Trading Metrics calculated at close of trading on 11-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,425.0 |
3,449.0 |
24.0 |
0.7% |
3,415.0 |
High |
3,439.0 |
3,492.0 |
53.0 |
1.5% |
3,454.0 |
Low |
3,419.0 |
3,449.0 |
30.0 |
0.9% |
3,380.0 |
Close |
3,433.0 |
3,478.0 |
45.0 |
1.3% |
3,433.0 |
Range |
20.0 |
43.0 |
23.0 |
115.0% |
74.0 |
ATR |
36.7 |
38.3 |
1.6 |
4.3% |
0.0 |
Volume |
519,338 |
1,083,930 |
564,592 |
108.7% |
955,331 |
|
Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,602.0 |
3,583.0 |
3,501.7 |
|
R3 |
3,559.0 |
3,540.0 |
3,489.8 |
|
R2 |
3,516.0 |
3,516.0 |
3,485.9 |
|
R1 |
3,497.0 |
3,497.0 |
3,481.9 |
3,506.5 |
PP |
3,473.0 |
3,473.0 |
3,473.0 |
3,477.8 |
S1 |
3,454.0 |
3,454.0 |
3,474.1 |
3,463.5 |
S2 |
3,430.0 |
3,430.0 |
3,470.1 |
|
S3 |
3,387.0 |
3,411.0 |
3,466.2 |
|
S4 |
3,344.0 |
3,368.0 |
3,454.4 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,644.3 |
3,612.7 |
3,473.7 |
|
R3 |
3,570.3 |
3,538.7 |
3,453.4 |
|
R2 |
3,496.3 |
3,496.3 |
3,446.6 |
|
R1 |
3,464.7 |
3,464.7 |
3,439.8 |
3,480.5 |
PP |
3,422.3 |
3,422.3 |
3,422.3 |
3,430.3 |
S1 |
3,390.7 |
3,390.7 |
3,426.2 |
3,406.5 |
S2 |
3,348.3 |
3,348.3 |
3,419.4 |
|
S3 |
3,274.3 |
3,316.7 |
3,412.7 |
|
S4 |
3,200.3 |
3,242.7 |
3,392.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,492.0 |
3,380.0 |
112.0 |
3.2% |
40.6 |
1.2% |
88% |
True |
False |
407,852 |
10 |
3,492.0 |
3,348.0 |
144.0 |
4.1% |
33.9 |
1.0% |
90% |
True |
False |
218,738 |
20 |
3,492.0 |
3,348.0 |
144.0 |
4.1% |
31.7 |
0.9% |
90% |
True |
False |
110,991 |
40 |
3,513.0 |
3,348.0 |
165.0 |
4.7% |
33.7 |
1.0% |
79% |
False |
False |
56,718 |
60 |
3,577.0 |
3,348.0 |
229.0 |
6.6% |
34.4 |
1.0% |
57% |
False |
False |
38,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,674.8 |
2.618 |
3,604.6 |
1.618 |
3,561.6 |
1.000 |
3,535.0 |
0.618 |
3,518.6 |
HIGH |
3,492.0 |
0.618 |
3,475.6 |
0.500 |
3,470.5 |
0.382 |
3,465.4 |
LOW |
3,449.0 |
0.618 |
3,422.4 |
1.000 |
3,406.0 |
1.618 |
3,379.4 |
2.618 |
3,336.4 |
4.250 |
3,266.3 |
|
|
Fisher Pivots for day following 11-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,475.5 |
3,470.5 |
PP |
3,473.0 |
3,463.0 |
S1 |
3,470.5 |
3,455.5 |
|