Trading Metrics calculated at close of trading on 12-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
5,943.75 |
5,990.00 |
46.25 |
0.8% |
5,973.75 |
High |
6,000.25 |
6,012.25 |
12.00 |
0.2% |
5,991.50 |
Low |
5,942.00 |
5,975.25 |
33.25 |
0.6% |
5,897.00 |
Close |
5,990.75 |
6,004.50 |
13.75 |
0.2% |
5,924.50 |
Range |
58.25 |
37.00 |
-21.25 |
-36.5% |
94.50 |
ATR |
68.32 |
66.08 |
-2.24 |
-3.3% |
0.00 |
Volume |
261,152 |
296,518 |
35,366 |
13.5% |
355,341 |
|
Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,108.25 |
6,093.50 |
6,024.75 |
|
R3 |
6,071.25 |
6,056.50 |
6,014.75 |
|
R2 |
6,034.25 |
6,034.25 |
6,011.25 |
|
R1 |
6,019.50 |
6,019.50 |
6,008.00 |
6,027.00 |
PP |
5,997.25 |
5,997.25 |
5,997.25 |
6,001.00 |
S1 |
5,982.50 |
5,982.50 |
6,001.00 |
5,990.00 |
S2 |
5,960.25 |
5,960.25 |
5,997.75 |
|
S3 |
5,923.25 |
5,945.50 |
5,994.25 |
|
S4 |
5,886.25 |
5,908.50 |
5,984.25 |
|
|
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 |
6,012.25 |
5,915.25 |
97.00 |
1.6% |
53.00 |
0.9% |
92% |
True |
False |
180,339 |
10 |
6,026.25 |
5,784.50 |
241.75 |
4.0% |
64.75 |
1.1% |
91% |
False |
False |
92,427 |
20 |
6,026.25 |
5,760.00 |
266.25 |
4.4% |
65.75 |
1.1% |
92% |
False |
False |
47,003 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.4% |
65.00 |
1.1% |
92% |
False |
False |
23,886 |
60 |
6,026.25 |
5,568.25 |
458.00 |
7.6% |
69.50 |
1.2% |
95% |
False |
False |
16,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,169.50 |
2.618 |
6,109.00 |
1.618 |
6,072.00 |
1.000 |
6,049.25 |
0.618 |
6,035.00 |
HIGH |
6,012.25 |
0.618 |
5,998.00 |
0.500 |
5,993.75 |
0.382 |
5,989.50 |
LOW |
5,975.25 |
0.618 |
5,952.50 |
1.000 |
5,938.25 |
1.618 |
5,915.50 |
2.618 |
5,878.50 |
4.250 |
5,818.00 |
|
|
Fisher Pivots for day following 12-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
6,001.00 |
5,991.00 |
PP |
5,997.25 |
5,977.25 |
S1 |
5,993.75 |
5,963.75 |
|