Trading Metrics calculated at close of trading on 26-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
20,245 |
20,235 |
-10 |
0.0% |
19,895 |
High |
20,345 |
20,295 |
-50 |
-0.2% |
20,400 |
Low |
20,135 |
20,180 |
45 |
0.2% |
19,890 |
Close |
20,205 |
20,270 |
65 |
0.3% |
20,235 |
Range |
210 |
115 |
-95 |
-45.2% |
510 |
ATR |
194 |
189 |
-6 |
-2.9% |
0 |
Volume |
8,944 |
7,508 |
-1,436 |
-16.1% |
45,344 |
|
Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,593 |
20,547 |
20,333 |
|
R3 |
20,478 |
20,432 |
20,302 |
|
R2 |
20,363 |
20,363 |
20,291 |
|
R1 |
20,317 |
20,317 |
20,281 |
20,340 |
PP |
20,248 |
20,248 |
20,248 |
20,260 |
S1 |
20,202 |
20,202 |
20,260 |
20,225 |
S2 |
20,133 |
20,133 |
20,249 |
|
S3 |
20,018 |
20,087 |
20,239 |
|
S4 |
19,903 |
19,972 |
20,207 |
|
|
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 |
20,135 |
265 |
1.3% |
169 |
0.8% |
51% |
False |
False |
9,281 |
10 |
20,400 |
19,665 |
735 |
3.6% |
169 |
0.8% |
82% |
False |
False |
8,728 |
20 |
20,400 |
18,980 |
1,420 |
7.0% |
203 |
1.0% |
91% |
False |
False |
8,752 |
40 |
20,400 |
18,980 |
1,420 |
7.0% |
182 |
0.9% |
91% |
False |
False |
4,393 |
60 |
20,400 |
18,980 |
1,420 |
7.0% |
148 |
0.7% |
91% |
False |
False |
2,929 |
80 |
20,400 |
18,980 |
1,420 |
7.0% |
127 |
0.6% |
91% |
False |
False |
2,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,784 |
2.618 |
20,596 |
1.618 |
20,481 |
1.000 |
20,410 |
0.618 |
20,366 |
HIGH |
20,295 |
0.618 |
20,251 |
0.500 |
20,238 |
0.382 |
20,224 |
LOW |
20,180 |
0.618 |
20,109 |
1.000 |
20,065 |
1.618 |
19,994 |
2.618 |
19,879 |
4.250 |
19,691 |
|
|
Fisher Pivots for day following 26-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
20,259 |
20,260 |
PP |
20,248 |
20,250 |
S1 |
20,238 |
20,240 |
|