Trading Metrics calculated at close of trading on 19-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,514.0 |
3,516.0 |
2.0 |
0.1% |
3,449.0 |
High |
3,524.0 |
3,518.0 |
-6.0 |
-0.2% |
3,518.0 |
Low |
3,508.0 |
3,506.0 |
-2.0 |
-0.1% |
3,449.0 |
Close |
3,515.0 |
3,516.0 |
1.0 |
0.0% |
3,499.0 |
Range |
16.0 |
12.0 |
-4.0 |
-25.0% |
69.0 |
ATR |
34.2 |
32.6 |
-1.6 |
-4.6% |
0.0 |
Volume |
519,931 |
545,284 |
25,353 |
4.9% |
6,361,064 |
|
Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,549.3 |
3,544.7 |
3,522.6 |
|
R3 |
3,537.3 |
3,532.7 |
3,519.3 |
|
R2 |
3,525.3 |
3,525.3 |
3,518.2 |
|
R1 |
3,520.7 |
3,520.7 |
3,517.1 |
3,522.0 |
PP |
3,513.3 |
3,513.3 |
3,513.3 |
3,514.0 |
S1 |
3,508.7 |
3,508.7 |
3,514.9 |
3,510.0 |
S2 |
3,501.3 |
3,501.3 |
3,513.8 |
|
S3 |
3,489.3 |
3,496.7 |
3,512.7 |
|
S4 |
3,477.3 |
3,484.7 |
3,509.4 |
|
|
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 |
3,489.0 |
35.0 |
1.0% |
20.0 |
0.6% |
77% |
False |
False |
924,006 |
10 |
3,524.0 |
3,383.0 |
141.0 |
4.0% |
27.0 |
0.8% |
94% |
False |
False |
834,466 |
20 |
3,524.0 |
3,348.0 |
176.0 |
5.0% |
27.9 |
0.8% |
95% |
False |
False |
426,862 |
40 |
3,524.0 |
3,348.0 |
176.0 |
5.0% |
30.8 |
0.9% |
95% |
False |
False |
215,098 |
60 |
3,537.0 |
3,348.0 |
189.0 |
5.4% |
33.0 |
0.9% |
89% |
False |
False |
143,927 |
80 |
3,577.0 |
3,348.0 |
229.0 |
6.5% |
30.7 |
0.9% |
73% |
False |
False |
108,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,569.0 |
2.618 |
3,549.4 |
1.618 |
3,537.4 |
1.000 |
3,530.0 |
0.618 |
3,525.4 |
HIGH |
3,518.0 |
0.618 |
3,513.4 |
0.500 |
3,512.0 |
0.382 |
3,510.6 |
LOW |
3,506.0 |
0.618 |
3,498.6 |
1.000 |
3,494.0 |
1.618 |
3,486.6 |
2.618 |
3,474.6 |
4.250 |
3,455.0 |
|
|
Fisher Pivots for day following 19-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,514.7 |
3,513.5 |
PP |
3,513.3 |
3,511.0 |
S1 |
3,512.0 |
3,508.5 |
|