Trading Metrics calculated at close of trading on 29-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
5,936.00 |
5,939.25 |
3.25 |
0.1% |
5,930.75 |
High |
5,948.25 |
5,985.50 |
37.25 |
0.6% |
5,985.50 |
Low |
5,911.25 |
5,933.00 |
21.75 |
0.4% |
5,842.00 |
Close |
5,938.50 |
5,982.50 |
44.00 |
0.7% |
5,982.50 |
Range |
37.00 |
52.50 |
15.50 |
41.9% |
143.50 |
ATR |
60.48 |
59.91 |
-0.57 |
-0.9% |
0.00 |
Volume |
268,097 |
275,661 |
7,564 |
2.8% |
1,684,340 |
|
Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,124.50 |
6,106.00 |
6,011.50 |
|
R3 |
6,072.00 |
6,053.50 |
5,997.00 |
|
R2 |
6,019.50 |
6,019.50 |
5,992.00 |
|
R1 |
6,001.00 |
6,001.00 |
5,987.25 |
6,010.25 |
PP |
5,967.00 |
5,967.00 |
5,967.00 |
5,971.50 |
S1 |
5,948.50 |
5,948.50 |
5,977.75 |
5,957.75 |
S2 |
5,914.50 |
5,914.50 |
5,973.00 |
|
S3 |
5,862.00 |
5,896.00 |
5,968.00 |
|
S4 |
5,809.50 |
5,843.50 |
5,953.50 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,367.25 |
6,318.25 |
6,061.50 |
|
R3 |
6,223.75 |
6,174.75 |
6,022.00 |
|
R2 |
6,080.25 |
6,080.25 |
6,008.75 |
|
R1 |
6,031.25 |
6,031.25 |
5,995.75 |
6,055.75 |
PP |
5,936.75 |
5,936.75 |
5,936.75 |
5,949.00 |
S1 |
5,887.75 |
5,887.75 |
5,969.25 |
5,912.25 |
S2 |
5,793.25 |
5,793.25 |
5,956.25 |
|
S3 |
5,649.75 |
5,744.25 |
5,943.00 |
|
S4 |
5,506.25 |
5,600.75 |
5,903.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,985.50 |
5,842.00 |
143.50 |
2.4% |
65.50 |
1.1% |
98% |
True |
False |
336,868 |
10 |
6,018.25 |
5,842.00 |
176.25 |
2.9% |
57.50 |
1.0% |
80% |
False |
False |
309,610 |
20 |
6,026.25 |
5,842.00 |
184.25 |
3.1% |
55.75 |
0.9% |
76% |
False |
False |
239,662 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
63.50 |
1.1% |
84% |
False |
False |
120,618 |
60 |
6,026.25 |
5,599.50 |
426.75 |
7.1% |
61.75 |
1.0% |
90% |
False |
False |
80,578 |
80 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
69.00 |
1.2% |
90% |
False |
False |
60,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,208.50 |
2.618 |
6,123.00 |
1.618 |
6,070.50 |
1.000 |
6,038.00 |
0.618 |
6,018.00 |
HIGH |
5,985.50 |
0.618 |
5,965.50 |
0.500 |
5,959.25 |
0.382 |
5,953.00 |
LOW |
5,933.00 |
0.618 |
5,900.50 |
1.000 |
5,880.50 |
1.618 |
5,848.00 |
2.618 |
5,795.50 |
4.250 |
5,710.00 |
|
|
Fisher Pivots for day following 29-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
5,974.75 |
5,967.00 |
PP |
5,967.00 |
5,951.50 |
S1 |
5,959.25 |
5,936.00 |
|