| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,061.5 |
12,110.5 |
49.0 |
0.4% |
12,139.0 |
| High |
12,189.5 |
12,209.0 |
19.5 |
0.2% |
12,189.5 |
| Low |
12,060.0 |
12,038.5 |
-21.5 |
-0.2% |
11,863.0 |
| Close |
12,142.5 |
12,117.0 |
-25.5 |
-0.2% |
12,142.5 |
| Range |
129.5 |
170.5 |
41.0 |
31.7% |
326.5 |
| ATR |
142.0 |
144.0 |
2.0 |
1.4% |
0.0 |
| Volume |
48,141 |
111,775 |
63,634 |
132.2% |
424,652 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,633.0 |
12,545.5 |
12,210.8 |
|
| R3 |
12,462.5 |
12,375.0 |
12,163.9 |
|
| R2 |
12,292.0 |
12,292.0 |
12,148.3 |
|
| R1 |
12,204.5 |
12,204.5 |
12,132.6 |
12,248.3 |
| PP |
12,121.5 |
12,121.5 |
12,121.5 |
12,143.4 |
| S1 |
12,034.0 |
12,034.0 |
12,101.4 |
12,077.8 |
| S2 |
11,951.0 |
11,951.0 |
12,085.7 |
|
| S3 |
11,780.5 |
11,863.5 |
12,070.1 |
|
| S4 |
11,610.0 |
11,693.0 |
12,023.2 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,044.5 |
12,920.0 |
12,322.1 |
|
| R3 |
12,718.0 |
12,593.5 |
12,232.3 |
|
| R2 |
12,391.5 |
12,391.5 |
12,202.4 |
|
| R1 |
12,267.0 |
12,267.0 |
12,172.4 |
12,329.3 |
| PP |
12,065.0 |
12,065.0 |
12,065.0 |
12,096.1 |
| S1 |
11,940.5 |
11,940.5 |
12,112.6 |
12,002.8 |
| S2 |
11,738.5 |
11,738.5 |
12,082.6 |
|
| S3 |
11,412.0 |
11,614.0 |
12,052.7 |
|
| S4 |
11,085.5 |
11,287.5 |
11,962.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,209.0 |
11,863.0 |
346.0 |
2.9% |
129.9 |
1.1% |
73% |
True |
False |
81,169 |
| 10 |
12,267.0 |
11,863.0 |
404.0 |
3.3% |
123.9 |
1.0% |
63% |
False |
False |
82,684 |
| 20 |
12,325.5 |
11,863.0 |
462.5 |
3.8% |
131.5 |
1.1% |
55% |
False |
False |
85,233 |
| 40 |
12,672.0 |
11,863.0 |
809.0 |
6.7% |
135.7 |
1.1% |
31% |
False |
False |
81,966 |
| 60 |
12,948.5 |
11,863.0 |
1,085.5 |
9.0% |
136.8 |
1.1% |
23% |
False |
False |
80,573 |
| 80 |
12,948.5 |
11,863.0 |
1,085.5 |
9.0% |
126.6 |
1.0% |
23% |
False |
False |
61,235 |
| 100 |
12,948.5 |
11,863.0 |
1,085.5 |
9.0% |
122.3 |
1.0% |
23% |
False |
False |
49,032 |
| 120 |
12,948.5 |
11,863.0 |
1,085.5 |
9.0% |
118.3 |
1.0% |
23% |
False |
False |
40,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,933.6 |
|
2.618 |
12,655.4 |
|
1.618 |
12,484.9 |
|
1.000 |
12,379.5 |
|
0.618 |
12,314.4 |
|
HIGH |
12,209.0 |
|
0.618 |
12,143.9 |
|
0.500 |
12,123.8 |
|
0.382 |
12,103.6 |
|
LOW |
12,038.5 |
|
0.618 |
11,933.1 |
|
1.000 |
11,868.0 |
|
1.618 |
11,762.6 |
|
2.618 |
11,592.1 |
|
4.250 |
11,313.9 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,123.8 |
12,118.8 |
| PP |
12,121.5 |
12,118.2 |
| S1 |
12,119.3 |
12,117.6 |
|