Trading Metrics calculated at close of trading on 06-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
21,912.37 |
21,815.76 |
-96.61 |
-0.4% |
21,832.50 |
High |
21,921.09 |
21,849.24 |
-71.85 |
-0.3% |
22,038.97 |
Low |
21,709.63 |
21,794.07 |
84.44 |
0.4% |
21,673.58 |
Close |
21,753.31 |
21,807.64 |
54.33 |
0.2% |
21,987.56 |
Range |
211.46 |
55.17 |
-156.29 |
-73.9% |
365.39 |
ATR |
129.60 |
127.19 |
-2.40 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,982.49 |
21,950.24 |
21,837.98 |
|
R3 |
21,927.32 |
21,895.07 |
21,822.81 |
|
R2 |
21,872.15 |
21,872.15 |
21,817.75 |
|
R1 |
21,839.90 |
21,839.90 |
21,812.70 |
21,828.44 |
PP |
21,816.98 |
21,816.98 |
21,816.98 |
21,811.26 |
S1 |
21,784.73 |
21,784.73 |
21,802.58 |
21,773.27 |
S2 |
21,761.81 |
21,761.81 |
21,797.53 |
|
S3 |
21,706.64 |
21,729.56 |
21,792.47 |
|
S4 |
21,651.47 |
21,674.39 |
21,777.30 |
|
|
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 |
21,709.63 |
329.34 |
1.5% |
96.15 |
0.4% |
30% |
False |
False |
|
10 |
22,038.97 |
21,673.58 |
365.39 |
1.7% |
103.65 |
0.5% |
37% |
False |
False |
|
20 |
22,085.71 |
21,600.34 |
485.37 |
2.2% |
110.66 |
0.5% |
43% |
False |
False |
|
40 |
22,179.11 |
21,467.93 |
711.18 |
3.3% |
96.34 |
0.4% |
48% |
False |
False |
|
60 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
101.49 |
0.5% |
62% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.5% |
102.08 |
0.5% |
77% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
102.73 |
0.5% |
79% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
109.00 |
0.5% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,083.71 |
2.618 |
21,993.68 |
1.618 |
21,938.51 |
1.000 |
21,904.41 |
0.618 |
21,883.34 |
HIGH |
21,849.24 |
0.618 |
21,828.17 |
0.500 |
21,821.66 |
0.382 |
21,815.14 |
LOW |
21,794.07 |
0.618 |
21,759.97 |
1.000 |
21,738.90 |
1.618 |
21,704.80 |
2.618 |
21,649.63 |
4.250 |
21,559.60 |
|
|
Fisher Pivots for day following 06-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
21,821.66 |
21,874.30 |
PP |
21,816.98 |
21,852.08 |
S1 |
21,812.31 |
21,829.86 |
|