Trading Metrics calculated at close of trading on 11-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
5,977.25 |
5,943.75 |
-33.50 |
-0.6% |
5,973.75 |
High |
5,979.50 |
6,000.25 |
20.75 |
0.3% |
5,991.50 |
Low |
5,915.25 |
5,942.00 |
26.75 |
0.5% |
5,897.00 |
Close |
5,924.50 |
5,990.75 |
66.25 |
1.1% |
5,924.50 |
Range |
64.25 |
58.25 |
-6.00 |
-9.3% |
94.50 |
ATR |
67.75 |
68.32 |
0.57 |
0.8% |
0.00 |
Volume |
243,700 |
261,152 |
17,452 |
7.2% |
355,341 |
|
Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,152.50 |
6,129.75 |
6,022.75 |
|
R3 |
6,094.25 |
6,071.50 |
6,006.75 |
|
R2 |
6,036.00 |
6,036.00 |
6,001.50 |
|
R1 |
6,013.25 |
6,013.25 |
5,996.00 |
6,024.50 |
PP |
5,977.75 |
5,977.75 |
5,977.75 |
5,983.25 |
S1 |
5,955.00 |
5,955.00 |
5,985.50 |
5,966.50 |
S2 |
5,919.50 |
5,919.50 |
5,980.00 |
|
S3 |
5,861.25 |
5,896.75 |
5,974.75 |
|
S4 |
5,803.00 |
5,838.50 |
5,958.75 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,221.25 |
6,167.25 |
5,976.50 |
|
R3 |
6,126.75 |
6,072.75 |
5,950.50 |
|
R2 |
6,032.25 |
6,032.25 |
5,941.75 |
|
R1 |
5,978.25 |
5,978.25 |
5,933.25 |
5,958.00 |
PP |
5,937.75 |
5,937.75 |
5,937.75 |
5,927.50 |
S1 |
5,883.75 |
5,883.75 |
5,915.75 |
5,863.50 |
S2 |
5,843.25 |
5,843.25 |
5,907.25 |
|
S3 |
5,748.75 |
5,789.25 |
5,898.50 |
|
S4 |
5,654.25 |
5,694.75 |
5,872.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,000.25 |
5,897.00 |
103.25 |
1.7% |
64.50 |
1.1% |
91% |
True |
False |
123,298 |
10 |
6,026.25 |
5,784.50 |
241.75 |
4.0% |
66.50 |
1.1% |
85% |
False |
False |
62,870 |
20 |
6,026.25 |
5,760.00 |
266.25 |
4.4% |
67.50 |
1.1% |
87% |
False |
False |
32,249 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.4% |
64.75 |
1.1% |
87% |
False |
False |
16,478 |
60 |
6,026.25 |
5,568.25 |
458.00 |
7.6% |
69.75 |
1.2% |
92% |
False |
False |
11,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,247.75 |
2.618 |
6,152.75 |
1.618 |
6,094.50 |
1.000 |
6,058.50 |
0.618 |
6,036.25 |
HIGH |
6,000.25 |
0.618 |
5,978.00 |
0.500 |
5,971.00 |
0.382 |
5,964.25 |
LOW |
5,942.00 |
0.618 |
5,906.00 |
1.000 |
5,883.75 |
1.618 |
5,847.75 |
2.618 |
5,789.50 |
4.250 |
5,694.50 |
|
|
Fisher Pivots for day following 11-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,984.25 |
5,979.75 |
PP |
5,977.75 |
5,968.75 |
S1 |
5,971.00 |
5,957.75 |
|