Trading Metrics calculated at close of trading on 22-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
20,300 |
20,270 |
-30 |
-0.1% |
19,895 |
High |
20,400 |
20,315 |
-85 |
-0.4% |
20,400 |
Low |
20,210 |
20,155 |
-55 |
-0.3% |
19,890 |
Close |
20,295 |
20,235 |
-60 |
-0.3% |
20,235 |
Range |
190 |
160 |
-30 |
-15.8% |
510 |
ATR |
196 |
193 |
-3 |
-1.3% |
0 |
Volume |
10,009 |
9,936 |
-73 |
-0.7% |
45,344 |
|
Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,715 |
20,635 |
20,323 |
|
R3 |
20,555 |
20,475 |
20,279 |
|
R2 |
20,395 |
20,395 |
20,264 |
|
R1 |
20,315 |
20,315 |
20,250 |
20,275 |
PP |
20,235 |
20,235 |
20,235 |
20,215 |
S1 |
20,155 |
20,155 |
20,220 |
20,115 |
S2 |
20,075 |
20,075 |
20,206 |
|
S3 |
19,915 |
19,995 |
20,191 |
|
S4 |
19,755 |
19,835 |
20,147 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,705 |
21,480 |
20,516 |
|
R3 |
21,195 |
20,970 |
20,375 |
|
R2 |
20,685 |
20,685 |
20,329 |
|
R1 |
20,460 |
20,460 |
20,282 |
20,573 |
PP |
20,175 |
20,175 |
20,175 |
20,231 |
S1 |
19,950 |
19,950 |
20,188 |
20,063 |
S2 |
19,665 |
19,665 |
20,142 |
|
S3 |
19,155 |
19,440 |
20,095 |
|
S4 |
18,645 |
18,930 |
19,955 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,400 |
19,890 |
510 |
2.5% |
174 |
0.9% |
68% |
False |
False |
9,068 |
10 |
20,400 |
19,250 |
1,150 |
5.7% |
198 |
1.0% |
86% |
False |
False |
8,951 |
20 |
20,400 |
18,980 |
1,420 |
7.0% |
200 |
1.0% |
88% |
False |
False |
7,934 |
40 |
20,400 |
18,980 |
1,420 |
7.0% |
177 |
0.9% |
88% |
False |
False |
3,982 |
60 |
20,400 |
18,980 |
1,420 |
7.0% |
148 |
0.7% |
88% |
False |
False |
2,655 |
80 |
20,400 |
18,980 |
1,420 |
7.0% |
123 |
0.6% |
88% |
False |
False |
1,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,995 |
2.618 |
20,734 |
1.618 |
20,574 |
1.000 |
20,475 |
0.618 |
20,414 |
HIGH |
20,315 |
0.618 |
20,254 |
0.500 |
20,235 |
0.382 |
20,216 |
LOW |
20,155 |
0.618 |
20,056 |
1.000 |
19,995 |
1.618 |
19,896 |
2.618 |
19,736 |
4.250 |
19,475 |
|
|
Fisher Pivots for day following 22-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
20,235 |
20,275 |
PP |
20,235 |
20,262 |
S1 |
20,235 |
20,248 |
|