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 |
21,800 |
21,848 |
48 |
0.2% |
21,885 |
High |
21,844 |
22,077 |
233 |
1.1% |
21,948 |
Low |
21,713 |
21,848 |
135 |
0.6% |
21,703 |
Close |
21,812 |
22,053 |
241 |
1.1% |
21,812 |
Range |
131 |
229 |
98 |
74.8% |
245 |
ATR |
139 |
148 |
9 |
6.4% |
0 |
Volume |
103,108 |
69,540 |
-33,568 |
-32.6% |
599,204 |
|
Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,680 |
22,595 |
22,179 |
|
R3 |
22,451 |
22,366 |
22,116 |
|
R2 |
22,222 |
22,222 |
22,095 |
|
R1 |
22,137 |
22,137 |
22,074 |
22,180 |
PP |
21,993 |
21,993 |
21,993 |
22,014 |
S1 |
21,908 |
21,908 |
22,032 |
21,951 |
S2 |
21,764 |
21,764 |
22,011 |
|
S3 |
21,535 |
21,679 |
21,990 |
|
S4 |
21,306 |
21,450 |
21,927 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,556 |
22,429 |
21,947 |
|
R3 |
22,311 |
22,184 |
21,880 |
|
R2 |
22,066 |
22,066 |
21,857 |
|
R1 |
21,939 |
21,939 |
21,835 |
21,880 |
PP |
21,821 |
21,821 |
21,821 |
21,792 |
S1 |
21,694 |
21,694 |
21,790 |
21,635 |
S2 |
21,576 |
21,576 |
21,767 |
|
S3 |
21,331 |
21,449 |
21,745 |
|
S4 |
21,086 |
21,204 |
21,677 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,077 |
21,703 |
374 |
1.7% |
163 |
0.7% |
94% |
True |
False |
133,748 |
10 |
22,077 |
21,644 |
433 |
2.0% |
147 |
0.7% |
94% |
True |
False |
123,590 |
20 |
22,077 |
21,579 |
498 |
2.3% |
150 |
0.7% |
95% |
True |
False |
127,664 |
40 |
22,132 |
21,416 |
716 |
3.2% |
133 |
0.6% |
89% |
False |
False |
117,917 |
60 |
22,132 |
21,138 |
994 |
4.5% |
134 |
0.6% |
92% |
False |
False |
120,924 |
80 |
22,132 |
20,433 |
1,699 |
7.7% |
131 |
0.6% |
95% |
False |
False |
102,477 |
100 |
22,132 |
20,280 |
1,852 |
8.4% |
129 |
0.6% |
96% |
False |
False |
81,996 |
120 |
22,132 |
20,267 |
1,865 |
8.5% |
134 |
0.6% |
96% |
False |
False |
68,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,050 |
2.618 |
22,677 |
1.618 |
22,448 |
1.000 |
22,306 |
0.618 |
22,219 |
HIGH |
22,077 |
0.618 |
21,990 |
0.500 |
21,963 |
0.382 |
21,936 |
LOW |
21,848 |
0.618 |
21,707 |
1.000 |
21,619 |
1.618 |
21,478 |
2.618 |
21,249 |
4.250 |
20,875 |
|
|
Fisher Pivots for day following 11-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,023 |
22,000 |
PP |
21,993 |
21,948 |
S1 |
21,963 |
21,895 |
|