Trading Metrics calculated at close of trading on 28-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1,297.3 |
1,285.1 |
-12.2 |
-0.9% |
1,324.0 |
High |
1,299.2 |
1,291.6 |
-7.6 |
-0.6% |
1,324.0 |
Low |
1,284.1 |
1,280.4 |
-3.7 |
-0.3% |
1,291.2 |
Close |
1,287.8 |
1,288.7 |
0.9 |
0.1% |
1,297.5 |
Range |
15.1 |
11.2 |
-3.9 |
-25.8% |
32.8 |
ATR |
16.4 |
16.1 |
-0.4 |
-2.3% |
0.0 |
Volume |
374,773 |
288,511 |
-86,262 |
-23.0% |
1,564,732 |
|
Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.5 |
1,315.8 |
1,294.9 |
|
R3 |
1,309.3 |
1,304.6 |
1,291.8 |
|
R2 |
1,298.1 |
1,298.1 |
1,290.8 |
|
R1 |
1,293.4 |
1,293.4 |
1,289.7 |
1,295.8 |
PP |
1,286.9 |
1,286.9 |
1,286.9 |
1,288.1 |
S1 |
1,282.2 |
1,282.2 |
1,287.7 |
1,284.6 |
S2 |
1,275.7 |
1,275.7 |
1,286.6 |
|
S3 |
1,264.5 |
1,271.0 |
1,285.6 |
|
S4 |
1,253.3 |
1,259.8 |
1,282.5 |
|
|
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 |
1,280.4 |
36.7 |
2.8% |
16.1 |
1.2% |
23% |
False |
True |
335,214 |
10 |
1,338.2 |
1,280.4 |
57.8 |
4.5% |
15.2 |
1.2% |
14% |
False |
True |
329,684 |
20 |
1,362.4 |
1,280.4 |
82.0 |
6.4% |
15.5 |
1.2% |
10% |
False |
True |
332,346 |
40 |
1,362.4 |
1,257.1 |
105.3 |
8.2% |
14.7 |
1.1% |
30% |
False |
False |
311,527 |
60 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.6 |
1.1% |
51% |
False |
False |
234,088 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.3 |
1.0% |
51% |
False |
False |
177,944 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.1 |
1.0% |
51% |
False |
False |
143,304 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
12.9 |
1.0% |
51% |
False |
False |
120,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.2 |
2.618 |
1,320.9 |
1.618 |
1,309.7 |
1.000 |
1,302.8 |
0.618 |
1,298.5 |
HIGH |
1,291.6 |
0.618 |
1,287.3 |
0.500 |
1,286.0 |
0.382 |
1,284.7 |
LOW |
1,280.4 |
0.618 |
1,273.5 |
1.000 |
1,269.2 |
1.618 |
1,262.3 |
2.618 |
1,251.1 |
4.250 |
1,232.8 |
|
|
Fisher Pivots for day following 28-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,287.8 |
1,298.8 |
PP |
1,286.9 |
1,295.4 |
S1 |
1,286.0 |
1,292.1 |
|