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 |
1,354.0 |
1,341.5 |
-12.5 |
-0.9% |
1,339.7 |
High |
1,362.4 |
1,344.6 |
-17.8 |
-1.3% |
1,362.4 |
Low |
1,347.1 |
1,330.6 |
-16.5 |
-1.2% |
1,331.1 |
Close |
1,351.2 |
1,335.7 |
-15.5 |
-1.1% |
1,351.2 |
Range |
15.3 |
14.0 |
-1.3 |
-8.5% |
31.3 |
ATR |
15.2 |
15.6 |
0.4 |
2.6% |
0.0 |
Volume |
386,646 |
303,112 |
-83,534 |
-21.6% |
1,427,947 |
|
Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.0 |
1,371.3 |
1,343.4 |
|
R3 |
1,365.0 |
1,357.3 |
1,339.6 |
|
R2 |
1,351.0 |
1,351.0 |
1,338.3 |
|
R1 |
1,343.3 |
1,343.3 |
1,337.0 |
1,340.2 |
PP |
1,337.0 |
1,337.0 |
1,337.0 |
1,335.4 |
S1 |
1,329.3 |
1,329.3 |
1,334.4 |
1,326.2 |
S2 |
1,323.0 |
1,323.0 |
1,333.1 |
|
S3 |
1,309.0 |
1,315.3 |
1,331.9 |
|
S4 |
1,295.0 |
1,301.3 |
1,328.0 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,442.1 |
1,428.0 |
1,368.4 |
|
R3 |
1,410.8 |
1,396.7 |
1,359.8 |
|
R2 |
1,379.5 |
1,379.5 |
1,356.9 |
|
R1 |
1,365.4 |
1,365.4 |
1,354.1 |
1,372.5 |
PP |
1,348.2 |
1,348.2 |
1,348.2 |
1,351.8 |
S1 |
1,334.1 |
1,334.1 |
1,348.3 |
1,341.2 |
S2 |
1,316.9 |
1,316.9 |
1,345.5 |
|
S3 |
1,285.6 |
1,302.8 |
1,342.6 |
|
S4 |
1,254.3 |
1,271.5 |
1,334.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,362.4 |
1,330.6 |
31.8 |
2.4% |
15.5 |
1.2% |
16% |
False |
True |
346,211 |
10 |
1,362.4 |
1,297.0 |
65.4 |
4.9% |
16.9 |
1.3% |
59% |
False |
False |
366,209 |
20 |
1,362.4 |
1,272.7 |
89.7 |
6.7% |
15.2 |
1.1% |
70% |
False |
False |
327,938 |
40 |
1,362.4 |
1,234.9 |
127.5 |
9.5% |
13.4 |
1.0% |
79% |
False |
False |
240,620 |
60 |
1,362.4 |
1,211.1 |
151.3 |
11.3% |
12.9 |
1.0% |
82% |
False |
False |
166,351 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.3% |
12.9 |
1.0% |
82% |
False |
False |
125,886 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.3% |
12.6 |
0.9% |
82% |
False |
False |
101,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.1 |
2.618 |
1,381.3 |
1.618 |
1,367.3 |
1.000 |
1,358.6 |
0.618 |
1,353.3 |
HIGH |
1,344.6 |
0.618 |
1,339.3 |
0.500 |
1,337.6 |
0.382 |
1,335.9 |
LOW |
1,330.6 |
0.618 |
1,321.9 |
1.000 |
1,316.6 |
1.618 |
1,307.9 |
2.618 |
1,293.9 |
4.250 |
1,271.1 |
|
|
Fisher Pivots for day following 11-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,337.6 |
1,346.5 |
PP |
1,337.0 |
1,342.9 |
S1 |
1,336.3 |
1,339.3 |
|