Trading Metrics calculated at close of trading on 27-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
5,878.75 |
5,889.75 |
11.00 |
0.2% |
5,999.25 |
High |
5,912.50 |
5,963.00 |
50.50 |
0.9% |
6,018.25 |
Low |
5,862.75 |
5,886.50 |
23.75 |
0.4% |
5,911.00 |
Close |
5,892.50 |
5,941.00 |
48.50 |
0.8% |
5,935.75 |
Range |
49.75 |
76.50 |
26.75 |
53.8% |
107.25 |
ATR |
61.19 |
62.29 |
1.09 |
1.8% |
0.00 |
Volume |
343,472 |
349,282 |
5,810 |
1.7% |
1,411,761 |
|
Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,159.75 |
6,126.75 |
5,983.00 |
|
R3 |
6,083.25 |
6,050.25 |
5,962.00 |
|
R2 |
6,006.75 |
6,006.75 |
5,955.00 |
|
R1 |
5,973.75 |
5,973.75 |
5,948.00 |
5,990.25 |
PP |
5,930.25 |
5,930.25 |
5,930.25 |
5,938.50 |
S1 |
5,897.25 |
5,897.25 |
5,934.00 |
5,913.75 |
S2 |
5,853.75 |
5,853.75 |
5,927.00 |
|
S3 |
5,777.25 |
5,820.75 |
5,920.00 |
|
S4 |
5,700.75 |
5,744.25 |
5,899.00 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,276.75 |
6,213.50 |
5,994.75 |
|
R3 |
6,169.50 |
6,106.25 |
5,965.25 |
|
R2 |
6,062.25 |
6,062.25 |
5,955.50 |
|
R1 |
5,999.00 |
5,999.00 |
5,945.50 |
5,977.00 |
PP |
5,955.00 |
5,955.00 |
5,955.00 |
5,944.00 |
S1 |
5,891.75 |
5,891.75 |
5,926.00 |
5,869.75 |
S2 |
5,847.75 |
5,847.75 |
5,916.00 |
|
S3 |
5,740.50 |
5,784.50 |
5,906.25 |
|
S4 |
5,633.25 |
5,677.25 |
5,876.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,980.25 |
5,842.00 |
138.25 |
2.3% |
66.75 |
1.1% |
72% |
False |
False |
351,327 |
10 |
6,018.25 |
5,842.00 |
176.25 |
3.0% |
59.50 |
1.0% |
56% |
False |
False |
310,426 |
20 |
6,026.25 |
5,842.00 |
184.25 |
3.1% |
58.75 |
1.0% |
54% |
False |
False |
212,757 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
64.50 |
1.1% |
68% |
False |
False |
107,067 |
60 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
63.00 |
1.1% |
81% |
False |
False |
71,533 |
80 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
68.75 |
1.2% |
81% |
False |
False |
53,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,288.00 |
2.618 |
6,163.25 |
1.618 |
6,086.75 |
1.000 |
6,039.50 |
0.618 |
6,010.25 |
HIGH |
5,963.00 |
0.618 |
5,933.75 |
0.500 |
5,924.75 |
0.382 |
5,915.75 |
LOW |
5,886.50 |
0.618 |
5,839.25 |
1.000 |
5,810.00 |
1.618 |
5,762.75 |
2.618 |
5,686.25 |
4.250 |
5,561.50 |
|
|
Fisher Pivots for day following 27-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,935.50 |
5,928.25 |
PP |
5,930.25 |
5,915.25 |
S1 |
5,924.75 |
5,902.50 |
|