Trading Metrics calculated at close of trading on 13-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
5,990.00 |
6,006.75 |
16.75 |
0.3% |
5,973.75 |
High |
6,012.25 |
6,012.00 |
-0.25 |
0.0% |
5,991.50 |
Low |
5,975.25 |
5,983.50 |
8.25 |
0.1% |
5,897.00 |
Close |
6,004.50 |
6,009.00 |
4.50 |
0.1% |
5,924.50 |
Range |
37.00 |
28.50 |
-8.50 |
-23.0% |
94.50 |
ATR |
66.08 |
63.40 |
-2.68 |
-4.1% |
0.00 |
Volume |
296,518 |
229,042 |
-67,476 |
-22.8% |
355,341 |
|
Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,087.00 |
6,076.50 |
6,024.75 |
|
R3 |
6,058.50 |
6,048.00 |
6,016.75 |
|
R2 |
6,030.00 |
6,030.00 |
6,014.25 |
|
R1 |
6,019.50 |
6,019.50 |
6,011.50 |
6,024.75 |
PP |
6,001.50 |
6,001.50 |
6,001.50 |
6,004.00 |
S1 |
5,991.00 |
5,991.00 |
6,006.50 |
5,996.25 |
S2 |
5,973.00 |
5,973.00 |
6,003.75 |
|
S3 |
5,944.50 |
5,962.50 |
6,001.25 |
|
S4 |
5,916.00 |
5,934.00 |
5,993.25 |
|
|
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% |
47.50 |
0.8% |
97% |
False |
False |
221,498 |
10 |
6,026.25 |
5,870.00 |
156.25 |
2.6% |
58.00 |
1.0% |
89% |
False |
False |
115,088 |
20 |
6,026.25 |
5,760.00 |
266.25 |
4.4% |
64.75 |
1.1% |
94% |
False |
False |
58,389 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.4% |
63.75 |
1.1% |
94% |
False |
False |
29,604 |
60 |
6,026.25 |
5,568.25 |
458.00 |
7.6% |
68.25 |
1.1% |
96% |
False |
False |
19,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,133.00 |
2.618 |
6,086.50 |
1.618 |
6,058.00 |
1.000 |
6,040.50 |
0.618 |
6,029.50 |
HIGH |
6,012.00 |
0.618 |
6,001.00 |
0.500 |
5,997.75 |
0.382 |
5,994.50 |
LOW |
5,983.50 |
0.618 |
5,966.00 |
1.000 |
5,955.00 |
1.618 |
5,937.50 |
2.618 |
5,909.00 |
4.250 |
5,862.50 |
|
|
Fisher Pivots for day following 13-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
6,005.25 |
5,998.50 |
PP |
6,001.50 |
5,987.75 |
S1 |
5,997.75 |
5,977.00 |
|