Trading Metrics calculated at close of trading on 25-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,519.0 |
3,522.0 |
3.0 |
0.1% |
3,514.0 |
High |
3,540.0 |
3,536.0 |
-4.0 |
-0.1% |
3,540.0 |
Low |
3,517.0 |
3,515.0 |
-2.0 |
-0.1% |
3,506.0 |
Close |
3,528.0 |
3,527.0 |
-1.0 |
0.0% |
3,528.0 |
Range |
23.0 |
21.0 |
-2.0 |
-8.7% |
34.0 |
ATR |
31.1 |
30.4 |
-0.7 |
-2.3% |
0.0 |
Volume |
536,955 |
646,360 |
109,405 |
20.4% |
2,817,390 |
|
Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,589.0 |
3,579.0 |
3,538.6 |
|
R3 |
3,568.0 |
3,558.0 |
3,532.8 |
|
R2 |
3,547.0 |
3,547.0 |
3,530.9 |
|
R1 |
3,537.0 |
3,537.0 |
3,528.9 |
3,542.0 |
PP |
3,526.0 |
3,526.0 |
3,526.0 |
3,528.5 |
S1 |
3,516.0 |
3,516.0 |
3,525.1 |
3,521.0 |
S2 |
3,505.0 |
3,505.0 |
3,523.2 |
|
S3 |
3,484.0 |
3,495.0 |
3,521.2 |
|
S4 |
3,463.0 |
3,474.0 |
3,515.5 |
|
|
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% |
19.2 |
0.5% |
62% |
False |
False |
588,763 |
10 |
3,540.0 |
3,487.0 |
53.0 |
1.5% |
20.4 |
0.6% |
75% |
False |
False |
874,088 |
20 |
3,540.0 |
3,348.0 |
192.0 |
5.4% |
27.2 |
0.8% |
93% |
False |
False |
546,413 |
40 |
3,540.0 |
3,348.0 |
192.0 |
5.4% |
30.0 |
0.8% |
93% |
False |
False |
274,551 |
60 |
3,540.0 |
3,348.0 |
192.0 |
5.4% |
30.4 |
0.9% |
93% |
False |
False |
183,884 |
80 |
3,577.0 |
3,348.0 |
229.0 |
6.5% |
31.1 |
0.9% |
78% |
False |
False |
138,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,625.3 |
2.618 |
3,591.0 |
1.618 |
3,570.0 |
1.000 |
3,557.0 |
0.618 |
3,549.0 |
HIGH |
3,536.0 |
0.618 |
3,528.0 |
0.500 |
3,525.5 |
0.382 |
3,523.0 |
LOW |
3,515.0 |
0.618 |
3,502.0 |
1.000 |
3,494.0 |
1.618 |
3,481.0 |
2.618 |
3,460.0 |
4.250 |
3,425.8 |
|
|
Fisher Pivots for day following 25-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,526.5 |
3,527.5 |
PP |
3,526.0 |
3,527.3 |
S1 |
3,525.5 |
3,527.2 |
|