Trading Metrics calculated at close of trading on 13-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,033 |
22,104 |
71 |
0.3% |
21,899 |
High |
22,100 |
22,119 |
19 |
0.1% |
21,904 |
Low |
22,022 |
22,054 |
32 |
0.1% |
21,661 |
Close |
22,090 |
22,112 |
22 |
0.1% |
21,778 |
Range |
78 |
65 |
-13 |
-16.7% |
243 |
ATR |
141 |
136 |
-5 |
-3.9% |
0 |
Volume |
117,504 |
108,235 |
-9,269 |
-7.9% |
182,709 |
|
Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,290 |
22,266 |
22,148 |
|
R3 |
22,225 |
22,201 |
22,130 |
|
R2 |
22,160 |
22,160 |
22,124 |
|
R1 |
22,136 |
22,136 |
22,118 |
22,148 |
PP |
22,095 |
22,095 |
22,095 |
22,101 |
S1 |
22,071 |
22,071 |
22,106 |
22,083 |
S2 |
22,030 |
22,030 |
22,100 |
|
S3 |
21,965 |
22,006 |
22,094 |
|
S4 |
21,900 |
21,941 |
22,076 |
|
|
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 |
22,119 |
21,679 |
440 |
2.0% |
120 |
0.5% |
98% |
True |
False |
105,096 |
10 |
22,119 |
21,661 |
458 |
2.1% |
123 |
0.6% |
98% |
True |
False |
53,794 |
20 |
22,119 |
21,540 |
579 |
2.6% |
144 |
0.6% |
99% |
True |
False |
27,077 |
40 |
22,119 |
21,406 |
713 |
3.2% |
124 |
0.6% |
99% |
True |
False |
13,602 |
60 |
22,119 |
21,101 |
1,018 |
4.6% |
125 |
0.6% |
99% |
True |
False |
9,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,395 |
2.618 |
22,289 |
1.618 |
22,224 |
1.000 |
22,184 |
0.618 |
22,159 |
HIGH |
22,119 |
0.618 |
22,094 |
0.500 |
22,087 |
0.382 |
22,079 |
LOW |
22,054 |
0.618 |
22,014 |
1.000 |
21,989 |
1.618 |
21,949 |
2.618 |
21,884 |
4.250 |
21,778 |
|
|
Fisher Pivots for day following 13-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,104 |
22,064 |
PP |
22,095 |
22,016 |
S1 |
22,087 |
21,968 |
|