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 |
1,405.8 |
1,414.1 |
8.3 |
0.6% |
1,418.0 |
High |
1,417.1 |
1,424.7 |
7.6 |
0.5% |
1,419.5 |
Low |
1,405.8 |
1,414.1 |
8.3 |
0.6% |
1,393.0 |
Close |
1,416.7 |
1,423.4 |
6.7 |
0.5% |
1,403.0 |
Range |
11.3 |
10.6 |
-0.7 |
-6.2% |
26.5 |
ATR |
15.5 |
15.2 |
-0.4 |
-2.3% |
0.0 |
Volume |
60,703 |
78,850 |
18,147 |
29.9% |
470,093 |
|
Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,452.5 |
1,448.5 |
1,429.3 |
|
R3 |
1,442.0 |
1,438.0 |
1,426.3 |
|
R2 |
1,431.3 |
1,431.3 |
1,425.3 |
|
R1 |
1,427.3 |
1,427.3 |
1,424.3 |
1,429.3 |
PP |
1,420.8 |
1,420.8 |
1,420.8 |
1,421.8 |
S1 |
1,416.8 |
1,416.8 |
1,422.5 |
1,418.8 |
S2 |
1,410.3 |
1,410.3 |
1,421.5 |
|
S3 |
1,399.5 |
1,406.3 |
1,420.5 |
|
S4 |
1,389.0 |
1,395.5 |
1,417.5 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.8 |
1,470.3 |
1,417.5 |
|
R3 |
1,458.3 |
1,443.8 |
1,410.3 |
|
R2 |
1,431.8 |
1,431.8 |
1,407.8 |
|
R1 |
1,417.3 |
1,417.3 |
1,405.5 |
1,411.3 |
PP |
1,405.3 |
1,405.3 |
1,405.3 |
1,402.0 |
S1 |
1,390.8 |
1,390.8 |
1,400.5 |
1,384.8 |
S2 |
1,378.8 |
1,378.8 |
1,398.3 |
|
S3 |
1,352.3 |
1,364.3 |
1,395.8 |
|
S4 |
1,325.8 |
1,337.8 |
1,388.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,424.7 |
1,393.0 |
31.7 |
2.2% |
11.5 |
0.8% |
96% |
True |
False |
97,275 |
10 |
1,424.7 |
1,368.4 |
56.3 |
4.0% |
14.3 |
1.0% |
98% |
True |
False |
102,081 |
20 |
1,424.7 |
1,348.8 |
75.9 |
5.3% |
15.3 |
1.1% |
98% |
True |
False |
102,688 |
40 |
1,452.3 |
1,348.8 |
103.5 |
7.3% |
15.3 |
1.1% |
72% |
False |
False |
103,543 |
60 |
1,452.3 |
1,348.8 |
103.5 |
7.3% |
16.0 |
1.1% |
72% |
False |
False |
106,902 |
80 |
1,452.3 |
1,348.8 |
103.5 |
7.3% |
15.8 |
1.1% |
72% |
False |
False |
97,986 |
100 |
1,452.3 |
1,344.3 |
108.0 |
7.6% |
14.5 |
1.0% |
73% |
False |
False |
78,412 |
120 |
1,452.3 |
1,339.5 |
112.8 |
7.9% |
13.5 |
1.0% |
74% |
False |
False |
65,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,469.8 |
2.618 |
1,452.5 |
1.618 |
1,441.8 |
1.000 |
1,435.3 |
0.618 |
1,431.3 |
HIGH |
1,424.8 |
0.618 |
1,420.8 |
0.500 |
1,419.5 |
0.382 |
1,418.3 |
LOW |
1,414.0 |
0.618 |
1,407.5 |
1.000 |
1,403.5 |
1.618 |
1,397.0 |
2.618 |
1,386.3 |
4.250 |
1,369.0 |
|
|
Fisher Pivots for day following 12-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,422.0 |
1,418.5 |
PP |
1,420.8 |
1,413.8 |
S1 |
1,419.5 |
1,408.8 |
|