Trading Metrics calculated at close of trading on 27-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,521.0 |
3,531.0 |
10.0 |
0.3% |
3,514.0 |
High |
3,533.0 |
3,558.0 |
25.0 |
0.7% |
3,540.0 |
Low |
3,518.0 |
3,528.0 |
10.0 |
0.3% |
3,506.0 |
Close |
3,520.0 |
3,546.0 |
26.0 |
0.7% |
3,528.0 |
Range |
15.0 |
30.0 |
15.0 |
100.0% |
34.0 |
ATR |
29.3 |
29.9 |
0.6 |
2.1% |
0.0 |
Volume |
634,337 |
775,958 |
141,621 |
22.3% |
2,817,390 |
|
Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,634.0 |
3,620.0 |
3,562.5 |
|
R3 |
3,604.0 |
3,590.0 |
3,554.3 |
|
R2 |
3,574.0 |
3,574.0 |
3,551.5 |
|
R1 |
3,560.0 |
3,560.0 |
3,548.8 |
3,567.0 |
PP |
3,544.0 |
3,544.0 |
3,544.0 |
3,547.5 |
S1 |
3,530.0 |
3,530.0 |
3,543.3 |
3,537.0 |
S2 |
3,514.0 |
3,514.0 |
3,540.5 |
|
S3 |
3,484.0 |
3,500.0 |
3,537.8 |
|
S4 |
3,454.0 |
3,470.0 |
3,529.5 |
|
|
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 |
3,558.0 |
3,515.0 |
43.0 |
1.2% |
20.2 |
0.6% |
72% |
True |
False |
642,717 |
10 |
3,558.0 |
3,493.0 |
65.0 |
1.8% |
20.2 |
0.6% |
82% |
True |
False |
686,401 |
20 |
3,558.0 |
3,380.0 |
178.0 |
5.0% |
25.9 |
0.7% |
93% |
True |
False |
614,849 |
40 |
3,558.0 |
3,348.0 |
210.0 |
5.9% |
29.2 |
0.8% |
94% |
True |
False |
309,665 |
60 |
3,558.0 |
3,348.0 |
210.0 |
5.9% |
30.2 |
0.9% |
94% |
True |
False |
207,285 |
80 |
3,577.0 |
3,348.0 |
229.0 |
6.5% |
31.2 |
0.9% |
86% |
False |
False |
155,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,685.5 |
2.618 |
3,636.5 |
1.618 |
3,606.5 |
1.000 |
3,588.0 |
0.618 |
3,576.5 |
HIGH |
3,558.0 |
0.618 |
3,546.5 |
0.500 |
3,543.0 |
0.382 |
3,539.5 |
LOW |
3,528.0 |
0.618 |
3,509.5 |
1.000 |
3,498.0 |
1.618 |
3,479.5 |
2.618 |
3,449.5 |
4.250 |
3,400.5 |
|
|
Fisher Pivots for day following 27-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,545.0 |
3,542.8 |
PP |
3,544.0 |
3,539.7 |
S1 |
3,543.0 |
3,536.5 |
|