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 |
19,250 |
19,615 |
365 |
1.9% |
19,400 |
High |
19,610 |
19,815 |
205 |
1.0% |
19,540 |
Low |
19,250 |
19,565 |
315 |
1.6% |
19,140 |
Close |
19,595 |
19,765 |
170 |
0.9% |
19,200 |
Range |
360 |
250 |
-110 |
-30.6% |
400 |
ATR |
205 |
208 |
3 |
1.6% |
0 |
Volume |
8,873 |
9,809 |
936 |
10.5% |
62,277 |
|
Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,465 |
20,365 |
19,903 |
|
R3 |
20,215 |
20,115 |
19,834 |
|
R2 |
19,965 |
19,965 |
19,811 |
|
R1 |
19,865 |
19,865 |
19,788 |
19,915 |
PP |
19,715 |
19,715 |
19,715 |
19,740 |
S1 |
19,615 |
19,615 |
19,742 |
19,665 |
S2 |
19,465 |
19,465 |
19,719 |
|
S3 |
19,215 |
19,365 |
19,696 |
|
S4 |
18,965 |
19,115 |
19,628 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,493 |
20,247 |
19,420 |
|
R3 |
20,093 |
19,847 |
19,310 |
|
R2 |
19,693 |
19,693 |
19,273 |
|
R1 |
19,447 |
19,447 |
19,237 |
19,370 |
PP |
19,293 |
19,293 |
19,293 |
19,255 |
S1 |
19,047 |
19,047 |
19,163 |
18,970 |
S2 |
18,893 |
18,893 |
19,127 |
|
S3 |
18,493 |
18,647 |
19,090 |
|
S4 |
18,093 |
18,247 |
18,980 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,815 |
19,140 |
675 |
3.4% |
233 |
1.2% |
93% |
True |
False |
10,614 |
10 |
19,815 |
18,980 |
835 |
4.2% |
238 |
1.2% |
94% |
True |
False |
8,776 |
20 |
19,815 |
18,980 |
835 |
4.2% |
208 |
1.1% |
94% |
True |
False |
4,418 |
40 |
20,095 |
18,980 |
1,115 |
5.6% |
156 |
0.8% |
70% |
False |
False |
2,211 |
60 |
20,235 |
18,980 |
1,255 |
6.3% |
132 |
0.7% |
63% |
False |
False |
1,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,878 |
2.618 |
20,470 |
1.618 |
20,220 |
1.000 |
20,065 |
0.618 |
19,970 |
HIGH |
19,815 |
0.618 |
19,720 |
0.500 |
19,690 |
0.382 |
19,661 |
LOW |
19,565 |
0.618 |
19,411 |
1.000 |
19,315 |
1.618 |
19,161 |
2.618 |
18,911 |
4.250 |
18,503 |
|
|
Fisher Pivots for day following 12-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
19,740 |
19,669 |
PP |
19,715 |
19,573 |
S1 |
19,690 |
19,478 |
|