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 |
19,770 |
19,760 |
-10 |
-0.1% |
19,250 |
High |
19,820 |
19,930 |
110 |
0.6% |
19,930 |
Low |
19,695 |
19,665 |
-30 |
-0.2% |
19,250 |
Close |
19,765 |
19,880 |
115 |
0.6% |
19,880 |
Range |
125 |
265 |
140 |
112.0% |
680 |
ATR |
196 |
201 |
5 |
2.5% |
0 |
Volume |
9,129 |
10,002 |
873 |
9.6% |
44,170 |
|
Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,620 |
20,515 |
20,026 |
|
R3 |
20,355 |
20,250 |
19,953 |
|
R2 |
20,090 |
20,090 |
19,929 |
|
R1 |
19,985 |
19,985 |
19,904 |
20,038 |
PP |
19,825 |
19,825 |
19,825 |
19,851 |
S1 |
19,720 |
19,720 |
19,856 |
19,773 |
S2 |
19,560 |
19,560 |
19,832 |
|
S3 |
19,295 |
19,455 |
19,807 |
|
S4 |
19,030 |
19,190 |
19,734 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,727 |
21,483 |
20,254 |
|
R3 |
21,047 |
20,803 |
20,067 |
|
R2 |
20,367 |
20,367 |
20,005 |
|
R1 |
20,123 |
20,123 |
19,942 |
20,245 |
PP |
19,687 |
19,687 |
19,687 |
19,748 |
S1 |
19,443 |
19,443 |
19,818 |
19,565 |
S2 |
19,007 |
19,007 |
19,755 |
|
S3 |
18,327 |
18,763 |
19,693 |
|
S4 |
17,647 |
18,083 |
19,506 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,930 |
19,250 |
680 |
3.4% |
221 |
1.1% |
93% |
True |
False |
8,834 |
10 |
19,930 |
19,140 |
790 |
4.0% |
213 |
1.1% |
94% |
True |
False |
10,917 |
20 |
19,930 |
18,980 |
950 |
4.8% |
205 |
1.0% |
95% |
True |
False |
5,687 |
40 |
20,095 |
18,980 |
1,115 |
5.6% |
164 |
0.8% |
81% |
False |
False |
2,848 |
60 |
20,225 |
18,980 |
1,245 |
6.3% |
138 |
0.7% |
72% |
False |
False |
1,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,056 |
2.618 |
20,624 |
1.618 |
20,359 |
1.000 |
20,195 |
0.618 |
20,094 |
HIGH |
19,930 |
0.618 |
19,829 |
0.500 |
19,798 |
0.382 |
19,766 |
LOW |
19,665 |
0.618 |
19,501 |
1.000 |
19,400 |
1.618 |
19,236 |
2.618 |
18,971 |
4.250 |
18,539 |
|
|
Fisher Pivots for day following 15-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
19,853 |
19,853 |
PP |
19,825 |
19,825 |
S1 |
19,798 |
19,798 |
|