Trading Metrics calculated at close of trading on 01-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
21,936.01 |
21,981.77 |
45.76 |
0.2% |
21,832.50 |
High |
21,985.76 |
22,038.97 |
53.21 |
0.2% |
22,038.97 |
Low |
21,910.50 |
21,974.91 |
64.41 |
0.3% |
21,673.58 |
Close |
21,948.10 |
21,987.56 |
39.46 |
0.2% |
21,987.56 |
Range |
75.26 |
64.06 |
-11.20 |
-14.9% |
365.39 |
ATR |
120.29 |
118.19 |
-2.10 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,192.66 |
22,154.17 |
22,022.79 |
|
R3 |
22,128.60 |
22,090.11 |
22,005.18 |
|
R2 |
22,064.54 |
22,064.54 |
21,999.30 |
|
R1 |
22,026.05 |
22,026.05 |
21,993.43 |
22,045.30 |
PP |
22,000.48 |
22,000.48 |
22,000.48 |
22,010.10 |
S1 |
21,961.99 |
21,961.99 |
21,981.69 |
21,981.24 |
S2 |
21,936.42 |
21,936.42 |
21,975.82 |
|
S3 |
21,872.36 |
21,897.93 |
21,969.94 |
|
S4 |
21,808.30 |
21,833.87 |
21,952.33 |
|
|
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% |
102.66 |
0.5% |
86% |
True |
False |
|
10 |
22,038.97 |
21,600.34 |
438.63 |
2.0% |
106.30 |
0.5% |
88% |
True |
False |
|
20 |
22,179.11 |
21,600.34 |
578.77 |
2.6% |
105.38 |
0.5% |
67% |
False |
False |
|
40 |
22,179.11 |
21,279.30 |
899.81 |
4.1% |
95.61 |
0.4% |
79% |
False |
False |
|
60 |
22,179.11 |
21,159.45 |
1,019.66 |
4.6% |
101.00 |
0.5% |
81% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.4% |
101.00 |
0.5% |
88% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
102.55 |
0.5% |
89% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
108.65 |
0.5% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,311.23 |
2.618 |
22,206.68 |
1.618 |
22,142.62 |
1.000 |
22,103.03 |
0.618 |
22,078.56 |
HIGH |
22,038.97 |
0.618 |
22,014.50 |
0.500 |
22,006.94 |
0.382 |
21,999.38 |
LOW |
21,974.91 |
0.618 |
21,935.32 |
1.000 |
21,910.85 |
1.618 |
21,871.26 |
2.618 |
21,807.20 |
4.250 |
21,702.66 |
|
|
Fisher Pivots for day following 01-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,006.94 |
21,971.45 |
PP |
22,000.48 |
21,955.33 |
S1 |
21,994.02 |
21,939.22 |
|