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 |
19,800 |
19,770 |
-30 |
-0.2% |
19,400 |
High |
19,815 |
19,820 |
5 |
0.0% |
19,540 |
Low |
19,710 |
19,695 |
-15 |
-0.1% |
19,140 |
Close |
19,790 |
19,765 |
-25 |
-0.1% |
19,200 |
Range |
105 |
125 |
20 |
19.0% |
400 |
ATR |
201 |
196 |
-5 |
-2.7% |
0 |
Volume |
6,357 |
9,129 |
2,772 |
43.6% |
62,277 |
|
Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,135 |
20,075 |
19,834 |
|
R3 |
20,010 |
19,950 |
19,800 |
|
R2 |
19,885 |
19,885 |
19,788 |
|
R1 |
19,825 |
19,825 |
19,777 |
19,793 |
PP |
19,760 |
19,760 |
19,760 |
19,744 |
S1 |
19,700 |
19,700 |
19,754 |
19,668 |
S2 |
19,635 |
19,635 |
19,742 |
|
S3 |
19,510 |
19,575 |
19,731 |
|
S4 |
19,385 |
19,450 |
19,696 |
|
|
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 |
19,820 |
19,140 |
680 |
3.4% |
206 |
1.0% |
92% |
True |
False |
8,494 |
10 |
19,820 |
19,140 |
680 |
3.4% |
202 |
1.0% |
92% |
True |
False |
10,263 |
20 |
19,820 |
18,980 |
840 |
4.2% |
204 |
1.0% |
93% |
True |
False |
5,191 |
40 |
20,095 |
18,980 |
1,115 |
5.6% |
159 |
0.8% |
70% |
False |
False |
2,598 |
60 |
20,225 |
18,980 |
1,245 |
6.3% |
134 |
0.7% |
63% |
False |
False |
1,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,351 |
2.618 |
20,147 |
1.618 |
20,022 |
1.000 |
19,945 |
0.618 |
19,897 |
HIGH |
19,820 |
0.618 |
19,772 |
0.500 |
19,758 |
0.382 |
19,743 |
LOW |
19,695 |
0.618 |
19,618 |
1.000 |
19,570 |
1.618 |
19,493 |
2.618 |
19,368 |
4.250 |
19,164 |
|
|
Fisher Pivots for day following 14-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
19,763 |
19,741 |
PP |
19,760 |
19,717 |
S1 |
19,758 |
19,693 |
|