Trading Metrics calculated at close of trading on 13-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1,331.7 |
1,336.2 |
4.5 |
0.3% |
1,339.7 |
High |
1,336.3 |
1,340.5 |
4.2 |
0.3% |
1,362.4 |
Low |
1,326.7 |
1,324.5 |
-2.2 |
-0.2% |
1,331.1 |
Close |
1,332.7 |
1,328.0 |
-4.7 |
-0.4% |
1,351.2 |
Range |
9.6 |
16.0 |
6.4 |
66.7% |
31.3 |
ATR |
15.1 |
15.2 |
0.1 |
0.4% |
0.0 |
Volume |
287,754 |
306,373 |
18,619 |
6.5% |
1,427,947 |
|
Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.0 |
1,369.5 |
1,336.8 |
|
R3 |
1,363.0 |
1,353.5 |
1,332.4 |
|
R2 |
1,347.0 |
1,347.0 |
1,330.9 |
|
R1 |
1,337.5 |
1,337.5 |
1,329.5 |
1,334.3 |
PP |
1,331.0 |
1,331.0 |
1,331.0 |
1,329.4 |
S1 |
1,321.5 |
1,321.5 |
1,326.5 |
1,318.3 |
S2 |
1,315.0 |
1,315.0 |
1,325.1 |
|
S3 |
1,299.0 |
1,305.5 |
1,323.6 |
|
S4 |
1,283.0 |
1,289.5 |
1,319.2 |
|
|
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 |
1,324.5 |
37.9 |
2.9% |
14.6 |
1.1% |
9% |
False |
True |
329,532 |
10 |
1,362.4 |
1,302.3 |
60.1 |
4.5% |
15.2 |
1.1% |
43% |
False |
False |
347,395 |
20 |
1,362.4 |
1,273.2 |
89.2 |
6.7% |
15.1 |
1.1% |
61% |
False |
False |
331,363 |
40 |
1,362.4 |
1,241.5 |
120.9 |
9.1% |
13.6 |
1.0% |
72% |
False |
False |
254,369 |
60 |
1,362.4 |
1,211.1 |
151.3 |
11.4% |
13.0 |
1.0% |
77% |
False |
False |
176,091 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.4% |
12.9 |
1.0% |
77% |
False |
False |
133,224 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.4% |
12.7 |
1.0% |
77% |
False |
False |
107,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.5 |
2.618 |
1,382.4 |
1.618 |
1,366.4 |
1.000 |
1,356.5 |
0.618 |
1,350.4 |
HIGH |
1,340.5 |
0.618 |
1,334.4 |
0.500 |
1,332.5 |
0.382 |
1,330.6 |
LOW |
1,324.5 |
0.618 |
1,314.6 |
1.000 |
1,308.5 |
1.618 |
1,298.6 |
2.618 |
1,282.6 |
4.250 |
1,256.5 |
|
|
Fisher Pivots for day following 13-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,332.5 |
1,334.6 |
PP |
1,331.0 |
1,332.4 |
S1 |
1,329.5 |
1,330.2 |
|