Trading Metrics calculated at close of trading on 19-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
19,895 |
20,020 |
125 |
0.6% |
19,250 |
High |
20,030 |
20,210 |
180 |
0.9% |
19,930 |
Low |
19,890 |
20,000 |
110 |
0.6% |
19,250 |
Close |
20,015 |
20,180 |
165 |
0.8% |
19,880 |
Range |
140 |
210 |
70 |
50.0% |
680 |
ATR |
197 |
198 |
1 |
0.5% |
0 |
Volume |
4,685 |
10,702 |
6,017 |
128.4% |
44,170 |
|
Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,760 |
20,680 |
20,296 |
|
R3 |
20,550 |
20,470 |
20,238 |
|
R2 |
20,340 |
20,340 |
20,219 |
|
R1 |
20,260 |
20,260 |
20,199 |
20,300 |
PP |
20,130 |
20,130 |
20,130 |
20,150 |
S1 |
20,050 |
20,050 |
20,161 |
20,090 |
S2 |
19,920 |
19,920 |
20,142 |
|
S3 |
19,710 |
19,840 |
20,122 |
|
S4 |
19,500 |
19,630 |
20,065 |
|
|
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 |
20,210 |
19,665 |
545 |
2.7% |
169 |
0.8% |
94% |
True |
False |
8,175 |
10 |
20,210 |
19,140 |
1,070 |
5.3% |
201 |
1.0% |
97% |
True |
False |
9,394 |
20 |
20,210 |
18,980 |
1,230 |
6.1% |
198 |
1.0% |
98% |
True |
False |
6,447 |
40 |
20,210 |
18,980 |
1,230 |
6.1% |
169 |
0.8% |
98% |
True |
False |
3,233 |
60 |
20,225 |
18,980 |
1,245 |
6.2% |
143 |
0.7% |
96% |
False |
False |
2,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,103 |
2.618 |
20,760 |
1.618 |
20,550 |
1.000 |
20,420 |
0.618 |
20,340 |
HIGH |
20,210 |
0.618 |
20,130 |
0.500 |
20,105 |
0.382 |
20,080 |
LOW |
20,000 |
0.618 |
19,870 |
1.000 |
19,790 |
1.618 |
19,660 |
2.618 |
19,450 |
4.250 |
19,108 |
|
|
Fisher Pivots for day following 19-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
20,155 |
20,099 |
PP |
20,130 |
20,018 |
S1 |
20,105 |
19,938 |
|