |
1.618 |
21,367.49 |
2.618 |
21,156.03 |
4.250 |
20,810.93 |
|
|
Fisher Pivots for day following 05-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
21,815.36 |
21,874.30 |
PP |
21,794.68 |
21,833.97 |
S1 |
21,773.99 |
21,793.64 |
|