Trading Metrics calculated at close of trading on 20-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1,310.5 |
1,314.7 |
4.2 |
0.3% |
1,341.5 |
High |
1,315.3 |
1,319.8 |
4.5 |
0.3% |
1,344.6 |
Low |
1,308.7 |
1,299.5 |
-9.2 |
-0.7% |
1,319.5 |
Close |
1,310.6 |
1,316.4 |
5.8 |
0.4% |
1,325.2 |
Range |
6.6 |
20.3 |
13.7 |
207.6% |
25.1 |
ATR |
14.7 |
15.1 |
0.4 |
2.7% |
0.0 |
Volume |
275,307 |
351,415 |
76,108 |
27.6% |
1,554,323 |
|
Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,372.8 |
1,364.9 |
1,327.6 |
|
R3 |
1,352.5 |
1,344.6 |
1,322.0 |
|
R2 |
1,332.2 |
1,332.2 |
1,320.1 |
|
R1 |
1,324.3 |
1,324.3 |
1,318.3 |
1,328.3 |
PP |
1,311.9 |
1,311.9 |
1,311.9 |
1,313.9 |
S1 |
1,304.0 |
1,304.0 |
1,314.5 |
1,308.0 |
S2 |
1,291.6 |
1,291.6 |
1,312.7 |
|
S3 |
1,271.3 |
1,283.7 |
1,310.8 |
|
S4 |
1,251.0 |
1,263.4 |
1,305.2 |
|
|
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 |
1,338.2 |
1,299.5 |
38.7 |
2.9% |
14.7 |
1.1% |
44% |
False |
True |
311,026 |
10 |
1,362.4 |
1,299.5 |
62.9 |
4.8% |
14.7 |
1.1% |
27% |
False |
True |
320,279 |
20 |
1,362.4 |
1,278.5 |
83.9 |
6.4% |
15.4 |
1.2% |
45% |
False |
False |
332,618 |
40 |
1,362.4 |
1,249.4 |
113.0 |
8.6% |
14.2 |
1.1% |
59% |
False |
False |
287,014 |
60 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
13.3 |
1.0% |
70% |
False |
False |
201,488 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
13.1 |
1.0% |
70% |
False |
False |
152,337 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
12.9 |
1.0% |
70% |
False |
False |
122,809 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
12.7 |
1.0% |
70% |
False |
False |
102,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.1 |
2.618 |
1,372.9 |
1.618 |
1,352.6 |
1.000 |
1,340.1 |
0.618 |
1,332.3 |
HIGH |
1,319.8 |
0.618 |
1,312.0 |
0.500 |
1,309.7 |
0.382 |
1,307.3 |
LOW |
1,299.5 |
0.618 |
1,287.0 |
1.000 |
1,279.2 |
1.618 |
1,266.7 |
2.618 |
1,246.4 |
4.250 |
1,213.2 |
|
|
Fisher Pivots for day following 20-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,314.2 |
1,314.9 |
PP |
1,311.9 |
1,313.3 |
S1 |
1,309.7 |
1,311.8 |
|