Trading Metrics calculated at close of trading on 18-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
5,971.75 |
5,999.25 |
27.50 |
0.5% |
5,943.75 |
High |
6,015.75 |
6,018.25 |
2.50 |
0.0% |
6,015.75 |
Low |
5,947.00 |
5,967.25 |
20.25 |
0.3% |
5,942.00 |
Close |
5,995.25 |
5,986.75 |
-8.50 |
-0.1% |
5,995.25 |
Range |
68.75 |
51.00 |
-17.75 |
-25.8% |
73.75 |
ATR |
62.26 |
61.46 |
-0.80 |
-1.3% |
0.00 |
Volume |
268,013 |
235,721 |
-32,292 |
-12.0% |
1,338,638 |
|
Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,143.75 |
6,116.25 |
6,014.75 |
|
R3 |
6,092.75 |
6,065.25 |
6,000.75 |
|
R2 |
6,041.75 |
6,041.75 |
5,996.00 |
|
R1 |
6,014.25 |
6,014.25 |
5,991.50 |
6,002.50 |
PP |
5,990.75 |
5,990.75 |
5,990.75 |
5,985.00 |
S1 |
5,963.25 |
5,963.25 |
5,982.00 |
5,951.50 |
S2 |
5,939.75 |
5,939.75 |
5,977.50 |
|
S3 |
5,888.75 |
5,912.25 |
5,972.75 |
|
S4 |
5,837.75 |
5,861.25 |
5,958.75 |
|
|
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 |
6,018.25 |
5,947.00 |
71.25 |
1.2% |
45.25 |
0.8% |
56% |
True |
False |
262,641 |
10 |
6,018.25 |
5,897.00 |
121.25 |
2.0% |
54.75 |
0.9% |
74% |
True |
False |
192,970 |
20 |
6,026.25 |
5,760.00 |
266.25 |
4.4% |
60.50 |
1.0% |
85% |
False |
False |
97,494 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.4% |
64.75 |
1.1% |
85% |
False |
False |
49,269 |
60 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
67.75 |
1.1% |
91% |
False |
False |
32,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,235.00 |
2.618 |
6,151.75 |
1.618 |
6,100.75 |
1.000 |
6,069.25 |
0.618 |
6,049.75 |
HIGH |
6,018.25 |
0.618 |
5,998.75 |
0.500 |
5,992.75 |
0.382 |
5,986.75 |
LOW |
5,967.25 |
0.618 |
5,935.75 |
1.000 |
5,916.25 |
1.618 |
5,884.75 |
2.618 |
5,833.75 |
4.250 |
5,750.50 |
|
|
Fisher Pivots for day following 18-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,992.75 |
5,985.50 |
PP |
5,990.75 |
5,984.00 |
S1 |
5,988.75 |
5,982.50 |
|