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 |
21,848 |
22,066 |
218 |
1.0% |
21,885 |
High |
22,077 |
22,135 |
58 |
0.3% |
21,948 |
Low |
21,848 |
22,055 |
207 |
0.9% |
21,703 |
Close |
22,053 |
22,124 |
71 |
0.3% |
21,812 |
Range |
229 |
80 |
-149 |
-65.1% |
245 |
ATR |
148 |
144 |
-5 |
-3.2% |
0 |
Volume |
69,540 |
40,740 |
-28,800 |
-41.4% |
599,204 |
|
Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,345 |
22,314 |
22,168 |
|
R3 |
22,265 |
22,234 |
22,146 |
|
R2 |
22,185 |
22,185 |
22,139 |
|
R1 |
22,154 |
22,154 |
22,131 |
22,170 |
PP |
22,105 |
22,105 |
22,105 |
22,112 |
S1 |
22,074 |
22,074 |
22,117 |
22,090 |
S2 |
22,025 |
22,025 |
22,109 |
|
S3 |
21,945 |
21,994 |
22,102 |
|
S4 |
21,865 |
21,914 |
22,080 |
|
|
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 |
22,135 |
21,713 |
422 |
1.9% |
130 |
0.6% |
97% |
True |
False |
99,573 |
10 |
22,135 |
21,644 |
491 |
2.2% |
144 |
0.7% |
98% |
True |
False |
118,669 |
20 |
22,135 |
21,579 |
556 |
2.5% |
147 |
0.7% |
98% |
True |
False |
124,461 |
40 |
22,135 |
21,416 |
719 |
3.2% |
133 |
0.6% |
98% |
True |
False |
117,009 |
60 |
22,135 |
21,138 |
997 |
4.5% |
134 |
0.6% |
99% |
True |
False |
119,664 |
80 |
22,135 |
20,574 |
1,561 |
7.1% |
129 |
0.6% |
99% |
True |
False |
102,983 |
100 |
22,135 |
20,398 |
1,737 |
7.9% |
128 |
0.6% |
99% |
True |
False |
82,402 |
120 |
22,135 |
20,267 |
1,868 |
8.4% |
133 |
0.6% |
99% |
True |
False |
68,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,475 |
2.618 |
22,345 |
1.618 |
22,265 |
1.000 |
22,215 |
0.618 |
22,185 |
HIGH |
22,135 |
0.618 |
22,105 |
0.500 |
22,095 |
0.382 |
22,086 |
LOW |
22,055 |
0.618 |
22,006 |
1.000 |
21,975 |
1.618 |
21,926 |
2.618 |
21,846 |
4.250 |
21,715 |
|
|
Fisher Pivots for day following 12-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,114 |
22,057 |
PP |
22,105 |
21,991 |
S1 |
22,095 |
21,924 |
|