Trading Metrics calculated at close of trading on 26-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,522.0 |
3,521.0 |
-1.0 |
0.0% |
3,514.0 |
High |
3,536.0 |
3,533.0 |
-3.0 |
-0.1% |
3,540.0 |
Low |
3,515.0 |
3,518.0 |
3.0 |
0.1% |
3,506.0 |
Close |
3,527.0 |
3,520.0 |
-7.0 |
-0.2% |
3,528.0 |
Range |
21.0 |
15.0 |
-6.0 |
-28.6% |
34.0 |
ATR |
30.4 |
29.3 |
-1.1 |
-3.6% |
0.0 |
Volume |
646,360 |
634,337 |
-12,023 |
-1.9% |
2,817,390 |
|
Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,568.7 |
3,559.3 |
3,528.3 |
|
R3 |
3,553.7 |
3,544.3 |
3,524.1 |
|
R2 |
3,538.7 |
3,538.7 |
3,522.8 |
|
R1 |
3,529.3 |
3,529.3 |
3,521.4 |
3,526.5 |
PP |
3,523.7 |
3,523.7 |
3,523.7 |
3,522.3 |
S1 |
3,514.3 |
3,514.3 |
3,518.6 |
3,511.5 |
S2 |
3,508.7 |
3,508.7 |
3,517.3 |
|
S3 |
3,493.7 |
3,499.3 |
3,515.9 |
|
S4 |
3,478.7 |
3,484.3 |
3,511.8 |
|
|
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 |
3,507.0 |
33.0 |
0.9% |
19.8 |
0.6% |
39% |
False |
False |
606,574 |
10 |
3,540.0 |
3,489.0 |
51.0 |
1.4% |
19.9 |
0.6% |
61% |
False |
False |
765,290 |
20 |
3,540.0 |
3,348.0 |
192.0 |
5.5% |
26.6 |
0.8% |
90% |
False |
False |
578,102 |
40 |
3,540.0 |
3,348.0 |
192.0 |
5.5% |
29.5 |
0.8% |
90% |
False |
False |
290,406 |
60 |
3,540.0 |
3,348.0 |
192.0 |
5.5% |
30.1 |
0.9% |
90% |
False |
False |
194,454 |
80 |
3,577.0 |
3,348.0 |
229.0 |
6.5% |
31.1 |
0.9% |
75% |
False |
False |
146,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,596.8 |
2.618 |
3,572.3 |
1.618 |
3,557.3 |
1.000 |
3,548.0 |
0.618 |
3,542.3 |
HIGH |
3,533.0 |
0.618 |
3,527.3 |
0.500 |
3,525.5 |
0.382 |
3,523.7 |
LOW |
3,518.0 |
0.618 |
3,508.7 |
1.000 |
3,503.0 |
1.618 |
3,493.7 |
2.618 |
3,478.7 |
4.250 |
3,454.3 |
|
|
Fisher Pivots for day following 26-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,525.5 |
3,527.5 |
PP |
3,523.7 |
3,525.0 |
S1 |
3,521.8 |
3,522.5 |
|