Trading Metrics calculated at close of trading on 25-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1,294.1 |
1,301.5 |
7.4 |
0.6% |
1,324.0 |
High |
1,301.9 |
1,315.8 |
13.9 |
1.1% |
1,324.0 |
Low |
1,294.1 |
1,291.7 |
-2.4 |
-0.2% |
1,291.2 |
Close |
1,297.5 |
1,311.5 |
14.0 |
1.1% |
1,297.5 |
Range |
7.8 |
24.1 |
16.3 |
209.0% |
32.8 |
ATR |
15.3 |
15.9 |
0.6 |
4.1% |
0.0 |
Volume |
264,470 |
362,671 |
98,201 |
37.1% |
1,564,732 |
|
Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.6 |
1,369.2 |
1,324.8 |
|
R3 |
1,354.5 |
1,345.1 |
1,318.1 |
|
R2 |
1,330.4 |
1,330.4 |
1,315.9 |
|
R1 |
1,321.0 |
1,321.0 |
1,313.7 |
1,325.7 |
PP |
1,306.3 |
1,306.3 |
1,306.3 |
1,308.7 |
S1 |
1,296.9 |
1,296.9 |
1,309.3 |
1,301.6 |
S2 |
1,282.2 |
1,282.2 |
1,307.1 |
|
S3 |
1,258.1 |
1,272.8 |
1,304.9 |
|
S4 |
1,234.0 |
1,248.7 |
1,298.2 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.6 |
1,382.9 |
1,315.5 |
|
R3 |
1,369.8 |
1,350.1 |
1,306.5 |
|
R2 |
1,337.0 |
1,337.0 |
1,303.5 |
|
R1 |
1,317.3 |
1,317.3 |
1,300.5 |
1,310.8 |
PP |
1,304.2 |
1,304.2 |
1,304.2 |
1,301.0 |
S1 |
1,284.5 |
1,284.5 |
1,294.5 |
1,278.0 |
S2 |
1,271.4 |
1,271.4 |
1,291.5 |
|
S3 |
1,238.6 |
1,251.7 |
1,288.5 |
|
S4 |
1,205.8 |
1,218.9 |
1,279.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,319.8 |
1,291.2 |
28.6 |
2.2% |
14.5 |
1.1% |
71% |
False |
False |
331,215 |
10 |
1,340.5 |
1,291.2 |
49.3 |
3.8% |
14.5 |
1.1% |
41% |
False |
False |
317,861 |
20 |
1,362.4 |
1,291.2 |
71.2 |
5.4% |
15.7 |
1.2% |
29% |
False |
False |
342,035 |
40 |
1,362.4 |
1,257.1 |
105.3 |
8.0% |
14.2 |
1.1% |
52% |
False |
False |
300,045 |
60 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
13.6 |
1.0% |
66% |
False |
False |
218,080 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
13.2 |
1.0% |
66% |
False |
False |
164,995 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
12.9 |
1.0% |
66% |
False |
False |
133,011 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.5% |
12.9 |
1.0% |
66% |
False |
False |
111,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,418.2 |
2.618 |
1,378.9 |
1.618 |
1,354.8 |
1.000 |
1,339.9 |
0.618 |
1,330.7 |
HIGH |
1,315.8 |
0.618 |
1,306.6 |
0.500 |
1,303.8 |
0.382 |
1,300.9 |
LOW |
1,291.7 |
0.618 |
1,276.8 |
1.000 |
1,267.6 |
1.618 |
1,252.7 |
2.618 |
1,228.6 |
4.250 |
1,189.3 |
|
|
Fisher Pivots for day following 25-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,308.9 |
1,308.8 |
PP |
1,306.3 |
1,306.2 |
S1 |
1,303.8 |
1,303.5 |
|