Trading Metrics calculated at close of trading on 20-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
5,989.75 |
5,997.00 |
7.25 |
0.1% |
5,943.75 |
High |
6,004.75 |
6,000.50 |
-4.25 |
-0.1% |
6,015.75 |
Low |
5,975.00 |
5,930.50 |
-44.50 |
-0.7% |
5,942.00 |
Close |
5,997.00 |
5,978.50 |
-18.50 |
-0.3% |
5,995.25 |
Range |
29.75 |
70.00 |
40.25 |
135.3% |
73.75 |
ATR |
59.19 |
59.96 |
0.77 |
1.3% |
0.00 |
Volume |
212,483 |
347,504 |
135,021 |
63.5% |
1,338,638 |
|
Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,179.75 |
6,149.25 |
6,017.00 |
|
R3 |
6,109.75 |
6,079.25 |
5,997.75 |
|
R2 |
6,039.75 |
6,039.75 |
5,991.25 |
|
R1 |
6,009.25 |
6,009.25 |
5,985.00 |
5,989.50 |
PP |
5,969.75 |
5,969.75 |
5,969.75 |
5,960.00 |
S1 |
5,939.25 |
5,939.25 |
5,972.00 |
5,919.50 |
S2 |
5,899.75 |
5,899.75 |
5,965.75 |
|
S3 |
5,829.75 |
5,869.25 |
5,959.25 |
|
S4 |
5,759.75 |
5,799.25 |
5,940.00 |
|
|
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 |
5,930.50 |
87.75 |
1.5% |
52.00 |
0.9% |
55% |
False |
True |
269,526 |
10 |
6,018.25 |
5,915.25 |
103.00 |
1.7% |
49.75 |
0.8% |
61% |
False |
False |
245,512 |
20 |
6,026.25 |
5,784.50 |
241.75 |
4.0% |
58.00 |
1.0% |
80% |
False |
False |
125,323 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
65.25 |
1.1% |
82% |
False |
False |
63,254 |
60 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
67.25 |
1.1% |
90% |
False |
False |
42,314 |
80 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
67.00 |
1.1% |
90% |
False |
False |
31,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,298.00 |
2.618 |
6,183.75 |
1.618 |
6,113.75 |
1.000 |
6,070.50 |
0.618 |
6,043.75 |
HIGH |
6,000.50 |
0.618 |
5,973.75 |
0.500 |
5,965.50 |
0.382 |
5,957.25 |
LOW |
5,930.50 |
0.618 |
5,887.25 |
1.000 |
5,860.50 |
1.618 |
5,817.25 |
2.618 |
5,747.25 |
4.250 |
5,633.00 |
|
|
Fisher Pivots for day following 20-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,974.25 |
5,977.00 |
PP |
5,969.75 |
5,975.75 |
S1 |
5,965.50 |
5,974.50 |
|