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 |
1,327.6 |
1,333.7 |
6.1 |
0.5% |
1,341.5 |
High |
1,334.9 |
1,338.2 |
3.3 |
0.2% |
1,344.6 |
Low |
1,319.5 |
1,323.0 |
3.5 |
0.3% |
1,319.5 |
Close |
1,329.3 |
1,325.2 |
-4.1 |
-0.3% |
1,325.2 |
Range |
15.4 |
15.2 |
-0.2 |
-1.3% |
25.1 |
ATR |
15.2 |
15.2 |
0.0 |
0.0% |
0.0 |
Volume |
336,576 |
320,508 |
-16,068 |
-4.8% |
1,554,323 |
|
Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.4 |
1,365.0 |
1,333.6 |
|
R3 |
1,359.2 |
1,349.8 |
1,329.4 |
|
R2 |
1,344.0 |
1,344.0 |
1,328.0 |
|
R1 |
1,334.6 |
1,334.6 |
1,326.6 |
1,331.7 |
PP |
1,328.8 |
1,328.8 |
1,328.8 |
1,327.4 |
S1 |
1,319.4 |
1,319.4 |
1,323.8 |
1,316.5 |
S2 |
1,313.6 |
1,313.6 |
1,322.4 |
|
S3 |
1,298.4 |
1,304.2 |
1,321.0 |
|
S4 |
1,283.2 |
1,289.0 |
1,316.8 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,405.1 |
1,390.2 |
1,339.0 |
|
R3 |
1,380.0 |
1,365.1 |
1,332.1 |
|
R2 |
1,354.9 |
1,354.9 |
1,329.8 |
|
R1 |
1,340.0 |
1,340.0 |
1,327.5 |
1,334.9 |
PP |
1,329.8 |
1,329.8 |
1,329.8 |
1,327.2 |
S1 |
1,314.9 |
1,314.9 |
1,322.9 |
1,309.8 |
S2 |
1,304.7 |
1,304.7 |
1,320.6 |
|
S3 |
1,279.6 |
1,289.8 |
1,318.3 |
|
S4 |
1,254.5 |
1,264.7 |
1,311.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,344.6 |
1,319.5 |
25.1 |
1.9% |
14.0 |
1.1% |
23% |
False |
False |
310,864 |
10 |
1,362.4 |
1,319.5 |
42.9 |
3.2% |
14.7 |
1.1% |
13% |
False |
False |
335,857 |
20 |
1,362.4 |
1,278.5 |
83.9 |
6.3% |
15.3 |
1.2% |
56% |
False |
False |
334,065 |
40 |
1,362.4 |
1,249.4 |
113.0 |
8.5% |
13.9 |
1.0% |
67% |
False |
False |
269,004 |
60 |
1,362.4 |
1,211.1 |
151.3 |
11.4% |
13.3 |
1.0% |
75% |
False |
False |
186,873 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.4% |
13.0 |
1.0% |
75% |
False |
False |
141,309 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.4% |
12.7 |
1.0% |
75% |
False |
False |
113,902 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.4% |
12.6 |
1.0% |
75% |
False |
False |
95,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,402.8 |
2.618 |
1,378.0 |
1.618 |
1,362.8 |
1.000 |
1,353.4 |
0.618 |
1,347.6 |
HIGH |
1,338.2 |
0.618 |
1,332.4 |
0.500 |
1,330.6 |
0.382 |
1,328.8 |
LOW |
1,323.0 |
0.618 |
1,313.6 |
1.000 |
1,307.8 |
1.618 |
1,298.4 |
2.618 |
1,283.2 |
4.250 |
1,258.4 |
|
|
Fisher Pivots for day following 15-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,330.6 |
1,330.0 |
PP |
1,328.8 |
1,328.4 |
S1 |
1,327.0 |
1,326.8 |
|