Trading Metrics calculated at close of trading on 15-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
6,006.75 |
5,971.75 |
-35.00 |
-0.6% |
5,943.75 |
High |
6,009.25 |
6,015.75 |
6.50 |
0.1% |
6,015.75 |
Low |
5,968.75 |
5,947.00 |
-21.75 |
-0.4% |
5,942.00 |
Close |
5,970.75 |
5,995.25 |
24.50 |
0.4% |
5,995.25 |
Range |
40.50 |
68.75 |
28.25 |
69.8% |
73.75 |
ATR |
61.76 |
62.26 |
0.50 |
0.8% |
0.00 |
Volume |
283,913 |
268,013 |
-15,900 |
-5.6% |
1,338,638 |
|
Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,192.25 |
6,162.50 |
6,033.00 |
|
R3 |
6,123.50 |
6,093.75 |
6,014.25 |
|
R2 |
6,054.75 |
6,054.75 |
6,007.75 |
|
R1 |
6,025.00 |
6,025.00 |
6,001.50 |
6,040.00 |
PP |
5,986.00 |
5,986.00 |
5,986.00 |
5,993.50 |
S1 |
5,956.25 |
5,956.25 |
5,989.00 |
5,971.00 |
S2 |
5,917.25 |
5,917.25 |
5,982.75 |
|
S3 |
5,848.50 |
5,887.50 |
5,976.25 |
|
S4 |
5,779.75 |
5,818.75 |
5,957.50 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,205.50 |
6,174.25 |
6,035.75 |
|
R3 |
6,131.75 |
6,100.50 |
6,015.50 |
|
R2 |
6,058.00 |
6,058.00 |
6,008.75 |
|
R1 |
6,026.75 |
6,026.75 |
6,002.00 |
6,042.50 |
PP |
5,984.25 |
5,984.25 |
5,984.25 |
5,992.25 |
S1 |
5,953.00 |
5,953.00 |
5,988.50 |
5,968.50 |
S2 |
5,910.50 |
5,910.50 |
5,981.75 |
|
S3 |
5,836.75 |
5,879.25 |
5,975.00 |
|
S4 |
5,763.00 |
5,805.50 |
5,954.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,015.75 |
5,942.00 |
73.75 |
1.2% |
46.50 |
0.8% |
72% |
True |
False |
267,727 |
10 |
6,026.25 |
5,897.00 |
129.25 |
2.2% |
54.25 |
0.9% |
76% |
False |
False |
169,714 |
20 |
6,026.25 |
5,760.00 |
266.25 |
4.4% |
61.00 |
1.0% |
88% |
False |
False |
85,814 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.4% |
64.50 |
1.1% |
88% |
False |
False |
43,386 |
60 |
6,026.25 |
5,568.25 |
458.00 |
7.6% |
67.50 |
1.1% |
93% |
False |
False |
29,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,308.00 |
2.618 |
6,195.75 |
1.618 |
6,127.00 |
1.000 |
6,084.50 |
0.618 |
6,058.25 |
HIGH |
6,015.75 |
0.618 |
5,989.50 |
0.500 |
5,981.50 |
0.382 |
5,973.25 |
LOW |
5,947.00 |
0.618 |
5,904.50 |
1.000 |
5,878.25 |
1.618 |
5,835.75 |
2.618 |
5,767.00 |
4.250 |
5,654.75 |
|
|
Fisher Pivots for day following 15-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,990.50 |
5,990.50 |
PP |
5,986.00 |
5,986.00 |
S1 |
5,981.50 |
5,981.50 |
|