Trading Metrics calculated at close of trading on 14-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,104 |
22,118 |
14 |
0.1% |
21,899 |
High |
22,119 |
22,178 |
59 |
0.3% |
21,904 |
Low |
22,054 |
22,075 |
21 |
0.1% |
21,661 |
Close |
22,112 |
22,172 |
60 |
0.3% |
21,778 |
Range |
65 |
103 |
38 |
58.5% |
243 |
ATR |
136 |
133 |
-2 |
-1.7% |
0 |
Volume |
108,235 |
110,839 |
2,604 |
2.4% |
182,709 |
|
Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,451 |
22,414 |
22,229 |
|
R3 |
22,348 |
22,311 |
22,200 |
|
R2 |
22,245 |
22,245 |
22,191 |
|
R1 |
22,208 |
22,208 |
22,182 |
22,227 |
PP |
22,142 |
22,142 |
22,142 |
22,151 |
S1 |
22,105 |
22,105 |
22,163 |
22,124 |
S2 |
22,039 |
22,039 |
22,153 |
|
S3 |
21,936 |
22,002 |
22,144 |
|
S4 |
21,833 |
21,899 |
22,115 |
|
|
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 |
22,178 |
21,679 |
499 |
2.3% |
120 |
0.5% |
99% |
True |
False |
119,445 |
10 |
22,178 |
21,661 |
517 |
2.3% |
122 |
0.6% |
99% |
True |
False |
64,815 |
20 |
22,178 |
21,540 |
638 |
2.9% |
144 |
0.6% |
99% |
True |
False |
32,608 |
40 |
22,178 |
21,406 |
772 |
3.5% |
124 |
0.6% |
99% |
True |
False |
16,372 |
60 |
22,178 |
21,101 |
1,077 |
4.9% |
126 |
0.6% |
99% |
True |
False |
10,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,616 |
2.618 |
22,448 |
1.618 |
22,345 |
1.000 |
22,281 |
0.618 |
22,242 |
HIGH |
22,178 |
0.618 |
22,139 |
0.500 |
22,127 |
0.382 |
22,114 |
LOW |
22,075 |
0.618 |
22,011 |
1.000 |
21,972 |
1.618 |
21,908 |
2.618 |
21,805 |
4.250 |
21,637 |
|
|
Fisher Pivots for day following 14-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,157 |
22,148 |
PP |
22,142 |
22,124 |
S1 |
22,127 |
22,100 |
|