Trading Metrics calculated at close of trading on 18-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
19,760 |
19,895 |
135 |
0.7% |
19,250 |
High |
19,930 |
20,030 |
100 |
0.5% |
19,930 |
Low |
19,665 |
19,890 |
225 |
1.1% |
19,250 |
Close |
19,880 |
20,015 |
135 |
0.7% |
19,880 |
Range |
265 |
140 |
-125 |
-47.2% |
680 |
ATR |
201 |
197 |
-4 |
-1.8% |
0 |
Volume |
10,002 |
4,685 |
-5,317 |
-53.2% |
44,170 |
|
Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,398 |
20,347 |
20,092 |
|
R3 |
20,258 |
20,207 |
20,054 |
|
R2 |
20,118 |
20,118 |
20,041 |
|
R1 |
20,067 |
20,067 |
20,028 |
20,093 |
PP |
19,978 |
19,978 |
19,978 |
19,991 |
S1 |
19,927 |
19,927 |
20,002 |
19,953 |
S2 |
19,838 |
19,838 |
19,989 |
|
S3 |
19,698 |
19,787 |
19,977 |
|
S4 |
19,558 |
19,647 |
19,938 |
|
|
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 |
20,030 |
19,565 |
465 |
2.3% |
177 |
0.9% |
97% |
True |
False |
7,996 |
10 |
20,030 |
19,140 |
890 |
4.4% |
215 |
1.1% |
98% |
True |
False |
11,113 |
20 |
20,030 |
18,980 |
1,050 |
5.2% |
201 |
1.0% |
99% |
True |
False |
5,920 |
40 |
20,095 |
18,980 |
1,115 |
5.6% |
165 |
0.8% |
93% |
False |
False |
2,966 |
60 |
20,225 |
18,980 |
1,245 |
6.2% |
140 |
0.7% |
83% |
False |
False |
1,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,625 |
2.618 |
20,397 |
1.618 |
20,257 |
1.000 |
20,170 |
0.618 |
20,117 |
HIGH |
20,030 |
0.618 |
19,977 |
0.500 |
19,960 |
0.382 |
19,944 |
LOW |
19,890 |
0.618 |
19,804 |
1.000 |
19,750 |
1.618 |
19,664 |
2.618 |
19,524 |
4.250 |
19,295 |
|
|
Fisher Pivots for day following 18-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
19,997 |
19,959 |
PP |
19,978 |
19,903 |
S1 |
19,960 |
19,848 |
|