Trading Metrics calculated at close of trading on 14-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
5,999.00 |
6,001.75 |
2.75 |
0.0% |
5,956.50 |
High |
6,005.25 |
6,002.50 |
-2.75 |
0.0% |
5,984.75 |
Low |
5,975.50 |
5,963.50 |
-12.00 |
-0.2% |
5,889.50 |
Close |
6,002.00 |
5,966.25 |
-35.75 |
-0.6% |
5,916.25 |
Range |
29.75 |
39.00 |
9.25 |
31.1% |
95.25 |
ATR |
64.13 |
62.33 |
-1.79 |
-2.8% |
0.00 |
Volume |
76,177 |
72,484 |
-3,693 |
-4.8% |
1,313,915 |
|
Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,094.50 |
6,069.25 |
5,987.75 |
|
R3 |
6,055.50 |
6,030.25 |
5,977.00 |
|
R2 |
6,016.50 |
6,016.50 |
5,973.50 |
|
R1 |
5,991.25 |
5,991.25 |
5,969.75 |
5,984.50 |
PP |
5,977.50 |
5,977.50 |
5,977.50 |
5,974.00 |
S1 |
5,952.25 |
5,952.25 |
5,962.75 |
5,945.50 |
S2 |
5,938.50 |
5,938.50 |
5,959.00 |
|
S3 |
5,899.50 |
5,913.25 |
5,955.50 |
|
S4 |
5,860.50 |
5,874.25 |
5,944.75 |
|
|
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 |
6,005.25 |
5,907.50 |
97.75 |
1.6% |
46.50 |
0.8% |
60% |
False |
False |
125,045 |
10 |
6,019.75 |
5,889.50 |
130.25 |
2.2% |
54.50 |
0.9% |
59% |
False |
False |
225,187 |
20 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
65.25 |
1.1% |
80% |
False |
False |
283,736 |
40 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
65.00 |
1.1% |
80% |
False |
False |
293,404 |
60 |
6,019.75 |
5,560.25 |
459.50 |
7.7% |
69.50 |
1.2% |
88% |
False |
False |
296,469 |
80 |
6,019.75 |
5,560.25 |
459.50 |
7.7% |
68.25 |
1.1% |
88% |
False |
False |
267,579 |
100 |
6,019.75 |
5,505.00 |
514.75 |
8.6% |
63.50 |
1.1% |
90% |
False |
False |
214,123 |
120 |
6,019.75 |
5,320.00 |
699.75 |
11.7% |
60.50 |
1.0% |
92% |
False |
False |
178,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,168.25 |
2.618 |
6,104.50 |
1.618 |
6,065.50 |
1.000 |
6,041.50 |
0.618 |
6,026.50 |
HIGH |
6,002.50 |
0.618 |
5,987.50 |
0.500 |
5,983.00 |
0.382 |
5,978.50 |
LOW |
5,963.50 |
0.618 |
5,939.50 |
1.000 |
5,924.50 |
1.618 |
5,900.50 |
2.618 |
5,861.50 |
4.250 |
5,797.75 |
|
|
Fisher Pivots for day following 14-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,983.00 |
5,984.50 |
PP |
5,977.50 |
5,978.25 |
S1 |
5,971.75 |
5,972.25 |
|