Trading Metrics calculated at close of trading on 27-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1,314.2 |
1,297.3 |
-16.9 |
-1.3% |
1,324.0 |
High |
1,317.1 |
1,299.2 |
-17.9 |
-1.4% |
1,324.0 |
Low |
1,295.0 |
1,284.1 |
-10.9 |
-0.8% |
1,291.2 |
Close |
1,301.7 |
1,287.8 |
-13.9 |
-1.1% |
1,297.5 |
Range |
22.1 |
15.1 |
-7.0 |
-31.7% |
32.8 |
ATR |
16.3 |
16.4 |
0.1 |
0.5% |
0.0 |
Volume |
385,645 |
374,773 |
-10,872 |
-2.8% |
1,564,732 |
|
Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.7 |
1,326.8 |
1,296.1 |
|
R3 |
1,320.6 |
1,311.7 |
1,292.0 |
|
R2 |
1,305.5 |
1,305.5 |
1,290.6 |
|
R1 |
1,296.6 |
1,296.6 |
1,289.2 |
1,293.5 |
PP |
1,290.4 |
1,290.4 |
1,290.4 |
1,288.8 |
S1 |
1,281.5 |
1,281.5 |
1,286.4 |
1,278.4 |
S2 |
1,275.3 |
1,275.3 |
1,285.0 |
|
S3 |
1,260.2 |
1,266.4 |
1,283.6 |
|
S4 |
1,245.1 |
1,251.3 |
1,279.5 |
|
|
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 |
1,317.1 |
1,284.1 |
33.0 |
2.6% |
16.6 |
1.3% |
11% |
False |
True |
357,954 |
10 |
1,338.2 |
1,284.1 |
54.1 |
4.2% |
15.6 |
1.2% |
7% |
False |
True |
334,490 |
20 |
1,362.4 |
1,284.1 |
78.3 |
6.1% |
15.4 |
1.2% |
5% |
False |
True |
340,943 |
40 |
1,362.4 |
1,257.1 |
105.3 |
8.2% |
14.7 |
1.1% |
29% |
False |
False |
309,588 |
60 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.6 |
1.1% |
51% |
False |
False |
229,847 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.4 |
1.0% |
51% |
False |
False |
174,400 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.1 |
1.0% |
51% |
False |
False |
140,465 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.0 |
1.0% |
51% |
False |
False |
117,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.4 |
2.618 |
1,338.7 |
1.618 |
1,323.6 |
1.000 |
1,314.3 |
0.618 |
1,308.5 |
HIGH |
1,299.2 |
0.618 |
1,293.4 |
0.500 |
1,291.7 |
0.382 |
1,289.9 |
LOW |
1,284.1 |
0.618 |
1,274.8 |
1.000 |
1,269.0 |
1.618 |
1,259.7 |
2.618 |
1,244.6 |
4.250 |
1,219.9 |
|
|
Fisher Pivots for day following 27-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,291.7 |
1,300.6 |
PP |
1,290.4 |
1,296.3 |
S1 |
1,289.1 |
1,292.1 |
|