Trading Metrics calculated at close of trading on 22-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,528.0 |
3,519.0 |
-9.0 |
-0.3% |
3,514.0 |
High |
3,534.0 |
3,540.0 |
6.0 |
0.2% |
3,540.0 |
Low |
3,522.0 |
3,517.0 |
-5.0 |
-0.1% |
3,506.0 |
Close |
3,530.0 |
3,528.0 |
-2.0 |
-0.1% |
3,528.0 |
Range |
12.0 |
23.0 |
11.0 |
91.7% |
34.0 |
ATR |
31.7 |
31.1 |
-0.6 |
-2.0% |
0.0 |
Volume |
619,978 |
536,955 |
-83,023 |
-13.4% |
2,817,390 |
|
Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,597.3 |
3,585.7 |
3,540.7 |
|
R3 |
3,574.3 |
3,562.7 |
3,534.3 |
|
R2 |
3,551.3 |
3,551.3 |
3,532.2 |
|
R1 |
3,539.7 |
3,539.7 |
3,530.1 |
3,545.5 |
PP |
3,528.3 |
3,528.3 |
3,528.3 |
3,531.3 |
S1 |
3,516.7 |
3,516.7 |
3,525.9 |
3,522.5 |
S2 |
3,505.3 |
3,505.3 |
3,523.8 |
|
S3 |
3,482.3 |
3,493.7 |
3,521.7 |
|
S4 |
3,459.3 |
3,470.7 |
3,515.4 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,626.7 |
3,611.3 |
3,546.7 |
|
R3 |
3,592.7 |
3,577.3 |
3,537.4 |
|
R2 |
3,558.7 |
3,558.7 |
3,534.2 |
|
R1 |
3,543.3 |
3,543.3 |
3,531.1 |
3,551.0 |
PP |
3,524.7 |
3,524.7 |
3,524.7 |
3,528.5 |
S1 |
3,509.3 |
3,509.3 |
3,524.9 |
3,517.0 |
S2 |
3,490.7 |
3,490.7 |
3,521.8 |
|
S3 |
3,456.7 |
3,475.3 |
3,518.7 |
|
S4 |
3,422.7 |
3,441.3 |
3,509.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,540.0 |
3,506.0 |
34.0 |
1.0% |
18.2 |
0.5% |
65% |
True |
False |
563,478 |
10 |
3,540.0 |
3,449.0 |
91.0 |
2.6% |
22.6 |
0.6% |
87% |
True |
False |
917,845 |
20 |
3,540.0 |
3,348.0 |
192.0 |
5.4% |
27.4 |
0.8% |
94% |
True |
False |
514,113 |
40 |
3,540.0 |
3,348.0 |
192.0 |
5.4% |
30.0 |
0.9% |
94% |
True |
False |
258,895 |
60 |
3,540.0 |
3,348.0 |
192.0 |
5.4% |
30.9 |
0.9% |
94% |
True |
False |
173,113 |
80 |
3,577.0 |
3,348.0 |
229.0 |
6.5% |
31.1 |
0.9% |
79% |
False |
False |
130,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,637.8 |
2.618 |
3,600.2 |
1.618 |
3,577.2 |
1.000 |
3,563.0 |
0.618 |
3,554.2 |
HIGH |
3,540.0 |
0.618 |
3,531.2 |
0.500 |
3,528.5 |
0.382 |
3,525.8 |
LOW |
3,517.0 |
0.618 |
3,502.8 |
1.000 |
3,494.0 |
1.618 |
3,479.8 |
2.618 |
3,456.8 |
4.250 |
3,419.3 |
|
|
Fisher Pivots for day following 22-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,528.5 |
3,526.5 |
PP |
3,528.3 |
3,525.0 |
S1 |
3,528.2 |
3,523.5 |
|