Trading Metrics calculated at close of trading on 18-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,510.0 |
3,514.0 |
4.0 |
0.1% |
3,449.0 |
High |
3,518.0 |
3,524.0 |
6.0 |
0.2% |
3,518.0 |
Low |
3,493.0 |
3,508.0 |
15.0 |
0.4% |
3,449.0 |
Close |
3,499.0 |
3,515.0 |
16.0 |
0.5% |
3,499.0 |
Range |
25.0 |
16.0 |
-9.0 |
-36.0% |
69.0 |
ATR |
34.9 |
34.2 |
-0.7 |
-2.0% |
0.0 |
Volume |
979,470 |
519,931 |
-459,539 |
-46.9% |
6,361,064 |
|
Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,563.7 |
3,555.3 |
3,523.8 |
|
R3 |
3,547.7 |
3,539.3 |
3,519.4 |
|
R2 |
3,531.7 |
3,531.7 |
3,517.9 |
|
R1 |
3,523.3 |
3,523.3 |
3,516.5 |
3,527.5 |
PP |
3,515.7 |
3,515.7 |
3,515.7 |
3,517.8 |
S1 |
3,507.3 |
3,507.3 |
3,513.5 |
3,511.5 |
S2 |
3,499.7 |
3,499.7 |
3,512.1 |
|
S3 |
3,483.7 |
3,491.3 |
3,510.6 |
|
S4 |
3,467.7 |
3,475.3 |
3,506.2 |
|
|
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 |
3,524.0 |
3,487.0 |
37.0 |
1.1% |
21.6 |
0.6% |
76% |
True |
False |
1,159,413 |
10 |
3,524.0 |
3,380.0 |
144.0 |
4.1% |
31.1 |
0.9% |
94% |
True |
False |
783,632 |
20 |
3,524.0 |
3,348.0 |
176.0 |
5.0% |
28.9 |
0.8% |
95% |
True |
False |
399,666 |
40 |
3,524.0 |
3,348.0 |
176.0 |
5.0% |
31.3 |
0.9% |
95% |
True |
False |
201,470 |
60 |
3,559.0 |
3,348.0 |
211.0 |
6.0% |
33.2 |
0.9% |
79% |
False |
False |
134,942 |
80 |
3,577.0 |
3,348.0 |
229.0 |
6.5% |
30.6 |
0.9% |
73% |
False |
False |
101,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,592.0 |
2.618 |
3,565.9 |
1.618 |
3,549.9 |
1.000 |
3,540.0 |
0.618 |
3,533.9 |
HIGH |
3,524.0 |
0.618 |
3,517.9 |
0.500 |
3,516.0 |
0.382 |
3,514.1 |
LOW |
3,508.0 |
0.618 |
3,498.1 |
1.000 |
3,492.0 |
1.618 |
3,482.1 |
2.618 |
3,466.1 |
4.250 |
3,440.0 |
|
|
Fisher Pivots for day following 18-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,516.0 |
3,512.8 |
PP |
3,515.7 |
3,510.7 |
S1 |
3,515.3 |
3,508.5 |
|