Trading Metrics calculated at close of trading on 26-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
2,499.00 |
2,498.00 |
-1.00 |
0.0% |
2,499.00 |
High |
2,504.50 |
2,501.25 |
-3.25 |
-0.1% |
2,507.25 |
Low |
2,485.00 |
2,492.25 |
7.25 |
0.3% |
2,492.00 |
Close |
2,497.00 |
2,495.50 |
-1.50 |
-0.1% |
2,499.50 |
Range |
19.50 |
9.00 |
-10.50 |
-53.8% |
15.25 |
ATR |
13.97 |
13.62 |
-0.36 |
-2.5% |
0.00 |
Volume |
1,539,626 |
1,144,642 |
-394,984 |
-25.7% |
5,427,241 |
|
Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,523.25 |
2,518.50 |
2,500.50 |
|
R3 |
2,514.25 |
2,509.50 |
2,498.00 |
|
R2 |
2,505.25 |
2,505.25 |
2,497.25 |
|
R1 |
2,500.50 |
2,500.50 |
2,496.25 |
2,498.50 |
PP |
2,496.25 |
2,496.25 |
2,496.25 |
2,495.25 |
S1 |
2,491.50 |
2,491.50 |
2,494.75 |
2,489.50 |
S2 |
2,487.25 |
2,487.25 |
2,493.75 |
|
S3 |
2,478.25 |
2,482.50 |
2,493.00 |
|
S4 |
2,469.25 |
2,473.50 |
2,490.50 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,545.25 |
2,537.75 |
2,508.00 |
|
R3 |
2,530.00 |
2,522.50 |
2,503.75 |
|
R2 |
2,514.75 |
2,514.75 |
2,502.25 |
|
R1 |
2,507.25 |
2,507.25 |
2,501.00 |
2,511.00 |
PP |
2,499.50 |
2,499.50 |
2,499.50 |
2,501.50 |
S1 |
2,492.00 |
2,492.00 |
2,498.00 |
2,495.75 |
S2 |
2,484.25 |
2,484.25 |
2,496.75 |
|
S3 |
2,469.00 |
2,476.75 |
2,495.25 |
|
S4 |
2,453.75 |
2,461.50 |
2,491.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,507.25 |
2,485.00 |
22.25 |
0.9% |
12.00 |
0.5% |
47% |
False |
False |
1,211,914 |
10 |
2,507.25 |
2,485.00 |
22.25 |
0.9% |
10.25 |
0.4% |
47% |
False |
False |
1,227,793 |
20 |
2,507.25 |
2,419.25 |
88.00 |
3.5% |
13.25 |
0.5% |
87% |
False |
False |
924,410 |
40 |
2,507.25 |
2,414.00 |
93.25 |
3.7% |
15.50 |
0.6% |
87% |
False |
False |
466,867 |
60 |
2,507.25 |
2,403.50 |
103.75 |
4.2% |
15.00 |
0.6% |
89% |
False |
False |
312,016 |
80 |
2,507.25 |
2,400.75 |
106.50 |
4.3% |
15.25 |
0.6% |
89% |
False |
False |
234,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,539.50 |
2.618 |
2,524.75 |
1.618 |
2,515.75 |
1.000 |
2,510.25 |
0.618 |
2,506.75 |
HIGH |
2,501.25 |
0.618 |
2,497.75 |
0.500 |
2,496.75 |
0.382 |
2,495.75 |
LOW |
2,492.25 |
0.618 |
2,486.75 |
1.000 |
2,483.25 |
1.618 |
2,477.75 |
2.618 |
2,468.75 |
4.250 |
2,454.00 |
|
|
Fisher Pivots for day following 26-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
2,496.75 |
2,495.25 |
PP |
2,496.25 |
2,495.00 |
S1 |
2,496.00 |
2,494.75 |
|