Trading Metrics calculated at close of trading on 13-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,501.0 |
3,509.0 |
8.0 |
0.2% |
3,431.0 |
High |
3,522.0 |
3,530.0 |
8.0 |
0.2% |
3,469.0 |
Low |
3,501.0 |
3,503.0 |
2.0 |
0.1% |
3,394.0 |
Close |
3,512.0 |
3,527.0 |
15.0 |
0.4% |
3,447.0 |
Range |
21.0 |
27.0 |
6.0 |
28.6% |
75.0 |
ATR |
39.9 |
39.0 |
-0.9 |
-2.3% |
0.0 |
Volume |
2,223,957 |
1,852,855 |
-371,102 |
-16.7% |
4,348,236 |
|
Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,601.0 |
3,591.0 |
3,541.9 |
|
R3 |
3,574.0 |
3,564.0 |
3,534.4 |
|
R2 |
3,547.0 |
3,547.0 |
3,532.0 |
|
R1 |
3,537.0 |
3,537.0 |
3,529.5 |
3,542.0 |
PP |
3,520.0 |
3,520.0 |
3,520.0 |
3,522.5 |
S1 |
3,510.0 |
3,510.0 |
3,524.5 |
3,515.0 |
S2 |
3,493.0 |
3,493.0 |
3,522.1 |
|
S3 |
3,466.0 |
3,483.0 |
3,519.6 |
|
S4 |
3,439.0 |
3,456.0 |
3,512.2 |
|
|
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 |
3,530.0 |
3,432.0 |
98.0 |
2.8% |
28.6 |
0.8% |
97% |
True |
False |
1,677,947 |
10 |
3,530.0 |
3,394.0 |
136.0 |
3.9% |
33.2 |
0.9% |
98% |
True |
False |
1,262,175 |
20 |
3,530.0 |
3,361.0 |
169.0 |
4.8% |
33.9 |
1.0% |
98% |
True |
False |
1,027,200 |
40 |
3,530.0 |
3,361.0 |
169.0 |
4.8% |
36.7 |
1.0% |
98% |
True |
False |
943,514 |
60 |
3,592.0 |
3,361.0 |
231.0 |
6.5% |
38.4 |
1.1% |
72% |
False |
False |
893,743 |
80 |
3,601.0 |
3,361.0 |
240.0 |
6.8% |
36.8 |
1.0% |
69% |
False |
False |
777,184 |
100 |
3,634.0 |
3,361.0 |
273.0 |
7.7% |
35.9 |
1.0% |
61% |
False |
False |
621,957 |
120 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
35.4 |
1.0% |
66% |
False |
False |
518,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,644.8 |
2.618 |
3,600.7 |
1.618 |
3,573.7 |
1.000 |
3,557.0 |
0.618 |
3,546.7 |
HIGH |
3,530.0 |
0.618 |
3,519.7 |
0.500 |
3,516.5 |
0.382 |
3,513.3 |
LOW |
3,503.0 |
0.618 |
3,486.3 |
1.000 |
3,476.0 |
1.618 |
3,459.3 |
2.618 |
3,432.3 |
4.250 |
3,388.3 |
|
|
Fisher Pivots for day following 13-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,523.5 |
3,517.0 |
PP |
3,520.0 |
3,507.0 |
S1 |
3,516.5 |
3,497.0 |
|