| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
10.23 |
10.24 |
0.01 |
0.1% |
10.22 |
| High |
10.25 |
10.26 |
0.01 |
0.1% |
10.25 |
| Low |
10.23 |
10.24 |
0.01 |
0.1% |
10.22 |
| Close |
10.24 |
10.25 |
0.01 |
0.1% |
10.24 |
| Range |
0.02 |
0.02 |
0.00 |
0.0% |
0.03 |
| ATR |
0.03 |
0.03 |
0.00 |
-2.4% |
0.00 |
| Volume |
12,736,489 |
9,785,997 |
-2,950,492 |
-23.2% |
72,048,203 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.31 |
10.30 |
10.26 |
|
| R3 |
10.29 |
10.28 |
10.26 |
|
| R2 |
10.27 |
10.27 |
10.25 |
|
| R1 |
10.26 |
10.26 |
10.25 |
10.27 |
| PP |
10.25 |
10.25 |
10.25 |
10.25 |
| S1 |
10.24 |
10.24 |
10.25 |
10.25 |
| S2 |
10.23 |
10.23 |
10.25 |
|
| S3 |
10.21 |
10.22 |
10.24 |
|
| S4 |
10.19 |
10.20 |
10.24 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.33 |
10.31 |
10.26 |
|
| R3 |
10.30 |
10.28 |
10.25 |
|
| R2 |
10.27 |
10.27 |
10.25 |
|
| R1 |
10.25 |
10.25 |
10.24 |
10.26 |
| PP |
10.24 |
10.24 |
10.24 |
10.24 |
| S1 |
10.22 |
10.22 |
10.24 |
10.23 |
| S2 |
10.21 |
10.21 |
10.23 |
|
| S3 |
10.18 |
10.19 |
10.23 |
|
| S4 |
10.15 |
10.16 |
10.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10.26 |
10.23 |
0.03 |
0.3% |
0.02 |
0.2% |
67% |
True |
False |
16,514,916 |
| 10 |
10.26 |
10.20 |
0.06 |
0.6% |
0.02 |
0.2% |
83% |
True |
False |
12,188,487 |
| 20 |
10.26 |
10.17 |
0.09 |
0.9% |
0.02 |
0.2% |
89% |
True |
False |
10,259,216 |
| 40 |
10.26 |
10.08 |
0.18 |
1.8% |
0.03 |
0.3% |
94% |
True |
False |
10,030,799 |
| 60 |
10.26 |
8.55 |
1.71 |
16.7% |
0.06 |
0.6% |
99% |
True |
False |
13,252,019 |
| 80 |
10.26 |
8.55 |
1.71 |
16.7% |
0.10 |
1.0% |
99% |
True |
False |
11,297,970 |
| 100 |
10.26 |
8.55 |
1.71 |
16.7% |
0.13 |
1.2% |
99% |
True |
False |
9,986,778 |
| 120 |
10.26 |
8.30 |
1.96 |
19.1% |
0.15 |
1.5% |
99% |
True |
False |
9,672,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.35 |
|
2.618 |
10.31 |
|
1.618 |
10.29 |
|
1.000 |
10.28 |
|
0.618 |
10.27 |
|
HIGH |
10.26 |
|
0.618 |
10.25 |
|
0.500 |
10.25 |
|
0.382 |
10.25 |
|
LOW |
10.24 |
|
0.618 |
10.23 |
|
1.000 |
10.22 |
|
1.618 |
10.21 |
|
2.618 |
10.19 |
|
4.250 |
10.16 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
10.25 |
10.25 |
| PP |
10.25 |
10.25 |
| S1 |
10.25 |
10.25 |
|