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 |
5,969.25 |
5,928.75 |
-40.50 |
-0.7% |
5,956.50 |
High |
5,972.00 |
5,991.75 |
19.75 |
0.3% |
5,984.75 |
Low |
5,907.50 |
5,928.75 |
21.25 |
0.4% |
5,889.50 |
Close |
5,916.25 |
5,982.50 |
66.25 |
1.1% |
5,916.25 |
Range |
64.50 |
63.00 |
-1.50 |
-2.3% |
95.25 |
ATR |
68.61 |
69.10 |
0.49 |
0.7% |
0.00 |
Volume |
190,958 |
160,000 |
-30,958 |
-16.2% |
1,313,915 |
|
Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,156.75 |
6,132.50 |
6,017.25 |
|
R3 |
6,093.75 |
6,069.50 |
5,999.75 |
|
R2 |
6,030.75 |
6,030.75 |
5,994.00 |
|
R1 |
6,006.50 |
6,006.50 |
5,988.25 |
6,018.50 |
PP |
5,967.75 |
5,967.75 |
5,967.75 |
5,973.75 |
S1 |
5,943.50 |
5,943.50 |
5,976.75 |
5,955.50 |
S2 |
5,904.75 |
5,904.75 |
5,971.00 |
|
S3 |
5,841.75 |
5,880.50 |
5,965.25 |
|
S4 |
5,778.75 |
5,817.50 |
5,947.75 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,216.00 |
6,161.25 |
5,968.75 |
|
R3 |
6,120.75 |
6,066.00 |
5,942.50 |
|
R2 |
6,025.50 |
6,025.50 |
5,933.75 |
|
R1 |
5,970.75 |
5,970.75 |
5,925.00 |
5,950.50 |
PP |
5,930.25 |
5,930.25 |
5,930.25 |
5,920.00 |
S1 |
5,875.50 |
5,875.50 |
5,907.50 |
5,855.25 |
S2 |
5,835.00 |
5,835.00 |
5,898.75 |
|
S3 |
5,739.75 |
5,780.25 |
5,890.00 |
|
S4 |
5,644.50 |
5,685.00 |
5,863.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,991.75 |
5,889.50 |
102.25 |
1.7% |
65.75 |
1.1% |
91% |
True |
False |
294,783 |
10 |
6,019.75 |
5,777.25 |
242.50 |
4.1% |
67.50 |
1.1% |
85% |
False |
False |
280,233 |
20 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
68.75 |
1.1% |
86% |
False |
False |
310,286 |
40 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
66.00 |
1.1% |
86% |
False |
False |
303,977 |
60 |
6,019.75 |
5,560.25 |
459.50 |
7.7% |
71.50 |
1.2% |
92% |
False |
False |
307,389 |
80 |
6,019.75 |
5,557.00 |
462.75 |
7.7% |
69.50 |
1.2% |
92% |
False |
False |
264,170 |
100 |
6,019.75 |
5,400.50 |
619.25 |
10.4% |
63.75 |
1.1% |
94% |
False |
False |
211,384 |
120 |
6,019.75 |
5,318.00 |
701.75 |
11.7% |
60.75 |
1.0% |
95% |
False |
False |
176,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,259.50 |
2.618 |
6,156.75 |
1.618 |
6,093.75 |
1.000 |
6,054.75 |
0.618 |
6,030.75 |
HIGH |
5,991.75 |
0.618 |
5,967.75 |
0.500 |
5,960.25 |
0.382 |
5,952.75 |
LOW |
5,928.75 |
0.618 |
5,889.75 |
1.000 |
5,865.75 |
1.618 |
5,826.75 |
2.618 |
5,763.75 |
4.250 |
5,661.00 |
|
|
Fisher Pivots for day following 11-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,975.00 |
5,971.50 |
PP |
5,967.75 |
5,960.50 |
S1 |
5,960.25 |
5,949.50 |
|