Trading Metrics calculated at close of trading on 28-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,531.0 |
3,552.0 |
21.0 |
0.6% |
3,514.0 |
High |
3,558.0 |
3,556.0 |
-2.0 |
-0.1% |
3,540.0 |
Low |
3,528.0 |
3,544.0 |
16.0 |
0.5% |
3,506.0 |
Close |
3,546.0 |
3,550.0 |
4.0 |
0.1% |
3,528.0 |
Range |
30.0 |
12.0 |
-18.0 |
-60.0% |
34.0 |
ATR |
29.9 |
28.6 |
-1.3 |
-4.3% |
0.0 |
Volume |
775,958 |
566,102 |
-209,856 |
-27.0% |
2,817,390 |
|
Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,586.0 |
3,580.0 |
3,556.6 |
|
R3 |
3,574.0 |
3,568.0 |
3,553.3 |
|
R2 |
3,562.0 |
3,562.0 |
3,552.2 |
|
R1 |
3,556.0 |
3,556.0 |
3,551.1 |
3,553.0 |
PP |
3,550.0 |
3,550.0 |
3,550.0 |
3,548.5 |
S1 |
3,544.0 |
3,544.0 |
3,548.9 |
3,541.0 |
S2 |
3,538.0 |
3,538.0 |
3,547.8 |
|
S3 |
3,526.0 |
3,532.0 |
3,546.7 |
|
S4 |
3,514.0 |
3,520.0 |
3,543.4 |
|
|
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 |
3,558.0 |
3,515.0 |
43.0 |
1.2% |
20.2 |
0.6% |
81% |
False |
False |
631,942 |
10 |
3,558.0 |
3,493.0 |
65.0 |
1.8% |
19.4 |
0.5% |
88% |
False |
False |
641,961 |
20 |
3,558.0 |
3,380.0 |
178.0 |
5.0% |
25.6 |
0.7% |
96% |
False |
False |
641,071 |
40 |
3,558.0 |
3,348.0 |
210.0 |
5.9% |
28.9 |
0.8% |
96% |
False |
False |
323,563 |
60 |
3,558.0 |
3,348.0 |
210.0 |
5.9% |
30.2 |
0.8% |
96% |
False |
False |
216,718 |
80 |
3,577.0 |
3,348.0 |
229.0 |
6.5% |
31.3 |
0.9% |
88% |
False |
False |
163,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,607.0 |
2.618 |
3,587.4 |
1.618 |
3,575.4 |
1.000 |
3,568.0 |
0.618 |
3,563.4 |
HIGH |
3,556.0 |
0.618 |
3,551.4 |
0.500 |
3,550.0 |
0.382 |
3,548.6 |
LOW |
3,544.0 |
0.618 |
3,536.6 |
1.000 |
3,532.0 |
1.618 |
3,524.6 |
2.618 |
3,512.6 |
4.250 |
3,493.0 |
|
|
Fisher Pivots for day following 28-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,550.0 |
3,546.0 |
PP |
3,550.0 |
3,542.0 |
S1 |
3,550.0 |
3,538.0 |
|