Trading Metrics calculated at close of trading on 29-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1,285.1 |
1,290.1 |
5.0 |
0.4% |
1,301.5 |
High |
1,291.6 |
1,293.2 |
1.6 |
0.1% |
1,317.1 |
Low |
1,280.4 |
1,278.2 |
-2.2 |
-0.2% |
1,278.2 |
Close |
1,288.7 |
1,284.8 |
-3.9 |
-0.3% |
1,284.8 |
Range |
11.2 |
15.0 |
3.8 |
33.9% |
38.9 |
ATR |
16.1 |
16.0 |
-0.1 |
-0.5% |
0.0 |
Volume |
288,511 |
287,446 |
-1,065 |
-0.4% |
1,699,046 |
|
Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.4 |
1,322.6 |
1,293.1 |
|
R3 |
1,315.4 |
1,307.6 |
1,288.9 |
|
R2 |
1,300.4 |
1,300.4 |
1,287.6 |
|
R1 |
1,292.6 |
1,292.6 |
1,286.2 |
1,289.0 |
PP |
1,285.4 |
1,285.4 |
1,285.4 |
1,283.6 |
S1 |
1,277.6 |
1,277.6 |
1,283.4 |
1,274.0 |
S2 |
1,270.4 |
1,270.4 |
1,282.1 |
|
S3 |
1,255.4 |
1,262.6 |
1,280.7 |
|
S4 |
1,240.4 |
1,247.6 |
1,276.6 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.1 |
1,386.3 |
1,306.2 |
|
R3 |
1,371.2 |
1,347.4 |
1,295.5 |
|
R2 |
1,332.3 |
1,332.3 |
1,291.9 |
|
R1 |
1,308.5 |
1,308.5 |
1,288.4 |
1,301.0 |
PP |
1,293.4 |
1,293.4 |
1,293.4 |
1,289.6 |
S1 |
1,269.6 |
1,269.6 |
1,281.2 |
1,262.1 |
S2 |
1,254.5 |
1,254.5 |
1,277.7 |
|
S3 |
1,215.6 |
1,230.7 |
1,274.1 |
|
S4 |
1,176.7 |
1,191.8 |
1,263.4 |
|
|
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 |
1,278.2 |
38.9 |
3.0% |
17.5 |
1.4% |
17% |
False |
True |
339,809 |
10 |
1,324.0 |
1,278.2 |
45.8 |
3.6% |
15.2 |
1.2% |
14% |
False |
True |
326,377 |
20 |
1,362.4 |
1,278.2 |
84.2 |
6.6% |
14.9 |
1.2% |
8% |
False |
True |
331,117 |
40 |
1,362.4 |
1,257.1 |
105.3 |
8.2% |
14.8 |
1.1% |
26% |
False |
False |
313,537 |
60 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.8 |
1.1% |
49% |
False |
False |
238,616 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.4 |
1.0% |
49% |
False |
False |
181,490 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
49% |
False |
False |
146,136 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.0 |
1.0% |
49% |
False |
False |
122,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.0 |
2.618 |
1,332.5 |
1.618 |
1,317.5 |
1.000 |
1,308.2 |
0.618 |
1,302.5 |
HIGH |
1,293.2 |
0.618 |
1,287.5 |
0.500 |
1,285.7 |
0.382 |
1,283.9 |
LOW |
1,278.2 |
0.618 |
1,268.9 |
1.000 |
1,263.2 |
1.618 |
1,253.9 |
2.618 |
1,238.9 |
4.250 |
1,214.5 |
|
|
Fisher Pivots for day following 29-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1,285.7 |
1,288.7 |
PP |
1,285.4 |
1,287.4 |
S1 |
1,285.1 |
1,286.1 |
|