Trading Metrics calculated at close of trading on 19-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
5,999.25 |
5,989.75 |
-9.50 |
-0.2% |
5,943.75 |
High |
6,018.25 |
6,004.75 |
-13.50 |
-0.2% |
6,015.75 |
Low |
5,967.25 |
5,975.00 |
7.75 |
0.1% |
5,942.00 |
Close |
5,986.75 |
5,997.00 |
10.25 |
0.2% |
5,995.25 |
Range |
51.00 |
29.75 |
-21.25 |
-41.7% |
73.75 |
ATR |
61.46 |
59.19 |
-2.26 |
-3.7% |
0.00 |
Volume |
235,721 |
212,483 |
-23,238 |
-9.9% |
1,338,638 |
|
Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,081.50 |
6,069.00 |
6,013.25 |
|
R3 |
6,051.75 |
6,039.25 |
6,005.25 |
|
R2 |
6,022.00 |
6,022.00 |
6,002.50 |
|
R1 |
6,009.50 |
6,009.50 |
5,999.75 |
6,015.75 |
PP |
5,992.25 |
5,992.25 |
5,992.25 |
5,995.50 |
S1 |
5,979.75 |
5,979.75 |
5,994.25 |
5,986.00 |
S2 |
5,962.50 |
5,962.50 |
5,991.50 |
|
S3 |
5,932.75 |
5,950.00 |
5,988.75 |
|
S4 |
5,903.00 |
5,920.25 |
5,980.75 |
|
|
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% |
43.75 |
0.7% |
70% |
False |
False |
245,834 |
10 |
6,018.25 |
5,915.25 |
103.00 |
1.7% |
48.25 |
0.8% |
79% |
False |
False |
213,086 |
20 |
6,026.25 |
5,784.50 |
241.75 |
4.0% |
58.75 |
1.0% |
88% |
False |
False |
108,017 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.4% |
64.25 |
1.1% |
89% |
False |
False |
54,571 |
60 |
6,026.25 |
5,568.25 |
458.00 |
7.6% |
67.50 |
1.1% |
94% |
False |
False |
36,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,131.25 |
2.618 |
6,082.75 |
1.618 |
6,053.00 |
1.000 |
6,034.50 |
0.618 |
6,023.25 |
HIGH |
6,004.75 |
0.618 |
5,993.50 |
0.500 |
5,990.00 |
0.382 |
5,986.25 |
LOW |
5,975.00 |
0.618 |
5,956.50 |
1.000 |
5,945.25 |
1.618 |
5,926.75 |
2.618 |
5,897.00 |
4.250 |
5,848.50 |
|
|
Fisher Pivots for day following 19-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,994.50 |
5,992.25 |
PP |
5,992.25 |
5,987.50 |
S1 |
5,990.00 |
5,982.50 |
|