Trading Metrics calculated at close of trading on 28-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
5,889.75 |
5,936.00 |
46.25 |
0.8% |
5,999.25 |
High |
5,963.00 |
5,948.25 |
-14.75 |
-0.2% |
6,018.25 |
Low |
5,886.50 |
5,911.25 |
24.75 |
0.4% |
5,911.00 |
Close |
5,941.00 |
5,938.50 |
-2.50 |
0.0% |
5,935.75 |
Range |
76.50 |
37.00 |
-39.50 |
-51.6% |
107.25 |
ATR |
62.29 |
60.48 |
-1.81 |
-2.9% |
0.00 |
Volume |
349,282 |
268,097 |
-81,185 |
-23.2% |
1,411,761 |
|
Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,043.75 |
6,028.00 |
5,958.75 |
|
R3 |
6,006.75 |
5,991.00 |
5,948.75 |
|
R2 |
5,969.75 |
5,969.75 |
5,945.25 |
|
R1 |
5,954.00 |
5,954.00 |
5,942.00 |
5,962.00 |
PP |
5,932.75 |
5,932.75 |
5,932.75 |
5,936.50 |
S1 |
5,917.00 |
5,917.00 |
5,935.00 |
5,925.00 |
S2 |
5,895.75 |
5,895.75 |
5,931.75 |
|
S3 |
5,858.75 |
5,880.00 |
5,928.25 |
|
S4 |
5,821.75 |
5,843.00 |
5,918.25 |
|
|
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 |
5,963.00 |
5,842.00 |
121.00 |
2.0% |
62.00 |
1.0% |
80% |
False |
False |
336,265 |
10 |
6,018.25 |
5,842.00 |
176.25 |
3.0% |
59.00 |
1.0% |
55% |
False |
False |
308,845 |
20 |
6,026.25 |
5,842.00 |
184.25 |
3.1% |
56.50 |
1.0% |
52% |
False |
False |
226,025 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
63.25 |
1.1% |
67% |
False |
False |
113,743 |
60 |
6,026.25 |
5,588.00 |
438.25 |
7.4% |
62.00 |
1.0% |
80% |
False |
False |
75,989 |
80 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
68.75 |
1.2% |
81% |
False |
False |
57,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,105.50 |
2.618 |
6,045.00 |
1.618 |
6,008.00 |
1.000 |
5,985.25 |
0.618 |
5,971.00 |
HIGH |
5,948.25 |
0.618 |
5,934.00 |
0.500 |
5,929.75 |
0.382 |
5,925.50 |
LOW |
5,911.25 |
0.618 |
5,888.50 |
1.000 |
5,874.25 |
1.618 |
5,851.50 |
2.618 |
5,814.50 |
4.250 |
5,754.00 |
|
|
Fisher Pivots for day following 28-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,935.50 |
5,930.00 |
PP |
5,932.75 |
5,921.50 |
S1 |
5,929.75 |
5,913.00 |
|