Trading Metrics calculated at close of trading on 13-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,488.0 |
3,497.0 |
9.0 |
0.3% |
3,415.0 |
High |
3,507.0 |
3,516.0 |
9.0 |
0.3% |
3,454.0 |
Low |
3,487.0 |
3,489.0 |
2.0 |
0.1% |
3,380.0 |
Close |
3,498.0 |
3,513.0 |
15.0 |
0.4% |
3,433.0 |
Range |
20.0 |
27.0 |
7.0 |
35.0% |
74.0 |
ATR |
37.7 |
36.9 |
-0.8 |
-2.0% |
0.0 |
Volume |
1,722,317 |
1,564,848 |
-157,469 |
-9.1% |
955,331 |
|
Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,587.0 |
3,577.0 |
3,527.9 |
|
R3 |
3,560.0 |
3,550.0 |
3,520.4 |
|
R2 |
3,533.0 |
3,533.0 |
3,518.0 |
|
R1 |
3,523.0 |
3,523.0 |
3,515.5 |
3,528.0 |
PP |
3,506.0 |
3,506.0 |
3,506.0 |
3,508.5 |
S1 |
3,496.0 |
3,496.0 |
3,510.5 |
3,501.0 |
S2 |
3,479.0 |
3,479.0 |
3,508.1 |
|
S3 |
3,452.0 |
3,469.0 |
3,505.6 |
|
S4 |
3,425.0 |
3,442.0 |
3,498.2 |
|
|
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 |
3,516.0 |
3,419.0 |
97.0 |
2.8% |
28.0 |
0.8% |
97% |
True |
False |
1,039,502 |
10 |
3,516.0 |
3,380.0 |
136.0 |
3.9% |
31.6 |
0.9% |
98% |
True |
False |
543,296 |
20 |
3,516.0 |
3,348.0 |
168.0 |
4.8% |
31.3 |
0.9% |
98% |
True |
False |
275,310 |
40 |
3,516.0 |
3,348.0 |
168.0 |
4.8% |
33.0 |
0.9% |
98% |
True |
False |
138,827 |
60 |
3,559.0 |
3,348.0 |
211.0 |
6.0% |
33.7 |
1.0% |
78% |
False |
False |
93,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,630.8 |
2.618 |
3,586.7 |
1.618 |
3,559.7 |
1.000 |
3,543.0 |
0.618 |
3,532.7 |
HIGH |
3,516.0 |
0.618 |
3,505.7 |
0.500 |
3,502.5 |
0.382 |
3,499.3 |
LOW |
3,489.0 |
0.618 |
3,472.3 |
1.000 |
3,462.0 |
1.618 |
3,445.3 |
2.618 |
3,418.3 |
4.250 |
3,374.3 |
|
|
Fisher Pivots for day following 13-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,509.5 |
3,502.8 |
PP |
3,506.0 |
3,492.7 |
S1 |
3,502.5 |
3,482.5 |
|