Trading Metrics calculated at close of trading on 12-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
21,835 |
22,033 |
198 |
0.9% |
21,899 |
High |
22,038 |
22,100 |
62 |
0.3% |
21,904 |
Low |
21,817 |
22,022 |
205 |
0.9% |
21,661 |
Close |
22,017 |
22,090 |
73 |
0.3% |
21,778 |
Range |
221 |
78 |
-143 |
-64.7% |
243 |
ATR |
146 |
141 |
-4 |
-3.1% |
0 |
Volume |
127,443 |
117,504 |
-9,939 |
-7.8% |
182,709 |
|
Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,305 |
22,275 |
22,133 |
|
R3 |
22,227 |
22,197 |
22,112 |
|
R2 |
22,149 |
22,149 |
22,104 |
|
R1 |
22,119 |
22,119 |
22,097 |
22,134 |
PP |
22,071 |
22,071 |
22,071 |
22,078 |
S1 |
22,041 |
22,041 |
22,083 |
22,056 |
S2 |
21,993 |
21,993 |
22,076 |
|
S3 |
21,915 |
21,963 |
22,069 |
|
S4 |
21,837 |
21,885 |
22,047 |
|
|
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 |
22,100 |
21,679 |
421 |
1.9% |
128 |
0.6% |
98% |
True |
False |
84,999 |
10 |
22,100 |
21,555 |
545 |
2.5% |
144 |
0.7% |
98% |
True |
False |
43,031 |
20 |
22,100 |
21,540 |
560 |
2.5% |
145 |
0.7% |
98% |
True |
False |
21,683 |
40 |
22,100 |
21,377 |
723 |
3.3% |
127 |
0.6% |
99% |
True |
False |
10,897 |
60 |
22,100 |
21,101 |
999 |
4.5% |
126 |
0.6% |
99% |
True |
False |
7,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,432 |
2.618 |
22,304 |
1.618 |
22,226 |
1.000 |
22,178 |
0.618 |
22,148 |
HIGH |
22,100 |
0.618 |
22,070 |
0.500 |
22,061 |
0.382 |
22,052 |
LOW |
22,022 |
0.618 |
21,974 |
1.000 |
21,944 |
1.618 |
21,896 |
2.618 |
21,818 |
4.250 |
21,691 |
|
|
Fisher Pivots for day following 12-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,080 |
22,023 |
PP |
22,071 |
21,956 |
S1 |
22,061 |
21,890 |
|