Trading Metrics calculated at close of trading on 14-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,497.0 |
3,504.0 |
7.0 |
0.2% |
3,415.0 |
High |
3,516.0 |
3,517.0 |
1.0 |
0.0% |
3,454.0 |
Low |
3,489.0 |
3,497.0 |
8.0 |
0.2% |
3,380.0 |
Close |
3,513.0 |
3,514.0 |
1.0 |
0.0% |
3,433.0 |
Range |
27.0 |
20.0 |
-7.0 |
-25.9% |
74.0 |
ATR |
36.9 |
35.7 |
-1.2 |
-3.3% |
0.0 |
Volume |
1,564,848 |
1,010,499 |
-554,349 |
-35.4% |
955,331 |
|
Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,569.3 |
3,561.7 |
3,525.0 |
|
R3 |
3,549.3 |
3,541.7 |
3,519.5 |
|
R2 |
3,529.3 |
3,529.3 |
3,517.7 |
|
R1 |
3,521.7 |
3,521.7 |
3,515.8 |
3,525.5 |
PP |
3,509.3 |
3,509.3 |
3,509.3 |
3,511.3 |
S1 |
3,501.7 |
3,501.7 |
3,512.2 |
3,505.5 |
S2 |
3,489.3 |
3,489.3 |
3,510.3 |
|
S3 |
3,469.3 |
3,481.7 |
3,508.5 |
|
S4 |
3,449.3 |
3,461.7 |
3,503.0 |
|
|
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 |
3,517.0 |
3,419.0 |
98.0 |
2.8% |
26.0 |
0.7% |
97% |
True |
False |
1,180,186 |
10 |
3,517.0 |
3,380.0 |
137.0 |
3.9% |
31.7 |
0.9% |
98% |
True |
False |
640,181 |
20 |
3,517.0 |
3,348.0 |
169.0 |
4.8% |
31.1 |
0.9% |
98% |
True |
False |
325,821 |
40 |
3,517.0 |
3,348.0 |
169.0 |
4.8% |
32.8 |
0.9% |
98% |
True |
False |
164,088 |
60 |
3,559.0 |
3,348.0 |
211.0 |
6.0% |
33.4 |
1.0% |
79% |
False |
False |
109,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,602.0 |
2.618 |
3,569.4 |
1.618 |
3,549.4 |
1.000 |
3,537.0 |
0.618 |
3,529.4 |
HIGH |
3,517.0 |
0.618 |
3,509.4 |
0.500 |
3,507.0 |
0.382 |
3,504.6 |
LOW |
3,497.0 |
0.618 |
3,484.6 |
1.000 |
3,477.0 |
1.618 |
3,464.6 |
2.618 |
3,444.6 |
4.250 |
3,412.0 |
|
|
Fisher Pivots for day following 14-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,511.7 |
3,510.0 |
PP |
3,509.3 |
3,506.0 |
S1 |
3,507.0 |
3,502.0 |
|