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 |
22,090.56 |
22,103.47 |
12.91 |
0.1% |
21,912.37 |
High |
22,134.57 |
22,158.18 |
23.61 |
0.1% |
21,921.09 |
Low |
22,087.09 |
22,095.79 |
8.70 |
0.0% |
21,709.63 |
Close |
22,118.86 |
22,158.18 |
39.32 |
0.2% |
21,797.79 |
Range |
47.48 |
62.39 |
14.91 |
31.4% |
211.46 |
ATR |
131.02 |
126.12 |
-4.90 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,324.55 |
22,303.76 |
22,192.49 |
|
R3 |
22,262.16 |
22,241.37 |
22,175.34 |
|
R2 |
22,199.77 |
22,199.77 |
22,169.62 |
|
R1 |
22,178.98 |
22,178.98 |
22,163.90 |
22,189.38 |
PP |
22,137.38 |
22,137.38 |
22,137.38 |
22,142.58 |
S1 |
22,116.59 |
22,116.59 |
22,152.46 |
22,126.99 |
S2 |
22,074.99 |
22,074.99 |
22,146.74 |
|
S3 |
22,012.60 |
22,054.20 |
22,141.02 |
|
S4 |
21,950.21 |
21,991.81 |
22,123.87 |
|
|
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 |
22,158.18 |
21,731.12 |
427.06 |
1.9% |
93.80 |
0.4% |
100% |
True |
False |
|
10 |
22,158.18 |
21,709.63 |
448.55 |
2.0% |
94.97 |
0.4% |
100% |
True |
False |
|
20 |
22,158.18 |
21,600.34 |
557.84 |
2.5% |
113.40 |
0.5% |
100% |
True |
False |
|
40 |
22,179.11 |
21,496.13 |
682.98 |
3.1% |
95.76 |
0.4% |
97% |
False |
False |
|
60 |
22,179.11 |
21,197.08 |
982.03 |
4.4% |
101.83 |
0.5% |
98% |
False |
False |
|
80 |
22,179.11 |
20,860.16 |
1,318.95 |
6.0% |
97.97 |
0.4% |
98% |
False |
False |
|
100 |
22,179.11 |
20,553.45 |
1,625.66 |
7.3% |
99.58 |
0.4% |
99% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.1% |
107.06 |
0.5% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,423.34 |
2.618 |
22,321.52 |
1.618 |
22,259.13 |
1.000 |
22,220.57 |
0.618 |
22,196.74 |
HIGH |
22,158.18 |
0.618 |
22,134.35 |
0.500 |
22,126.99 |
0.382 |
22,119.62 |
LOW |
22,095.79 |
0.618 |
22,057.23 |
1.000 |
22,033.40 |
1.618 |
21,994.84 |
2.618 |
21,932.45 |
4.250 |
21,830.63 |
|
|
Fisher Pivots for day following 13-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,147.78 |
22,119.78 |
PP |
22,137.38 |
22,081.38 |
S1 |
22,126.99 |
22,042.99 |
|