Trading Metrics calculated at close of trading on 19-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
249.61 |
250.00 |
0.39 |
0.2% |
248.04 |
High |
250.12 |
250.07 |
-0.05 |
0.0% |
250.32 |
Low |
249.28 |
249.60 |
0.32 |
0.1% |
248.02 |
Close |
249.72 |
249.97 |
0.25 |
0.1% |
249.19 |
Range |
0.84 |
0.47 |
-0.37 |
-44.0% |
2.30 |
ATR |
1.41 |
1.35 |
-0.07 |
-4.8% |
0.00 |
Volume |
46,235,200 |
47,108,100 |
872,900 |
1.9% |
378,367,408 |
|
Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
251.29 |
251.10 |
250.23 |
|
R3 |
250.82 |
250.63 |
250.10 |
|
R2 |
250.35 |
250.35 |
250.06 |
|
R1 |
250.16 |
250.16 |
250.01 |
250.02 |
PP |
249.88 |
249.88 |
249.88 |
249.81 |
S1 |
249.69 |
249.69 |
249.93 |
249.55 |
S2 |
249.41 |
249.41 |
249.88 |
|
S3 |
248.94 |
249.22 |
249.84 |
|
S4 |
248.47 |
248.75 |
249.71 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
256.08 |
254.93 |
250.46 |
|
R3 |
253.78 |
252.63 |
249.82 |
|
R2 |
251.48 |
251.48 |
249.61 |
|
R1 |
250.33 |
250.33 |
249.40 |
250.91 |
PP |
249.18 |
249.18 |
249.18 |
249.46 |
S1 |
248.03 |
248.03 |
248.98 |
248.61 |
S2 |
246.88 |
246.88 |
248.77 |
|
S3 |
244.58 |
245.73 |
248.56 |
|
S4 |
242.28 |
243.43 |
247.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
250.32 |
248.57 |
1.75 |
0.7% |
0.67 |
0.3% |
80% |
False |
False |
68,689,981 |
10 |
250.32 |
246.23 |
4.09 |
1.6% |
0.81 |
0.3% |
91% |
False |
False |
65,149,500 |
20 |
250.32 |
242.93 |
7.39 |
3.0% |
1.18 |
0.5% |
95% |
False |
False |
64,546,765 |
40 |
250.32 |
241.83 |
8.49 |
3.4% |
1.26 |
0.5% |
96% |
False |
False |
66,277,080 |
60 |
250.32 |
239.96 |
10.36 |
4.1% |
1.29 |
0.5% |
97% |
False |
False |
63,794,205 |
80 |
250.32 |
239.96 |
10.36 |
4.1% |
1.27 |
0.5% |
97% |
False |
False |
64,640,887 |
100 |
250.32 |
235.43 |
14.89 |
6.0% |
1.25 |
0.5% |
98% |
False |
False |
65,559,757 |
120 |
250.32 |
232.51 |
17.81 |
7.1% |
1.30 |
0.5% |
98% |
False |
False |
68,104,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
252.07 |
2.618 |
251.30 |
1.618 |
250.83 |
1.000 |
250.54 |
0.618 |
250.36 |
HIGH |
250.07 |
0.618 |
249.89 |
0.500 |
249.84 |
0.382 |
249.78 |
LOW |
249.60 |
0.618 |
249.31 |
1.000 |
249.13 |
1.618 |
248.84 |
2.618 |
248.37 |
4.250 |
247.60 |
|
|
Fisher Pivots for day following 19-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
249.93 |
249.76 |
PP |
249.88 |
249.55 |
S1 |
249.84 |
249.35 |
|