Trading Metrics calculated at close of trading on 19-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1,324.0 |
1,310.5 |
-13.5 |
-1.0% |
1,341.5 |
High |
1,324.0 |
1,315.3 |
-8.7 |
-0.7% |
1,344.6 |
Low |
1,308.1 |
1,308.7 |
0.6 |
0.0% |
1,319.5 |
Close |
1,310.8 |
1,310.6 |
-0.2 |
0.0% |
1,325.2 |
Range |
15.9 |
6.6 |
-9.3 |
-58.5% |
25.1 |
ATR |
15.3 |
14.7 |
-0.6 |
-4.1% |
0.0 |
Volume |
271,326 |
275,307 |
3,981 |
1.5% |
1,554,323 |
|
Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.3 |
1,327.6 |
1,314.2 |
|
R3 |
1,324.7 |
1,321.0 |
1,312.4 |
|
R2 |
1,318.1 |
1,318.1 |
1,311.8 |
|
R1 |
1,314.4 |
1,314.4 |
1,311.2 |
1,316.3 |
PP |
1,311.5 |
1,311.5 |
1,311.5 |
1,312.5 |
S1 |
1,307.8 |
1,307.8 |
1,310.0 |
1,309.7 |
S2 |
1,304.9 |
1,304.9 |
1,309.4 |
|
S3 |
1,298.3 |
1,301.2 |
1,308.8 |
|
S4 |
1,291.7 |
1,294.6 |
1,307.0 |
|
|
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% |
13.8 |
1.1% |
8% |
False |
False |
302,018 |
10 |
1,362.4 |
1,308.1 |
54.3 |
4.1% |
13.8 |
1.0% |
5% |
False |
False |
316,073 |
20 |
1,362.4 |
1,278.5 |
83.9 |
6.4% |
14.9 |
1.1% |
38% |
False |
False |
328,496 |
40 |
1,362.4 |
1,249.4 |
113.0 |
8.6% |
13.9 |
1.1% |
54% |
False |
False |
279,786 |
60 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
13.3 |
1.0% |
66% |
False |
False |
195,698 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
13.0 |
1.0% |
66% |
False |
False |
148,007 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
12.8 |
1.0% |
66% |
False |
False |
119,318 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
12.6 |
1.0% |
66% |
False |
False |
99,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.4 |
2.618 |
1,332.6 |
1.618 |
1,326.0 |
1.000 |
1,321.9 |
0.618 |
1,319.4 |
HIGH |
1,315.3 |
0.618 |
1,312.8 |
0.500 |
1,312.0 |
0.382 |
1,311.2 |
LOW |
1,308.7 |
0.618 |
1,304.6 |
1.000 |
1,302.1 |
1.618 |
1,298.0 |
2.618 |
1,291.4 |
4.250 |
1,280.7 |
|
|
Fisher Pivots for day following 19-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,312.0 |
1,323.2 |
PP |
1,311.5 |
1,319.0 |
S1 |
1,311.1 |
1,314.8 |
|