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 |
1,341.5 |
1,331.7 |
-9.8 |
-0.7% |
1,339.7 |
High |
1,344.6 |
1,336.3 |
-8.3 |
-0.6% |
1,362.4 |
Low |
1,330.6 |
1,326.7 |
-3.9 |
-0.3% |
1,331.1 |
Close |
1,335.7 |
1,332.7 |
-3.0 |
-0.2% |
1,351.2 |
Range |
14.0 |
9.6 |
-4.4 |
-31.4% |
31.3 |
ATR |
15.6 |
15.1 |
-0.4 |
-2.7% |
0.0 |
Volume |
303,112 |
287,754 |
-15,358 |
-5.1% |
1,427,947 |
|
Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.7 |
1,356.3 |
1,338.0 |
|
R3 |
1,351.1 |
1,346.7 |
1,335.3 |
|
R2 |
1,341.5 |
1,341.5 |
1,334.5 |
|
R1 |
1,337.1 |
1,337.1 |
1,333.6 |
1,339.3 |
PP |
1,331.9 |
1,331.9 |
1,331.9 |
1,333.0 |
S1 |
1,327.5 |
1,327.5 |
1,331.8 |
1,329.7 |
S2 |
1,322.3 |
1,322.3 |
1,330.9 |
|
S3 |
1,312.7 |
1,317.9 |
1,330.1 |
|
S4 |
1,303.1 |
1,308.3 |
1,327.4 |
|
|
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 |
1,326.7 |
35.7 |
2.7% |
13.7 |
1.0% |
17% |
False |
True |
330,128 |
10 |
1,362.4 |
1,302.3 |
60.1 |
4.5% |
15.7 |
1.2% |
51% |
False |
False |
362,803 |
20 |
1,362.4 |
1,272.7 |
89.7 |
6.7% |
15.1 |
1.1% |
67% |
False |
False |
330,423 |
40 |
1,362.4 |
1,239.1 |
123.3 |
9.3% |
13.5 |
1.0% |
76% |
False |
False |
247,464 |
60 |
1,362.4 |
1,211.1 |
151.3 |
11.4% |
12.9 |
1.0% |
80% |
False |
False |
171,096 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.4% |
12.8 |
1.0% |
80% |
False |
False |
129,423 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.4% |
12.7 |
1.0% |
80% |
False |
False |
104,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,377.1 |
2.618 |
1,361.4 |
1.618 |
1,351.8 |
1.000 |
1,345.9 |
0.618 |
1,342.2 |
HIGH |
1,336.3 |
0.618 |
1,332.6 |
0.500 |
1,331.5 |
0.382 |
1,330.4 |
LOW |
1,326.7 |
0.618 |
1,320.8 |
1.000 |
1,317.1 |
1.618 |
1,311.2 |
2.618 |
1,301.6 |
4.250 |
1,285.9 |
|
|
Fisher Pivots for day following 12-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,332.3 |
1,344.6 |
PP |
1,331.9 |
1,340.6 |
S1 |
1,331.5 |
1,336.7 |
|