Trading Metrics calculated at close of trading on 07-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
21,815.76 |
21,820.38 |
4.62 |
0.0% |
21,832.50 |
High |
21,849.24 |
21,850.01 |
0.77 |
0.0% |
22,038.97 |
Low |
21,794.07 |
21,745.71 |
-48.36 |
-0.2% |
21,673.58 |
Close |
21,807.64 |
21,784.78 |
-22.86 |
-0.1% |
21,987.56 |
Range |
55.17 |
104.30 |
49.13 |
89.1% |
365.39 |
ATR |
127.19 |
125.56 |
-1.64 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,106.40 |
22,049.89 |
21,842.15 |
|
R3 |
22,002.10 |
21,945.59 |
21,813.46 |
|
R2 |
21,897.80 |
21,897.80 |
21,803.90 |
|
R1 |
21,841.29 |
21,841.29 |
21,794.34 |
21,817.40 |
PP |
21,793.50 |
21,793.50 |
21,793.50 |
21,781.55 |
S1 |
21,736.99 |
21,736.99 |
21,775.22 |
21,713.10 |
S2 |
21,689.20 |
21,689.20 |
21,765.66 |
|
S3 |
21,584.90 |
21,632.69 |
21,756.10 |
|
S4 |
21,480.60 |
21,528.39 |
21,727.42 |
|
|
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% |
102.05 |
0.5% |
23% |
False |
False |
|
10 |
22,038.97 |
21,673.58 |
365.39 |
1.7% |
108.26 |
0.5% |
30% |
False |
False |
|
20 |
22,085.71 |
21,600.34 |
485.37 |
2.2% |
112.85 |
0.5% |
38% |
False |
False |
|
40 |
22,179.11 |
21,471.14 |
707.97 |
3.2% |
96.12 |
0.4% |
44% |
False |
False |
|
60 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
101.97 |
0.5% |
60% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.5% |
102.42 |
0.5% |
76% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
102.18 |
0.5% |
78% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
109.29 |
0.5% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,293.29 |
2.618 |
22,123.07 |
1.618 |
22,018.77 |
1.000 |
21,954.31 |
0.618 |
21,914.47 |
HIGH |
21,850.01 |
0.618 |
21,810.17 |
0.500 |
21,797.86 |
0.382 |
21,785.55 |
LOW |
21,745.71 |
0.618 |
21,681.25 |
1.000 |
21,641.41 |
1.618 |
21,576.95 |
2.618 |
21,472.65 |
4.250 |
21,302.44 |
|
|
Fisher Pivots for day following 07-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
21,797.86 |
21,815.36 |
PP |
21,793.50 |
21,805.17 |
S1 |
21,789.14 |
21,794.97 |
|