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 |
21,820.38 |
21,764.43 |
-55.95 |
-0.3% |
21,912.37 |
High |
21,850.01 |
21,846.63 |
-3.38 |
0.0% |
21,921.09 |
Low |
21,745.71 |
21,731.12 |
-14.59 |
-0.1% |
21,709.63 |
Close |
21,784.78 |
21,797.79 |
13.01 |
0.1% |
21,797.79 |
Range |
104.30 |
115.51 |
11.21 |
10.7% |
211.46 |
ATR |
125.56 |
124.84 |
-0.72 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,138.38 |
22,083.59 |
21,861.32 |
|
R3 |
22,022.87 |
21,968.08 |
21,829.56 |
|
R2 |
21,907.36 |
21,907.36 |
21,818.97 |
|
R1 |
21,852.57 |
21,852.57 |
21,808.38 |
21,879.97 |
PP |
21,791.85 |
21,791.85 |
21,791.85 |
21,805.54 |
S1 |
21,737.06 |
21,737.06 |
21,787.20 |
21,764.46 |
S2 |
21,676.34 |
21,676.34 |
21,776.61 |
|
S3 |
21,560.83 |
21,621.55 |
21,766.02 |
|
S4 |
21,445.32 |
21,506.04 |
21,734.26 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,443.88 |
22,332.30 |
21,914.09 |
|
R3 |
22,232.42 |
22,120.84 |
21,855.94 |
|
R2 |
22,020.96 |
22,020.96 |
21,836.56 |
|
R1 |
21,909.38 |
21,909.38 |
21,817.17 |
21,859.44 |
PP |
21,809.50 |
21,809.50 |
21,809.50 |
21,784.54 |
S1 |
21,697.92 |
21,697.92 |
21,778.41 |
21,647.98 |
S2 |
21,598.04 |
21,598.04 |
21,759.02 |
|
S3 |
21,386.58 |
21,486.46 |
21,739.64 |
|
S4 |
21,175.12 |
21,275.00 |
21,681.49 |
|
|
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% |
110.10 |
0.5% |
27% |
False |
False |
|
10 |
22,038.97 |
21,673.58 |
365.39 |
1.7% |
109.38 |
0.5% |
34% |
False |
False |
|
20 |
22,085.71 |
21,600.34 |
485.37 |
2.2% |
111.41 |
0.5% |
41% |
False |
False |
|
40 |
22,179.11 |
21,471.14 |
707.97 |
3.2% |
97.60 |
0.4% |
46% |
False |
False |
|
60 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
102.26 |
0.5% |
61% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.5% |
102.60 |
0.5% |
77% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
101.95 |
0.5% |
79% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
109.67 |
0.5% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,337.55 |
2.618 |
22,149.04 |
1.618 |
22,033.53 |
1.000 |
21,962.14 |
0.618 |
21,918.02 |
HIGH |
21,846.63 |
0.618 |
21,802.51 |
0.500 |
21,788.88 |
0.382 |
21,775.24 |
LOW |
21,731.12 |
0.618 |
21,659.73 |
1.000 |
21,615.61 |
1.618 |
21,544.22 |
2.618 |
21,428.71 |
4.250 |
21,240.20 |
|
|
Fisher Pivots for day following 08-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
21,794.82 |
21,795.38 |
PP |
21,791.85 |
21,792.97 |
S1 |
21,788.88 |
21,790.57 |
|