Trading Metrics calculated at close of trading on 25-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
20,270 |
20,245 |
-25 |
-0.1% |
19,895 |
High |
20,315 |
20,345 |
30 |
0.1% |
20,400 |
Low |
20,155 |
20,135 |
-20 |
-0.1% |
19,890 |
Close |
20,235 |
20,205 |
-30 |
-0.1% |
20,235 |
Range |
160 |
210 |
50 |
31.3% |
510 |
ATR |
193 |
194 |
1 |
0.6% |
0 |
Volume |
9,936 |
8,944 |
-992 |
-10.0% |
45,344 |
|
Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,858 |
20,742 |
20,321 |
|
R3 |
20,648 |
20,532 |
20,263 |
|
R2 |
20,438 |
20,438 |
20,244 |
|
R1 |
20,322 |
20,322 |
20,224 |
20,275 |
PP |
20,228 |
20,228 |
20,228 |
20,205 |
S1 |
20,112 |
20,112 |
20,186 |
20,065 |
S2 |
20,018 |
20,018 |
20,167 |
|
S3 |
19,808 |
19,902 |
20,147 |
|
S4 |
19,598 |
19,692 |
20,090 |
|
|
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 |
20,000 |
400 |
2.0% |
188 |
0.9% |
51% |
False |
False |
9,920 |
10 |
20,400 |
19,565 |
835 |
4.1% |
183 |
0.9% |
77% |
False |
False |
8,958 |
20 |
20,400 |
18,980 |
1,420 |
7.0% |
203 |
1.0% |
86% |
False |
False |
8,381 |
40 |
20,400 |
18,980 |
1,420 |
7.0% |
180 |
0.9% |
86% |
False |
False |
4,206 |
60 |
20,400 |
18,980 |
1,420 |
7.0% |
146 |
0.7% |
86% |
False |
False |
2,804 |
80 |
20,400 |
18,980 |
1,420 |
7.0% |
125 |
0.6% |
86% |
False |
False |
2,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,238 |
2.618 |
20,895 |
1.618 |
20,685 |
1.000 |
20,555 |
0.618 |
20,475 |
HIGH |
20,345 |
0.618 |
20,265 |
0.500 |
20,240 |
0.382 |
20,215 |
LOW |
20,135 |
0.618 |
20,005 |
1.000 |
19,925 |
1.618 |
19,795 |
2.618 |
19,585 |
4.250 |
19,243 |
|
|
Fisher Pivots for day following 25-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
20,240 |
20,268 |
PP |
20,228 |
20,247 |
S1 |
20,217 |
20,226 |
|