Trading Metrics calculated at close of trading on 15-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,155 |
22,213 |
58 |
0.3% |
21,848 |
High |
22,242 |
22,283 |
41 |
0.2% |
22,283 |
Low |
22,112 |
22,175 |
63 |
0.3% |
21,848 |
Close |
22,216 |
22,283 |
67 |
0.3% |
22,283 |
Range |
130 |
108 |
-22 |
-16.9% |
435 |
ATR |
138 |
136 |
-2 |
-1.5% |
0 |
Volume |
26,364 |
4,702 |
-21,662 |
-82.2% |
176,757 |
|
Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,571 |
22,535 |
22,343 |
|
R3 |
22,463 |
22,427 |
22,313 |
|
R2 |
22,355 |
22,355 |
22,303 |
|
R1 |
22,319 |
22,319 |
22,293 |
22,337 |
PP |
22,247 |
22,247 |
22,247 |
22,256 |
S1 |
22,211 |
22,211 |
22,273 |
22,229 |
S2 |
22,139 |
22,139 |
22,263 |
|
S3 |
22,031 |
22,103 |
22,253 |
|
S4 |
21,923 |
21,995 |
22,224 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,443 |
23,298 |
22,522 |
|
R3 |
23,008 |
22,863 |
22,403 |
|
R2 |
22,573 |
22,573 |
22,363 |
|
R1 |
22,428 |
22,428 |
22,323 |
22,501 |
PP |
22,138 |
22,138 |
22,138 |
22,174 |
S1 |
21,993 |
21,993 |
22,243 |
22,066 |
S2 |
21,703 |
21,703 |
22,203 |
|
S3 |
21,268 |
21,558 |
22,164 |
|
S4 |
20,833 |
21,123 |
22,044 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,283 |
21,848 |
435 |
2.0% |
123 |
0.6% |
100% |
True |
False |
35,351 |
10 |
22,283 |
21,703 |
580 |
2.6% |
127 |
0.6% |
100% |
True |
False |
86,309 |
20 |
22,283 |
21,579 |
704 |
3.2% |
136 |
0.6% |
100% |
True |
False |
107,632 |
40 |
22,283 |
21,444 |
839 |
3.8% |
131 |
0.6% |
100% |
True |
False |
111,407 |
60 |
22,283 |
21,138 |
1,145 |
5.1% |
134 |
0.6% |
100% |
True |
False |
114,656 |
80 |
22,283 |
20,841 |
1,442 |
6.5% |
128 |
0.6% |
100% |
True |
False |
103,807 |
100 |
22,283 |
20,433 |
1,850 |
8.3% |
126 |
0.6% |
100% |
True |
False |
83,064 |
120 |
22,283 |
20,267 |
2,016 |
9.0% |
132 |
0.6% |
100% |
True |
False |
69,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,742 |
2.618 |
22,566 |
1.618 |
22,458 |
1.000 |
22,391 |
0.618 |
22,350 |
HIGH |
22,283 |
0.618 |
22,242 |
0.500 |
22,229 |
0.382 |
22,216 |
LOW |
22,175 |
0.618 |
22,108 |
1.000 |
22,067 |
1.618 |
22,000 |
2.618 |
21,892 |
4.250 |
21,716 |
|
|
Fisher Pivots for day following 15-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,265 |
22,251 |
PP |
22,247 |
22,218 |
S1 |
22,229 |
22,186 |
|