Trading Metrics calculated at close of trading on 21-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
5,997.00 |
5,976.00 |
-21.00 |
-0.4% |
5,943.75 |
High |
6,000.50 |
5,980.25 |
-20.25 |
-0.3% |
6,015.75 |
Low |
5,930.50 |
5,919.25 |
-11.25 |
-0.2% |
5,942.00 |
Close |
5,978.50 |
5,945.25 |
-33.25 |
-0.6% |
5,995.25 |
Range |
70.00 |
61.00 |
-9.00 |
-12.9% |
73.75 |
ATR |
59.96 |
60.04 |
0.07 |
0.1% |
0.00 |
Volume |
347,504 |
343,404 |
-4,100 |
-1.2% |
1,338,638 |
|
Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,131.25 |
6,099.25 |
5,978.75 |
|
R3 |
6,070.25 |
6,038.25 |
5,962.00 |
|
R2 |
6,009.25 |
6,009.25 |
5,956.50 |
|
R1 |
5,977.25 |
5,977.25 |
5,950.75 |
5,962.75 |
PP |
5,948.25 |
5,948.25 |
5,948.25 |
5,941.00 |
S1 |
5,916.25 |
5,916.25 |
5,939.75 |
5,901.75 |
S2 |
5,887.25 |
5,887.25 |
5,934.00 |
|
S3 |
5,826.25 |
5,855.25 |
5,928.50 |
|
S4 |
5,765.25 |
5,794.25 |
5,911.75 |
|
|
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 |
5,919.25 |
99.00 |
1.7% |
56.00 |
0.9% |
26% |
False |
True |
281,425 |
10 |
6,018.25 |
5,915.25 |
103.00 |
1.7% |
51.00 |
0.9% |
29% |
False |
False |
272,145 |
20 |
6,026.25 |
5,784.50 |
241.75 |
4.1% |
58.75 |
1.0% |
66% |
False |
False |
142,433 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
66.25 |
1.1% |
70% |
False |
False |
71,829 |
60 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
66.25 |
1.1% |
82% |
False |
False |
48,027 |
80 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
67.50 |
1.1% |
82% |
False |
False |
36,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,239.50 |
2.618 |
6,140.00 |
1.618 |
6,079.00 |
1.000 |
6,041.25 |
0.618 |
6,018.00 |
HIGH |
5,980.25 |
0.618 |
5,957.00 |
0.500 |
5,949.75 |
0.382 |
5,942.50 |
LOW |
5,919.25 |
0.618 |
5,881.50 |
1.000 |
5,858.25 |
1.618 |
5,820.50 |
2.618 |
5,759.50 |
4.250 |
5,660.00 |
|
|
Fisher Pivots for day following 21-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,949.75 |
5,962.00 |
PP |
5,948.25 |
5,956.50 |
S1 |
5,946.75 |
5,950.75 |
|