Trading Metrics calculated at close of trading on 11-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
21,764.43 |
21,927.79 |
163.36 |
0.8% |
21,912.37 |
High |
21,846.63 |
22,067.10 |
220.47 |
1.0% |
21,921.09 |
Low |
21,731.12 |
21,927.79 |
196.67 |
0.9% |
21,709.63 |
Close |
21,797.79 |
22,057.37 |
259.58 |
1.2% |
21,797.79 |
Range |
115.51 |
139.31 |
23.80 |
20.6% |
211.46 |
ATR |
124.84 |
135.16 |
10.32 |
8.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,435.35 |
22,385.67 |
22,133.99 |
|
R3 |
22,296.04 |
22,246.36 |
22,095.68 |
|
R2 |
22,156.73 |
22,156.73 |
22,082.91 |
|
R1 |
22,107.05 |
22,107.05 |
22,070.14 |
22,131.89 |
PP |
22,017.42 |
22,017.42 |
22,017.42 |
22,029.84 |
S1 |
21,967.74 |
21,967.74 |
22,044.60 |
21,992.58 |
S2 |
21,878.11 |
21,878.11 |
22,031.83 |
|
S3 |
21,738.80 |
21,828.43 |
22,019.06 |
|
S4 |
21,599.49 |
21,689.12 |
21,980.75 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,443.88 |
22,332.30 |
21,914.09 |
|
R3 |
22,232.42 |
22,120.84 |
21,855.94 |
|
R2 |
22,020.96 |
22,020.96 |
21,836.56 |
|
R1 |
21,909.38 |
21,909.38 |
21,817.17 |
21,859.44 |
PP |
21,809.50 |
21,809.50 |
21,809.50 |
21,784.54 |
S1 |
21,697.92 |
21,697.92 |
21,778.41 |
21,647.98 |
S2 |
21,598.04 |
21,598.04 |
21,759.02 |
|
S3 |
21,386.58 |
21,486.46 |
21,739.64 |
|
S4 |
21,175.12 |
21,275.00 |
21,681.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,067.10 |
21,709.63 |
357.47 |
1.6% |
125.15 |
0.6% |
97% |
True |
False |
|
10 |
22,067.10 |
21,673.58 |
393.52 |
1.8% |
113.91 |
0.5% |
98% |
True |
False |
|
20 |
22,085.71 |
21,600.34 |
485.37 |
2.2% |
114.96 |
0.5% |
94% |
False |
False |
|
40 |
22,179.11 |
21,471.14 |
707.97 |
3.2% |
97.09 |
0.4% |
83% |
False |
False |
|
60 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
102.83 |
0.5% |
88% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.4% |
101.28 |
0.5% |
93% |
False |
False |
|
100 |
22,179.11 |
20,406.68 |
1,772.43 |
8.0% |
101.67 |
0.5% |
93% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
108.20 |
0.5% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,659.17 |
2.618 |
22,431.81 |
1.618 |
22,292.50 |
1.000 |
22,206.41 |
0.618 |
22,153.19 |
HIGH |
22,067.10 |
0.618 |
22,013.88 |
0.500 |
21,997.45 |
0.382 |
21,981.01 |
LOW |
21,927.79 |
0.618 |
21,841.70 |
1.000 |
21,788.48 |
1.618 |
21,702.39 |
2.618 |
21,563.08 |
4.250 |
21,335.72 |
|
|
Fisher Pivots for day following 11-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,037.40 |
22,004.62 |
PP |
22,017.42 |
21,951.86 |
S1 |
21,997.45 |
21,899.11 |
|