Trading Metrics calculated at close of trading on 12-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,449.0 |
3,488.0 |
39.0 |
1.1% |
3,415.0 |
High |
3,492.0 |
3,507.0 |
15.0 |
0.4% |
3,454.0 |
Low |
3,449.0 |
3,487.0 |
38.0 |
1.1% |
3,380.0 |
Close |
3,478.0 |
3,498.0 |
20.0 |
0.6% |
3,433.0 |
Range |
43.0 |
20.0 |
-23.0 |
-53.5% |
74.0 |
ATR |
38.3 |
37.7 |
-0.7 |
-1.7% |
0.0 |
Volume |
1,083,930 |
1,722,317 |
638,387 |
58.9% |
955,331 |
|
Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,557.3 |
3,547.7 |
3,509.0 |
|
R3 |
3,537.3 |
3,527.7 |
3,503.5 |
|
R2 |
3,517.3 |
3,517.3 |
3,501.7 |
|
R1 |
3,507.7 |
3,507.7 |
3,499.8 |
3,512.5 |
PP |
3,497.3 |
3,497.3 |
3,497.3 |
3,499.8 |
S1 |
3,487.7 |
3,487.7 |
3,496.2 |
3,492.5 |
S2 |
3,477.3 |
3,477.3 |
3,494.3 |
|
S3 |
3,457.3 |
3,467.7 |
3,492.5 |
|
S4 |
3,437.3 |
3,447.7 |
3,487.0 |
|
|
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 |
3,507.0 |
3,383.0 |
124.0 |
3.5% |
34.0 |
1.0% |
93% |
True |
False |
744,926 |
10 |
3,507.0 |
3,348.0 |
159.0 |
4.5% |
33.2 |
0.9% |
94% |
True |
False |
390,915 |
20 |
3,507.0 |
3,348.0 |
159.0 |
4.5% |
30.7 |
0.9% |
94% |
True |
False |
197,081 |
40 |
3,510.0 |
3,348.0 |
162.0 |
4.6% |
33.5 |
1.0% |
93% |
False |
False |
99,709 |
60 |
3,577.0 |
3,348.0 |
229.0 |
6.5% |
34.0 |
1.0% |
66% |
False |
False |
67,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,592.0 |
2.618 |
3,559.4 |
1.618 |
3,539.4 |
1.000 |
3,527.0 |
0.618 |
3,519.4 |
HIGH |
3,507.0 |
0.618 |
3,499.4 |
0.500 |
3,497.0 |
0.382 |
3,494.6 |
LOW |
3,487.0 |
0.618 |
3,474.6 |
1.000 |
3,467.0 |
1.618 |
3,454.6 |
2.618 |
3,434.6 |
4.250 |
3,402.0 |
|
|
Fisher Pivots for day following 12-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,497.7 |
3,486.3 |
PP |
3,497.3 |
3,474.7 |
S1 |
3,497.0 |
3,463.0 |
|