Trading Metrics calculated at close of trading on 20-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
20,020 |
20,160 |
140 |
0.7% |
19,250 |
High |
20,210 |
20,320 |
110 |
0.5% |
19,930 |
Low |
20,000 |
20,150 |
150 |
0.8% |
19,250 |
Close |
20,180 |
20,315 |
135 |
0.7% |
19,880 |
Range |
210 |
170 |
-40 |
-19.0% |
680 |
ATR |
198 |
196 |
-2 |
-1.0% |
0 |
Volume |
10,702 |
10,012 |
-690 |
-6.4% |
44,170 |
|
Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,772 |
20,713 |
20,409 |
|
R3 |
20,602 |
20,543 |
20,362 |
|
R2 |
20,432 |
20,432 |
20,346 |
|
R1 |
20,373 |
20,373 |
20,331 |
20,403 |
PP |
20,262 |
20,262 |
20,262 |
20,276 |
S1 |
20,203 |
20,203 |
20,300 |
20,233 |
S2 |
20,092 |
20,092 |
20,284 |
|
S3 |
19,922 |
20,033 |
20,268 |
|
S4 |
19,752 |
19,863 |
20,222 |
|
|
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 |
20,320 |
19,665 |
655 |
3.2% |
182 |
0.9% |
99% |
True |
False |
8,906 |
10 |
20,320 |
19,140 |
1,180 |
5.8% |
196 |
1.0% |
100% |
True |
False |
9,015 |
20 |
20,320 |
18,980 |
1,340 |
6.6% |
200 |
1.0% |
100% |
True |
False |
6,943 |
40 |
20,320 |
18,980 |
1,340 |
6.6% |
174 |
0.9% |
100% |
True |
False |
3,483 |
60 |
20,320 |
18,980 |
1,340 |
6.6% |
144 |
0.7% |
100% |
True |
False |
2,322 |
80 |
20,320 |
18,980 |
1,340 |
6.6% |
118 |
0.6% |
100% |
True |
False |
1,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,043 |
2.618 |
20,765 |
1.618 |
20,595 |
1.000 |
20,490 |
0.618 |
20,425 |
HIGH |
20,320 |
0.618 |
20,255 |
0.500 |
20,235 |
0.382 |
20,215 |
LOW |
20,150 |
0.618 |
20,045 |
1.000 |
19,980 |
1.618 |
19,875 |
2.618 |
19,705 |
4.250 |
19,428 |
|
|
Fisher Pivots for day following 20-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
20,288 |
20,245 |
PP |
20,262 |
20,175 |
S1 |
20,235 |
20,105 |
|