Trading Metrics calculated at close of trading on 21-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
20,160 |
20,300 |
140 |
0.7% |
19,250 |
High |
20,320 |
20,400 |
80 |
0.4% |
19,930 |
Low |
20,150 |
20,210 |
60 |
0.3% |
19,250 |
Close |
20,315 |
20,295 |
-20 |
-0.1% |
19,880 |
Range |
170 |
190 |
20 |
11.8% |
680 |
ATR |
196 |
196 |
0 |
-0.2% |
0 |
Volume |
10,012 |
10,009 |
-3 |
0.0% |
44,170 |
|
Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,872 |
20,773 |
20,400 |
|
R3 |
20,682 |
20,583 |
20,347 |
|
R2 |
20,492 |
20,492 |
20,330 |
|
R1 |
20,393 |
20,393 |
20,313 |
20,348 |
PP |
20,302 |
20,302 |
20,302 |
20,279 |
S1 |
20,203 |
20,203 |
20,278 |
20,158 |
S2 |
20,112 |
20,112 |
20,260 |
|
S3 |
19,922 |
20,013 |
20,243 |
|
S4 |
19,732 |
19,823 |
20,191 |
|
|
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 |
20,400 |
19,665 |
735 |
3.6% |
195 |
1.0% |
86% |
True |
False |
9,082 |
10 |
20,400 |
19,140 |
1,260 |
6.2% |
201 |
1.0% |
92% |
True |
False |
8,788 |
20 |
20,400 |
18,980 |
1,420 |
7.0% |
197 |
1.0% |
93% |
True |
False |
7,440 |
40 |
20,400 |
18,980 |
1,420 |
7.0% |
176 |
0.9% |
93% |
True |
False |
3,734 |
60 |
20,400 |
18,980 |
1,420 |
7.0% |
146 |
0.7% |
93% |
True |
False |
2,489 |
80 |
20,400 |
18,980 |
1,420 |
7.0% |
121 |
0.6% |
93% |
True |
False |
1,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,208 |
2.618 |
20,898 |
1.618 |
20,708 |
1.000 |
20,590 |
0.618 |
20,518 |
HIGH |
20,400 |
0.618 |
20,328 |
0.500 |
20,305 |
0.382 |
20,283 |
LOW |
20,210 |
0.618 |
20,093 |
1.000 |
20,020 |
1.618 |
19,903 |
2.618 |
19,713 |
4.250 |
19,403 |
|
|
Fisher Pivots for day following 21-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
20,305 |
20,263 |
PP |
20,302 |
20,232 |
S1 |
20,298 |
20,200 |
|