Trading Metrics calculated at close of trading on 14-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
6,006.75 |
6,006.75 |
0.00 |
0.0% |
5,973.75 |
High |
6,012.00 |
6,009.25 |
-2.75 |
0.0% |
5,991.50 |
Low |
5,983.50 |
5,968.75 |
-14.75 |
-0.2% |
5,897.00 |
Close |
6,009.00 |
5,970.75 |
-38.25 |
-0.6% |
5,924.50 |
Range |
28.50 |
40.50 |
12.00 |
42.1% |
94.50 |
ATR |
63.40 |
61.76 |
-1.64 |
-2.6% |
0.00 |
Volume |
229,042 |
283,913 |
54,871 |
24.0% |
355,341 |
|
Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,104.50 |
6,078.00 |
5,993.00 |
|
R3 |
6,064.00 |
6,037.50 |
5,982.00 |
|
R2 |
6,023.50 |
6,023.50 |
5,978.25 |
|
R1 |
5,997.00 |
5,997.00 |
5,974.50 |
5,990.00 |
PP |
5,983.00 |
5,983.00 |
5,983.00 |
5,979.50 |
S1 |
5,956.50 |
5,956.50 |
5,967.00 |
5,949.50 |
S2 |
5,942.50 |
5,942.50 |
5,963.25 |
|
S3 |
5,902.00 |
5,916.00 |
5,959.50 |
|
S4 |
5,861.50 |
5,875.50 |
5,948.50 |
|
|
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% |
45.75 |
0.8% |
57% |
False |
False |
262,865 |
10 |
6,026.25 |
5,897.00 |
129.25 |
2.2% |
53.75 |
0.9% |
57% |
False |
False |
143,205 |
20 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
64.25 |
1.1% |
79% |
False |
False |
72,517 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
63.75 |
1.1% |
79% |
False |
False |
36,694 |
60 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
68.00 |
1.1% |
88% |
False |
False |
24,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,181.50 |
2.618 |
6,115.25 |
1.618 |
6,074.75 |
1.000 |
6,049.75 |
0.618 |
6,034.25 |
HIGH |
6,009.25 |
0.618 |
5,993.75 |
0.500 |
5,989.00 |
0.382 |
5,984.25 |
LOW |
5,968.75 |
0.618 |
5,943.75 |
1.000 |
5,928.25 |
1.618 |
5,903.25 |
2.618 |
5,862.75 |
4.250 |
5,796.50 |
|
|
Fisher Pivots for day following 14-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,989.00 |
5,990.50 |
PP |
5,983.00 |
5,984.00 |
S1 |
5,976.75 |
5,977.25 |
|