Trading Metrics calculated at close of trading on 15-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,504.0 |
3,510.0 |
6.0 |
0.2% |
3,449.0 |
High |
3,517.0 |
3,518.0 |
1.0 |
0.0% |
3,518.0 |
Low |
3,497.0 |
3,493.0 |
-4.0 |
-0.1% |
3,449.0 |
Close |
3,514.0 |
3,499.0 |
-15.0 |
-0.4% |
3,499.0 |
Range |
20.0 |
25.0 |
5.0 |
25.0% |
69.0 |
ATR |
35.7 |
34.9 |
-0.8 |
-2.1% |
0.0 |
Volume |
1,010,499 |
979,470 |
-31,029 |
-3.1% |
6,361,064 |
|
Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,578.3 |
3,563.7 |
3,512.8 |
|
R3 |
3,553.3 |
3,538.7 |
3,505.9 |
|
R2 |
3,528.3 |
3,528.3 |
3,503.6 |
|
R1 |
3,513.7 |
3,513.7 |
3,501.3 |
3,508.5 |
PP |
3,503.3 |
3,503.3 |
3,503.3 |
3,500.8 |
S1 |
3,488.7 |
3,488.7 |
3,496.7 |
3,483.5 |
S2 |
3,478.3 |
3,478.3 |
3,494.4 |
|
S3 |
3,453.3 |
3,463.7 |
3,492.1 |
|
S4 |
3,428.3 |
3,438.7 |
3,485.3 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,695.7 |
3,666.3 |
3,537.0 |
|
R3 |
3,626.7 |
3,597.3 |
3,518.0 |
|
R2 |
3,557.7 |
3,557.7 |
3,511.7 |
|
R1 |
3,528.3 |
3,528.3 |
3,505.3 |
3,543.0 |
PP |
3,488.7 |
3,488.7 |
3,488.7 |
3,496.0 |
S1 |
3,459.3 |
3,459.3 |
3,492.7 |
3,474.0 |
S2 |
3,419.7 |
3,419.7 |
3,486.4 |
|
S3 |
3,350.7 |
3,390.3 |
3,480.0 |
|
S4 |
3,281.7 |
3,321.3 |
3,461.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,518.0 |
3,449.0 |
69.0 |
2.0% |
27.0 |
0.8% |
72% |
True |
False |
1,272,212 |
10 |
3,518.0 |
3,380.0 |
138.0 |
3.9% |
31.9 |
0.9% |
86% |
True |
False |
737,322 |
20 |
3,518.0 |
3,348.0 |
170.0 |
4.9% |
29.7 |
0.8% |
89% |
True |
False |
374,527 |
40 |
3,518.0 |
3,348.0 |
170.0 |
4.9% |
32.5 |
0.9% |
89% |
True |
False |
188,552 |
60 |
3,559.0 |
3,348.0 |
211.0 |
6.0% |
33.3 |
1.0% |
72% |
False |
False |
126,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,624.3 |
2.618 |
3,583.5 |
1.618 |
3,558.5 |
1.000 |
3,543.0 |
0.618 |
3,533.5 |
HIGH |
3,518.0 |
0.618 |
3,508.5 |
0.500 |
3,505.5 |
0.382 |
3,502.6 |
LOW |
3,493.0 |
0.618 |
3,477.6 |
1.000 |
3,468.0 |
1.618 |
3,452.6 |
2.618 |
3,427.6 |
4.250 |
3,386.8 |
|
|
Fisher Pivots for day following 15-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,505.5 |
3,503.5 |
PP |
3,503.3 |
3,502.0 |
S1 |
3,501.2 |
3,500.5 |
|