Trading Metrics calculated at close of trading on 20-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,516.0 |
3,514.0 |
-2.0 |
-0.1% |
3,449.0 |
High |
3,518.0 |
3,535.0 |
17.0 |
0.5% |
3,518.0 |
Low |
3,506.0 |
3,507.0 |
1.0 |
0.0% |
3,449.0 |
Close |
3,516.0 |
3,510.0 |
-6.0 |
-0.2% |
3,499.0 |
Range |
12.0 |
28.0 |
16.0 |
133.3% |
69.0 |
ATR |
32.6 |
32.3 |
-0.3 |
-1.0% |
0.0 |
Volume |
545,284 |
595,242 |
49,958 |
9.2% |
6,361,064 |
|
Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,601.3 |
3,583.7 |
3,525.4 |
|
R3 |
3,573.3 |
3,555.7 |
3,517.7 |
|
R2 |
3,545.3 |
3,545.3 |
3,515.1 |
|
R1 |
3,527.7 |
3,527.7 |
3,512.6 |
3,522.5 |
PP |
3,517.3 |
3,517.3 |
3,517.3 |
3,514.8 |
S1 |
3,499.7 |
3,499.7 |
3,507.4 |
3,494.5 |
S2 |
3,489.3 |
3,489.3 |
3,504.9 |
|
S3 |
3,461.3 |
3,471.7 |
3,502.3 |
|
S4 |
3,433.3 |
3,443.7 |
3,494.6 |
|
|
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 |
3,535.0 |
3,493.0 |
42.0 |
1.2% |
20.2 |
0.6% |
40% |
True |
False |
730,085 |
10 |
3,535.0 |
3,419.0 |
116.0 |
3.3% |
24.1 |
0.7% |
78% |
True |
False |
884,793 |
20 |
3,535.0 |
3,348.0 |
187.0 |
5.3% |
28.0 |
0.8% |
87% |
True |
False |
456,604 |
40 |
3,535.0 |
3,348.0 |
187.0 |
5.3% |
30.6 |
0.9% |
87% |
True |
False |
229,975 |
60 |
3,535.0 |
3,348.0 |
187.0 |
5.3% |
32.8 |
0.9% |
87% |
True |
False |
153,843 |
80 |
3,577.0 |
3,348.0 |
229.0 |
6.5% |
31.0 |
0.9% |
71% |
False |
False |
115,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,654.0 |
2.618 |
3,608.3 |
1.618 |
3,580.3 |
1.000 |
3,563.0 |
0.618 |
3,552.3 |
HIGH |
3,535.0 |
0.618 |
3,524.3 |
0.500 |
3,521.0 |
0.382 |
3,517.7 |
LOW |
3,507.0 |
0.618 |
3,489.7 |
1.000 |
3,479.0 |
1.618 |
3,461.7 |
2.618 |
3,433.7 |
4.250 |
3,388.0 |
|
|
Fisher Pivots for day following 20-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,521.0 |
3,520.5 |
PP |
3,517.3 |
3,517.0 |
S1 |
3,513.7 |
3,513.5 |
|