Trading Metrics calculated at close of trading on 18-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1,333.7 |
1,324.0 |
-9.7 |
-0.7% |
1,341.5 |
High |
1,338.2 |
1,324.0 |
-14.2 |
-1.1% |
1,344.6 |
Low |
1,323.0 |
1,308.1 |
-14.9 |
-1.1% |
1,319.5 |
Close |
1,325.2 |
1,310.8 |
-14.4 |
-1.1% |
1,325.2 |
Range |
15.2 |
15.9 |
0.7 |
4.6% |
25.1 |
ATR |
15.2 |
15.3 |
0.1 |
0.9% |
0.0 |
Volume |
320,508 |
271,326 |
-49,182 |
-15.3% |
1,554,323 |
|
Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.0 |
1,352.3 |
1,319.5 |
|
R3 |
1,346.1 |
1,336.4 |
1,315.2 |
|
R2 |
1,330.2 |
1,330.2 |
1,313.7 |
|
R1 |
1,320.5 |
1,320.5 |
1,312.3 |
1,317.4 |
PP |
1,314.3 |
1,314.3 |
1,314.3 |
1,312.8 |
S1 |
1,304.6 |
1,304.6 |
1,309.3 |
1,301.5 |
S2 |
1,298.4 |
1,298.4 |
1,307.9 |
|
S3 |
1,282.5 |
1,288.7 |
1,306.4 |
|
S4 |
1,266.6 |
1,272.8 |
1,302.1 |
|
|
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 |
1,340.5 |
1,308.1 |
32.4 |
2.5% |
14.4 |
1.1% |
8% |
False |
True |
304,507 |
10 |
1,362.4 |
1,308.1 |
54.3 |
4.1% |
15.0 |
1.1% |
5% |
False |
True |
325,359 |
20 |
1,362.4 |
1,278.5 |
83.9 |
6.4% |
15.2 |
1.2% |
38% |
False |
False |
327,805 |
40 |
1,362.4 |
1,249.4 |
113.0 |
8.6% |
13.9 |
1.1% |
54% |
False |
False |
274,507 |
60 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
13.4 |
1.0% |
66% |
False |
False |
191,247 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
13.0 |
1.0% |
66% |
False |
False |
144,647 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
12.8 |
1.0% |
66% |
False |
False |
116,577 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
12.6 |
1.0% |
66% |
False |
False |
97,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,391.6 |
2.618 |
1,365.6 |
1.618 |
1,349.7 |
1.000 |
1,339.9 |
0.618 |
1,333.8 |
HIGH |
1,324.0 |
0.618 |
1,317.9 |
0.500 |
1,316.1 |
0.382 |
1,314.2 |
LOW |
1,308.1 |
0.618 |
1,298.3 |
1.000 |
1,292.2 |
1.618 |
1,282.4 |
2.618 |
1,266.5 |
4.250 |
1,240.5 |
|
|
Fisher Pivots for day following 18-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,316.1 |
1,323.2 |
PP |
1,314.3 |
1,319.0 |
S1 |
1,312.6 |
1,314.9 |
|