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 |
22,066 |
22,130 |
64 |
0.3% |
21,885 |
High |
22,135 |
22,157 |
22 |
0.1% |
21,948 |
Low |
22,055 |
22,089 |
34 |
0.2% |
21,703 |
Close |
22,124 |
22,149 |
25 |
0.1% |
21,812 |
Range |
80 |
68 |
-12 |
-15.0% |
245 |
ATR |
144 |
138 |
-5 |
-3.8% |
0 |
Volume |
40,740 |
35,411 |
-5,329 |
-13.1% |
599,204 |
|
Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,336 |
22,310 |
22,187 |
|
R3 |
22,268 |
22,242 |
22,168 |
|
R2 |
22,200 |
22,200 |
22,162 |
|
R1 |
22,174 |
22,174 |
22,155 |
22,187 |
PP |
22,132 |
22,132 |
22,132 |
22,138 |
S1 |
22,106 |
22,106 |
22,143 |
22,119 |
S2 |
22,064 |
22,064 |
22,137 |
|
S3 |
21,996 |
22,038 |
22,130 |
|
S4 |
21,928 |
21,970 |
22,112 |
|
|
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 |
22,157 |
21,713 |
444 |
2.0% |
123 |
0.6% |
98% |
True |
False |
79,761 |
10 |
22,157 |
21,703 |
454 |
2.0% |
127 |
0.6% |
98% |
True |
False |
106,215 |
20 |
22,157 |
21,579 |
578 |
2.6% |
146 |
0.7% |
99% |
True |
False |
121,193 |
40 |
22,157 |
21,444 |
713 |
3.2% |
130 |
0.6% |
99% |
True |
False |
115,004 |
60 |
22,157 |
21,138 |
1,019 |
4.6% |
133 |
0.6% |
99% |
True |
False |
118,462 |
80 |
22,157 |
20,716 |
1,441 |
6.5% |
127 |
0.6% |
99% |
True |
False |
103,424 |
100 |
22,157 |
20,433 |
1,724 |
7.8% |
128 |
0.6% |
100% |
True |
False |
82,756 |
120 |
22,157 |
20,267 |
1,890 |
8.5% |
133 |
0.6% |
100% |
True |
False |
68,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,446 |
2.618 |
22,335 |
1.618 |
22,267 |
1.000 |
22,225 |
0.618 |
22,199 |
HIGH |
22,157 |
0.618 |
22,131 |
0.500 |
22,123 |
0.382 |
22,115 |
LOW |
22,089 |
0.618 |
22,047 |
1.000 |
22,021 |
1.618 |
21,979 |
2.618 |
21,911 |
4.250 |
21,800 |
|
|
Fisher Pivots for day following 13-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,140 |
22,100 |
PP |
22,132 |
22,051 |
S1 |
22,123 |
22,003 |
|