Trading Metrics calculated at close of trading on 11-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,438.0 |
3,464.0 |
26.0 |
0.8% |
3,431.0 |
High |
3,453.0 |
3,507.0 |
54.0 |
1.6% |
3,469.0 |
Low |
3,432.0 |
3,464.0 |
32.0 |
0.9% |
3,394.0 |
Close |
3,447.0 |
3,492.0 |
45.0 |
1.3% |
3,447.0 |
Range |
21.0 |
43.0 |
22.0 |
104.8% |
75.0 |
ATR |
39.2 |
40.7 |
1.5 |
3.8% |
0.0 |
Volume |
1,073,851 |
1,817,449 |
743,598 |
69.2% |
4,348,236 |
|
Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,616.7 |
3,597.3 |
3,515.7 |
|
R3 |
3,573.7 |
3,554.3 |
3,503.8 |
|
R2 |
3,530.7 |
3,530.7 |
3,499.9 |
|
R1 |
3,511.3 |
3,511.3 |
3,495.9 |
3,521.0 |
PP |
3,487.7 |
3,487.7 |
3,487.7 |
3,492.5 |
S1 |
3,468.3 |
3,468.3 |
3,488.1 |
3,478.0 |
S2 |
3,444.7 |
3,444.7 |
3,484.1 |
|
S3 |
3,401.7 |
3,425.3 |
3,480.2 |
|
S4 |
3,358.7 |
3,382.3 |
3,468.4 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,661.7 |
3,629.3 |
3,488.3 |
|
R3 |
3,586.7 |
3,554.3 |
3,467.6 |
|
R2 |
3,511.7 |
3,511.7 |
3,460.8 |
|
R1 |
3,479.3 |
3,479.3 |
3,453.9 |
3,495.5 |
PP |
3,436.7 |
3,436.7 |
3,436.7 |
3,444.8 |
S1 |
3,404.3 |
3,404.3 |
3,440.1 |
3,420.5 |
S2 |
3,361.7 |
3,361.7 |
3,433.3 |
|
S3 |
3,286.7 |
3,329.3 |
3,426.4 |
|
S4 |
3,211.7 |
3,254.3 |
3,405.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,507.0 |
3,394.0 |
113.0 |
3.2% |
41.6 |
1.2% |
87% |
True |
False |
1,233,137 |
10 |
3,507.0 |
3,361.0 |
146.0 |
4.2% |
35.6 |
1.0% |
90% |
True |
False |
1,031,295 |
20 |
3,507.0 |
3,361.0 |
146.0 |
4.2% |
34.7 |
1.0% |
90% |
True |
False |
900,162 |
40 |
3,531.0 |
3,361.0 |
170.0 |
4.9% |
37.6 |
1.1% |
77% |
False |
False |
882,067 |
60 |
3,592.0 |
3,361.0 |
231.0 |
6.6% |
38.7 |
1.1% |
57% |
False |
False |
854,943 |
80 |
3,601.0 |
3,361.0 |
240.0 |
6.9% |
36.7 |
1.1% |
55% |
False |
False |
726,329 |
100 |
3,634.0 |
3,335.0 |
299.0 |
8.6% |
36.1 |
1.0% |
53% |
False |
False |
581,198 |
120 |
3,634.0 |
3,313.0 |
321.0 |
9.2% |
35.8 |
1.0% |
56% |
False |
False |
484,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,689.8 |
2.618 |
3,619.6 |
1.618 |
3,576.6 |
1.000 |
3,550.0 |
0.618 |
3,533.6 |
HIGH |
3,507.0 |
0.618 |
3,490.6 |
0.500 |
3,485.5 |
0.382 |
3,480.4 |
LOW |
3,464.0 |
0.618 |
3,437.4 |
1.000 |
3,421.0 |
1.618 |
3,394.4 |
2.618 |
3,351.4 |
4.250 |
3,281.3 |
|
|
Fisher Pivots for day following 11-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,489.8 |
3,484.5 |
PP |
3,487.7 |
3,477.0 |
S1 |
3,485.5 |
3,469.5 |
|