Trading Metrics calculated at close of trading on 15-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
6,001.75 |
5,965.25 |
-36.50 |
-0.6% |
5,928.75 |
High |
6,002.50 |
5,978.25 |
-24.25 |
-0.4% |
6,005.25 |
Low |
5,963.50 |
5,945.25 |
-18.25 |
-0.3% |
5,928.75 |
Close |
5,966.25 |
5,973.85 |
7.60 |
0.1% |
5,973.85 |
Range |
39.00 |
33.00 |
-6.00 |
-15.4% |
76.50 |
ATR |
62.33 |
60.24 |
-2.10 |
-3.4% |
0.00 |
Volume |
72,484 |
7,727 |
-64,757 |
-89.3% |
441,997 |
|
Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,064.75 |
6,052.25 |
5,992.00 |
|
R3 |
6,031.75 |
6,019.25 |
5,983.00 |
|
R2 |
5,998.75 |
5,998.75 |
5,980.00 |
|
R1 |
5,986.25 |
5,986.25 |
5,977.00 |
5,992.50 |
PP |
5,965.75 |
5,965.75 |
5,965.75 |
5,969.00 |
S1 |
5,953.25 |
5,953.25 |
5,970.75 |
5,959.50 |
S2 |
5,932.75 |
5,932.75 |
5,967.75 |
|
S3 |
5,899.75 |
5,920.25 |
5,964.75 |
|
S4 |
5,866.75 |
5,887.25 |
5,955.75 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,198.75 |
6,162.75 |
6,016.00 |
|
R3 |
6,122.25 |
6,086.25 |
5,995.00 |
|
R2 |
6,045.75 |
6,045.75 |
5,988.00 |
|
R1 |
6,009.75 |
6,009.75 |
5,980.75 |
6,027.75 |
PP |
5,969.25 |
5,969.25 |
5,969.25 |
5,978.25 |
S1 |
5,933.25 |
5,933.25 |
5,966.75 |
5,951.25 |
S2 |
5,892.75 |
5,892.75 |
5,959.75 |
|
S3 |
5,816.25 |
5,856.75 |
5,952.75 |
|
S4 |
5,739.75 |
5,780.25 |
5,931.75 |
|
|
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 |
5,928.75 |
76.50 |
1.3% |
40.25 |
0.7% |
59% |
False |
False |
88,399 |
10 |
6,019.75 |
5,889.50 |
130.25 |
2.2% |
51.25 |
0.9% |
65% |
False |
False |
198,576 |
20 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
60.00 |
1.0% |
83% |
False |
False |
258,527 |
40 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
64.75 |
1.1% |
83% |
False |
False |
286,963 |
60 |
6,019.75 |
5,560.25 |
459.50 |
7.7% |
68.50 |
1.1% |
90% |
False |
False |
291,278 |
80 |
6,019.75 |
5,560.25 |
459.50 |
7.7% |
68.25 |
1.1% |
90% |
False |
False |
267,671 |
100 |
6,019.75 |
5,540.50 |
479.25 |
8.0% |
63.25 |
1.1% |
90% |
False |
False |
214,198 |
120 |
6,019.75 |
5,353.75 |
666.00 |
11.1% |
60.25 |
1.0% |
93% |
False |
False |
178,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,118.50 |
2.618 |
6,064.75 |
1.618 |
6,031.75 |
1.000 |
6,011.25 |
0.618 |
5,998.75 |
HIGH |
5,978.25 |
0.618 |
5,965.75 |
0.500 |
5,961.75 |
0.382 |
5,957.75 |
LOW |
5,945.25 |
0.618 |
5,924.75 |
1.000 |
5,912.25 |
1.618 |
5,891.75 |
2.618 |
5,858.75 |
4.250 |
5,805.00 |
|
|
Fisher Pivots for day following 15-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,969.75 |
5,975.25 |
PP |
5,965.75 |
5,974.75 |
S1 |
5,961.75 |
5,974.25 |
|