Trading Metrics calculated at close of trading on 21-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,514.0 |
3,528.0 |
14.0 |
0.4% |
3,449.0 |
High |
3,535.0 |
3,534.0 |
-1.0 |
0.0% |
3,518.0 |
Low |
3,507.0 |
3,522.0 |
15.0 |
0.4% |
3,449.0 |
Close |
3,510.0 |
3,530.0 |
20.0 |
0.6% |
3,499.0 |
Range |
28.0 |
12.0 |
-16.0 |
-57.1% |
69.0 |
ATR |
32.3 |
31.7 |
-0.6 |
-1.8% |
0.0 |
Volume |
595,242 |
619,978 |
24,736 |
4.2% |
6,361,064 |
|
Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,564.7 |
3,559.3 |
3,536.6 |
|
R3 |
3,552.7 |
3,547.3 |
3,533.3 |
|
R2 |
3,540.7 |
3,540.7 |
3,532.2 |
|
R1 |
3,535.3 |
3,535.3 |
3,531.1 |
3,538.0 |
PP |
3,528.7 |
3,528.7 |
3,528.7 |
3,530.0 |
S1 |
3,523.3 |
3,523.3 |
3,528.9 |
3,526.0 |
S2 |
3,516.7 |
3,516.7 |
3,527.8 |
|
S3 |
3,504.7 |
3,511.3 |
3,526.7 |
|
S4 |
3,492.7 |
3,499.3 |
3,523.4 |
|
|
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 |
3,535.0 |
3,493.0 |
42.0 |
1.2% |
18.6 |
0.5% |
88% |
False |
False |
651,981 |
10 |
3,535.0 |
3,419.0 |
116.0 |
3.3% |
22.3 |
0.6% |
96% |
False |
False |
916,083 |
20 |
3,535.0 |
3,348.0 |
187.0 |
5.3% |
27.1 |
0.8% |
97% |
False |
False |
487,566 |
40 |
3,535.0 |
3,348.0 |
187.0 |
5.3% |
30.4 |
0.9% |
97% |
False |
False |
245,473 |
60 |
3,535.0 |
3,348.0 |
187.0 |
5.3% |
32.2 |
0.9% |
97% |
False |
False |
164,168 |
80 |
3,577.0 |
3,348.0 |
229.0 |
6.5% |
30.9 |
0.9% |
79% |
False |
False |
123,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,585.0 |
2.618 |
3,565.4 |
1.618 |
3,553.4 |
1.000 |
3,546.0 |
0.618 |
3,541.4 |
HIGH |
3,534.0 |
0.618 |
3,529.4 |
0.500 |
3,528.0 |
0.382 |
3,526.6 |
LOW |
3,522.0 |
0.618 |
3,514.6 |
1.000 |
3,510.0 |
1.618 |
3,502.6 |
2.618 |
3,490.6 |
4.250 |
3,471.0 |
|
|
Fisher Pivots for day following 21-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,529.3 |
3,526.8 |
PP |
3,528.7 |
3,523.7 |
S1 |
3,528.0 |
3,520.5 |
|