Trading Metrics calculated at close of trading on 13-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
249.63 |
249.72 |
0.09 |
0.0% |
247.26 |
High |
250.09 |
250.21 |
0.12 |
0.0% |
247.52 |
Low |
249.42 |
249.59 |
0.17 |
0.1% |
244.95 |
Close |
250.05 |
250.17 |
0.12 |
0.0% |
246.58 |
Range |
0.67 |
0.62 |
-0.05 |
-7.5% |
2.57 |
ATR |
1.57 |
1.50 |
-0.07 |
-4.3% |
0.00 |
Volume |
56,896,000 |
59,228,000 |
2,332,000 |
4.1% |
271,183,004 |
|
Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
251.85 |
251.63 |
250.51 |
|
R3 |
251.23 |
251.01 |
250.34 |
|
R2 |
250.61 |
250.61 |
250.28 |
|
R1 |
250.39 |
250.39 |
250.23 |
250.50 |
PP |
249.99 |
249.99 |
249.99 |
250.05 |
S1 |
249.77 |
249.77 |
250.11 |
249.88 |
S2 |
249.37 |
249.37 |
250.06 |
|
S3 |
248.75 |
249.15 |
250.00 |
|
S4 |
248.13 |
248.53 |
249.83 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
254.06 |
252.89 |
247.99 |
|
R3 |
251.49 |
250.32 |
247.29 |
|
R2 |
248.92 |
248.92 |
247.05 |
|
R1 |
247.75 |
247.75 |
246.82 |
247.05 |
PP |
246.35 |
246.35 |
246.35 |
246.00 |
S1 |
245.18 |
245.18 |
246.34 |
244.48 |
S2 |
243.78 |
243.78 |
246.11 |
|
S3 |
241.21 |
242.61 |
245.87 |
|
S4 |
238.64 |
240.04 |
245.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
250.21 |
246.30 |
3.91 |
1.6% |
0.85 |
0.3% |
99% |
True |
False |
61,871,260 |
10 |
250.21 |
244.62 |
5.59 |
2.2% |
1.20 |
0.5% |
99% |
True |
False |
68,651,330 |
20 |
250.21 |
241.83 |
8.38 |
3.3% |
1.44 |
0.6% |
100% |
True |
False |
69,706,845 |
40 |
250.21 |
241.83 |
8.38 |
3.3% |
1.27 |
0.5% |
100% |
True |
False |
65,009,095 |
60 |
250.21 |
239.96 |
10.25 |
4.1% |
1.31 |
0.5% |
100% |
True |
False |
62,790,816 |
80 |
250.21 |
238.82 |
11.39 |
4.6% |
1.27 |
0.5% |
100% |
True |
False |
63,870,675 |
100 |
250.21 |
234.56 |
15.65 |
6.3% |
1.28 |
0.5% |
100% |
True |
False |
66,097,744 |
120 |
250.21 |
231.61 |
18.60 |
7.4% |
1.35 |
0.5% |
100% |
True |
False |
68,697,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
252.85 |
2.618 |
251.83 |
1.618 |
251.21 |
1.000 |
250.83 |
0.618 |
250.59 |
HIGH |
250.21 |
0.618 |
249.97 |
0.500 |
249.90 |
0.382 |
249.83 |
LOW |
249.59 |
0.618 |
249.21 |
1.000 |
248.97 |
1.618 |
248.59 |
2.618 |
247.97 |
4.250 |
246.96 |
|
|
Fisher Pivots for day following 13-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
250.08 |
249.82 |
PP |
249.99 |
249.47 |
S1 |
249.90 |
249.12 |
|