| 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 |
19,400 |
19,270 |
-130 |
-0.7% |
19,355 |
| High |
19,540 |
19,405 |
-135 |
-0.7% |
19,665 |
| Low |
19,190 |
19,180 |
-10 |
-0.1% |
18,980 |
| Close |
19,275 |
19,385 |
110 |
0.6% |
19,615 |
| Range |
350 |
225 |
-125 |
-35.7% |
685 |
| ATR |
191 |
193 |
2 |
1.3% |
0 |
| Volume |
27,885 |
13,802 |
-14,083 |
-50.5% |
6,888 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,998 |
19,917 |
19,509 |
|
| R3 |
19,773 |
19,692 |
19,447 |
|
| R2 |
19,548 |
19,548 |
19,426 |
|
| R1 |
19,467 |
19,467 |
19,406 |
19,508 |
| PP |
19,323 |
19,323 |
19,323 |
19,344 |
| S1 |
19,242 |
19,242 |
19,365 |
19,283 |
| S2 |
19,098 |
19,098 |
19,344 |
|
| S3 |
18,873 |
19,017 |
19,323 |
|
| S4 |
18,648 |
18,792 |
19,261 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,475 |
21,230 |
19,992 |
|
| R3 |
20,790 |
20,545 |
19,804 |
|
| R2 |
20,105 |
20,105 |
19,741 |
|
| R1 |
19,860 |
19,860 |
19,678 |
19,983 |
| PP |
19,420 |
19,420 |
19,420 |
19,481 |
| S1 |
19,175 |
19,175 |
19,552 |
19,298 |
| S2 |
18,735 |
18,735 |
19,490 |
|
| S3 |
18,050 |
18,490 |
19,427 |
|
| S4 |
17,365 |
17,805 |
19,238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,665 |
19,180 |
485 |
2.5% |
198 |
1.0% |
42% |
False |
True |
9,626 |
| 10 |
19,665 |
18,980 |
685 |
3.5% |
204 |
1.1% |
59% |
False |
False |
4,870 |
| 20 |
19,800 |
18,980 |
820 |
4.2% |
210 |
1.1% |
49% |
False |
False |
2,458 |
| 40 |
20,115 |
18,980 |
1,135 |
5.9% |
139 |
0.7% |
36% |
False |
False |
1,229 |
| 60 |
20,235 |
18,980 |
1,255 |
6.5% |
123 |
0.6% |
32% |
False |
False |
820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,361 |
|
2.618 |
19,994 |
|
1.618 |
19,769 |
|
1.000 |
19,630 |
|
0.618 |
19,544 |
|
HIGH |
19,405 |
|
0.618 |
19,319 |
|
0.500 |
19,293 |
|
0.382 |
19,266 |
|
LOW |
19,180 |
|
0.618 |
19,041 |
|
1.000 |
18,955 |
|
1.618 |
18,816 |
|
2.618 |
18,591 |
|
4.250 |
18,224 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,354 |
19,423 |
| PP |
19,323 |
19,410 |
| S1 |
19,293 |
19,398 |
|