Trading Metrics calculated at close of trading on 11-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
21,769 |
21,835 |
66 |
0.3% |
21,899 |
High |
21,810 |
22,038 |
228 |
1.0% |
21,904 |
Low |
21,679 |
21,817 |
138 |
0.6% |
21,661 |
Close |
21,778 |
22,017 |
239 |
1.1% |
21,778 |
Range |
131 |
221 |
90 |
68.7% |
243 |
ATR |
137 |
146 |
9 |
6.4% |
0 |
Volume |
133,204 |
127,443 |
-5,761 |
-4.3% |
182,709 |
|
Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,620 |
22,540 |
22,139 |
|
R3 |
22,399 |
22,319 |
22,078 |
|
R2 |
22,178 |
22,178 |
22,058 |
|
R1 |
22,098 |
22,098 |
22,037 |
22,138 |
PP |
21,957 |
21,957 |
21,957 |
21,978 |
S1 |
21,877 |
21,877 |
21,997 |
21,917 |
S2 |
21,736 |
21,736 |
21,977 |
|
S3 |
21,515 |
21,656 |
21,956 |
|
S4 |
21,294 |
21,435 |
21,896 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,510 |
22,387 |
21,912 |
|
R3 |
22,267 |
22,144 |
21,845 |
|
R2 |
22,024 |
22,024 |
21,823 |
|
R1 |
21,901 |
21,901 |
21,800 |
21,841 |
PP |
21,781 |
21,781 |
21,781 |
21,751 |
S1 |
21,658 |
21,658 |
21,756 |
21,598 |
S2 |
21,538 |
21,538 |
21,734 |
|
S3 |
21,295 |
21,415 |
21,711 |
|
S4 |
21,052 |
21,172 |
21,644 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,038 |
21,661 |
377 |
1.7% |
161 |
0.7% |
94% |
True |
False |
62,030 |
10 |
22,038 |
21,555 |
483 |
2.2% |
147 |
0.7% |
96% |
True |
False |
31,305 |
20 |
22,038 |
21,540 |
498 |
2.3% |
146 |
0.7% |
96% |
True |
False |
15,815 |
40 |
22,089 |
21,377 |
712 |
3.2% |
127 |
0.6% |
90% |
False |
False |
7,960 |
60 |
22,089 |
21,101 |
988 |
4.5% |
126 |
0.6% |
93% |
False |
False |
5,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,977 |
2.618 |
22,617 |
1.618 |
22,396 |
1.000 |
22,259 |
0.618 |
22,175 |
HIGH |
22,038 |
0.618 |
21,954 |
0.500 |
21,928 |
0.382 |
21,902 |
LOW |
21,817 |
0.618 |
21,681 |
1.000 |
21,596 |
1.618 |
21,460 |
2.618 |
21,239 |
4.250 |
20,878 |
|
|
Fisher Pivots for day following 11-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
21,987 |
21,964 |
PP |
21,957 |
21,911 |
S1 |
21,928 |
21,859 |
|