Trading Metrics calculated at close of trading on 12-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,464.0 |
3,501.0 |
37.0 |
1.1% |
3,431.0 |
High |
3,507.0 |
3,522.0 |
15.0 |
0.4% |
3,469.0 |
Low |
3,464.0 |
3,501.0 |
37.0 |
1.1% |
3,394.0 |
Close |
3,492.0 |
3,512.0 |
20.0 |
0.6% |
3,447.0 |
Range |
43.0 |
21.0 |
-22.0 |
-51.2% |
75.0 |
ATR |
40.7 |
39.9 |
-0.8 |
-1.9% |
0.0 |
Volume |
1,817,449 |
2,223,957 |
406,508 |
22.4% |
4,348,236 |
|
Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,574.7 |
3,564.3 |
3,523.6 |
|
R3 |
3,553.7 |
3,543.3 |
3,517.8 |
|
R2 |
3,532.7 |
3,532.7 |
3,515.9 |
|
R1 |
3,522.3 |
3,522.3 |
3,513.9 |
3,527.5 |
PP |
3,511.7 |
3,511.7 |
3,511.7 |
3,514.3 |
S1 |
3,501.3 |
3,501.3 |
3,510.1 |
3,506.5 |
S2 |
3,490.7 |
3,490.7 |
3,508.2 |
|
S3 |
3,469.7 |
3,480.3 |
3,506.2 |
|
S4 |
3,448.7 |
3,459.3 |
3,500.5 |
|
|
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 |
3,522.0 |
3,396.0 |
126.0 |
3.6% |
35.0 |
1.0% |
92% |
True |
False |
1,496,145 |
10 |
3,522.0 |
3,361.0 |
161.0 |
4.6% |
34.9 |
1.0% |
94% |
True |
False |
1,203,182 |
20 |
3,522.0 |
3,361.0 |
161.0 |
4.6% |
33.7 |
1.0% |
94% |
True |
False |
967,863 |
40 |
3,525.0 |
3,361.0 |
164.0 |
4.7% |
37.3 |
1.1% |
92% |
False |
False |
922,421 |
60 |
3,592.0 |
3,361.0 |
231.0 |
6.6% |
38.6 |
1.1% |
65% |
False |
False |
874,128 |
80 |
3,601.0 |
3,361.0 |
240.0 |
6.8% |
36.7 |
1.0% |
63% |
False |
False |
754,063 |
100 |
3,634.0 |
3,343.0 |
291.0 |
8.3% |
36.0 |
1.0% |
58% |
False |
False |
603,436 |
120 |
3,634.0 |
3,313.0 |
321.0 |
9.1% |
35.5 |
1.0% |
62% |
False |
False |
502,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,611.3 |
2.618 |
3,577.0 |
1.618 |
3,556.0 |
1.000 |
3,543.0 |
0.618 |
3,535.0 |
HIGH |
3,522.0 |
0.618 |
3,514.0 |
0.500 |
3,511.5 |
0.382 |
3,509.0 |
LOW |
3,501.0 |
0.618 |
3,488.0 |
1.000 |
3,480.0 |
1.618 |
3,467.0 |
2.618 |
3,446.0 |
4.250 |
3,411.8 |
|
|
Fisher Pivots for day following 12-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,511.8 |
3,500.3 |
PP |
3,511.7 |
3,488.7 |
S1 |
3,511.5 |
3,477.0 |
|