Trading Metrics calculated at close of trading on 27-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
20,235 |
20,270 |
35 |
0.2% |
19,895 |
High |
20,295 |
20,460 |
165 |
0.8% |
20,400 |
Low |
20,180 |
20,240 |
60 |
0.3% |
19,890 |
Close |
20,270 |
20,425 |
155 |
0.8% |
20,235 |
Range |
115 |
220 |
105 |
91.3% |
510 |
ATR |
189 |
191 |
2 |
1.2% |
0 |
Volume |
7,508 |
13,521 |
6,013 |
80.1% |
45,344 |
|
Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,035 |
20,950 |
20,546 |
|
R3 |
20,815 |
20,730 |
20,486 |
|
R2 |
20,595 |
20,595 |
20,465 |
|
R1 |
20,510 |
20,510 |
20,445 |
20,553 |
PP |
20,375 |
20,375 |
20,375 |
20,396 |
S1 |
20,290 |
20,290 |
20,405 |
20,333 |
S2 |
20,155 |
20,155 |
20,385 |
|
S3 |
19,935 |
20,070 |
20,365 |
|
S4 |
19,715 |
19,850 |
20,304 |
|
|
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 |
20,460 |
20,135 |
325 |
1.6% |
179 |
0.9% |
89% |
True |
False |
9,983 |
10 |
20,460 |
19,665 |
795 |
3.9% |
181 |
0.9% |
96% |
True |
False |
9,444 |
20 |
20,460 |
19,140 |
1,320 |
6.5% |
192 |
0.9% |
97% |
True |
False |
9,410 |
40 |
20,460 |
18,980 |
1,480 |
7.2% |
186 |
0.9% |
98% |
True |
False |
4,731 |
60 |
20,460 |
18,980 |
1,480 |
7.2% |
152 |
0.7% |
98% |
True |
False |
3,154 |
80 |
20,460 |
18,980 |
1,480 |
7.2% |
130 |
0.6% |
98% |
True |
False |
2,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,395 |
2.618 |
21,036 |
1.618 |
20,816 |
1.000 |
20,680 |
0.618 |
20,596 |
HIGH |
20,460 |
0.618 |
20,376 |
0.500 |
20,350 |
0.382 |
20,324 |
LOW |
20,240 |
0.618 |
20,104 |
1.000 |
20,020 |
1.618 |
19,884 |
2.618 |
19,664 |
4.250 |
19,305 |
|
|
Fisher Pivots for day following 27-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
20,400 |
20,383 |
PP |
20,375 |
20,340 |
S1 |
20,350 |
20,298 |
|