Trading Metrics calculated at close of trading on 29-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,552.0 |
3,557.0 |
5.0 |
0.1% |
3,522.0 |
High |
3,556.0 |
3,585.0 |
29.0 |
0.8% |
3,585.0 |
Low |
3,544.0 |
3,549.0 |
5.0 |
0.1% |
3,515.0 |
Close |
3,550.0 |
3,576.0 |
26.0 |
0.7% |
3,576.0 |
Range |
12.0 |
36.0 |
24.0 |
200.0% |
70.0 |
ATR |
28.6 |
29.1 |
0.5 |
1.8% |
0.0 |
Volume |
566,102 |
887,148 |
321,046 |
56.7% |
3,509,905 |
|
Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,678.0 |
3,663.0 |
3,595.8 |
|
R3 |
3,642.0 |
3,627.0 |
3,585.9 |
|
R2 |
3,606.0 |
3,606.0 |
3,582.6 |
|
R1 |
3,591.0 |
3,591.0 |
3,579.3 |
3,598.5 |
PP |
3,570.0 |
3,570.0 |
3,570.0 |
3,573.8 |
S1 |
3,555.0 |
3,555.0 |
3,572.7 |
3,562.5 |
S2 |
3,534.0 |
3,534.0 |
3,569.4 |
|
S3 |
3,498.0 |
3,519.0 |
3,566.1 |
|
S4 |
3,462.0 |
3,483.0 |
3,556.2 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,768.7 |
3,742.3 |
3,614.5 |
|
R3 |
3,698.7 |
3,672.3 |
3,595.3 |
|
R2 |
3,628.7 |
3,628.7 |
3,588.8 |
|
R1 |
3,602.3 |
3,602.3 |
3,582.4 |
3,615.5 |
PP |
3,558.7 |
3,558.7 |
3,558.7 |
3,565.3 |
S1 |
3,532.3 |
3,532.3 |
3,569.6 |
3,545.5 |
S2 |
3,488.7 |
3,488.7 |
3,563.2 |
|
S3 |
3,418.7 |
3,462.3 |
3,556.8 |
|
S4 |
3,348.7 |
3,392.3 |
3,537.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,585.0 |
3,515.0 |
70.0 |
2.0% |
22.8 |
0.6% |
87% |
True |
False |
701,981 |
10 |
3,585.0 |
3,506.0 |
79.0 |
2.2% |
20.5 |
0.6% |
89% |
True |
False |
632,729 |
20 |
3,585.0 |
3,380.0 |
205.0 |
5.7% |
26.2 |
0.7% |
96% |
True |
False |
685,025 |
40 |
3,585.0 |
3,348.0 |
237.0 |
6.6% |
28.9 |
0.8% |
96% |
True |
False |
345,738 |
60 |
3,585.0 |
3,348.0 |
237.0 |
6.6% |
30.0 |
0.8% |
96% |
True |
False |
231,499 |
80 |
3,585.0 |
3,348.0 |
237.0 |
6.6% |
31.6 |
0.9% |
96% |
True |
False |
174,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,738.0 |
2.618 |
3,679.2 |
1.618 |
3,643.2 |
1.000 |
3,621.0 |
0.618 |
3,607.2 |
HIGH |
3,585.0 |
0.618 |
3,571.2 |
0.500 |
3,567.0 |
0.382 |
3,562.8 |
LOW |
3,549.0 |
0.618 |
3,526.8 |
1.000 |
3,513.0 |
1.618 |
3,490.8 |
2.618 |
3,454.8 |
4.250 |
3,396.0 |
|
|
Fisher Pivots for day following 29-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,573.0 |
3,569.5 |
PP |
3,570.0 |
3,563.0 |
S1 |
3,567.0 |
3,556.5 |
|