Trading Metrics calculated at close of trading on 14-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,130 |
22,155 |
25 |
0.1% |
21,885 |
High |
22,157 |
22,242 |
85 |
0.4% |
21,948 |
Low |
22,089 |
22,112 |
23 |
0.1% |
21,703 |
Close |
22,149 |
22,216 |
67 |
0.3% |
21,812 |
Range |
68 |
130 |
62 |
91.2% |
245 |
ATR |
138 |
138 |
-1 |
-0.4% |
0 |
Volume |
35,411 |
26,364 |
-9,047 |
-25.5% |
599,204 |
|
Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,580 |
22,528 |
22,288 |
|
R3 |
22,450 |
22,398 |
22,252 |
|
R2 |
22,320 |
22,320 |
22,240 |
|
R1 |
22,268 |
22,268 |
22,228 |
22,294 |
PP |
22,190 |
22,190 |
22,190 |
22,203 |
S1 |
22,138 |
22,138 |
22,204 |
22,164 |
S2 |
22,060 |
22,060 |
22,192 |
|
S3 |
21,930 |
22,008 |
22,180 |
|
S4 |
21,800 |
21,878 |
22,145 |
|
|
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 |
22,242 |
21,713 |
529 |
2.4% |
128 |
0.6% |
95% |
True |
False |
55,032 |
10 |
22,242 |
21,703 |
539 |
2.4% |
128 |
0.6% |
95% |
True |
False |
97,279 |
20 |
22,242 |
21,579 |
663 |
3.0% |
147 |
0.7% |
96% |
True |
False |
117,079 |
40 |
22,242 |
21,444 |
798 |
3.6% |
131 |
0.6% |
97% |
True |
False |
113,768 |
60 |
22,242 |
21,138 |
1,104 |
5.0% |
134 |
0.6% |
98% |
True |
False |
116,986 |
80 |
22,242 |
20,789 |
1,453 |
6.5% |
127 |
0.6% |
98% |
True |
False |
103,750 |
100 |
22,242 |
20,433 |
1,809 |
8.1% |
127 |
0.6% |
99% |
True |
False |
83,018 |
120 |
22,242 |
20,267 |
1,975 |
8.9% |
133 |
0.6% |
99% |
True |
False |
69,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,795 |
2.618 |
22,582 |
1.618 |
22,452 |
1.000 |
22,372 |
0.618 |
22,322 |
HIGH |
22,242 |
0.618 |
22,192 |
0.500 |
22,177 |
0.382 |
22,162 |
LOW |
22,112 |
0.618 |
22,032 |
1.000 |
21,982 |
1.618 |
21,902 |
2.618 |
21,772 |
4.250 |
21,560 |
|
|
Fisher Pivots for day following 14-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,203 |
22,194 |
PP |
22,190 |
22,171 |
S1 |
22,177 |
22,149 |
|