Trading Metrics calculated at close of trading on 15-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,118 |
22,175 |
57 |
0.3% |
21,835 |
High |
22,178 |
22,235 |
57 |
0.3% |
22,235 |
Low |
22,075 |
22,128 |
53 |
0.2% |
21,817 |
Close |
22,172 |
22,219 |
47 |
0.2% |
22,219 |
Range |
103 |
107 |
4 |
3.9% |
418 |
ATR |
133 |
132 |
-2 |
-1.4% |
0 |
Volume |
110,839 |
102,050 |
-8,789 |
-7.9% |
566,071 |
|
Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,515 |
22,474 |
22,278 |
|
R3 |
22,408 |
22,367 |
22,249 |
|
R2 |
22,301 |
22,301 |
22,239 |
|
R1 |
22,260 |
22,260 |
22,229 |
22,281 |
PP |
22,194 |
22,194 |
22,194 |
22,204 |
S1 |
22,153 |
22,153 |
22,209 |
22,174 |
S2 |
22,087 |
22,087 |
22,200 |
|
S3 |
21,980 |
22,046 |
22,190 |
|
S4 |
21,873 |
21,939 |
22,160 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,344 |
23,200 |
22,449 |
|
R3 |
22,926 |
22,782 |
22,334 |
|
R2 |
22,508 |
22,508 |
22,296 |
|
R1 |
22,364 |
22,364 |
22,257 |
22,436 |
PP |
22,090 |
22,090 |
22,090 |
22,127 |
S1 |
21,946 |
21,946 |
22,181 |
22,018 |
S2 |
21,672 |
21,672 |
22,142 |
|
S3 |
21,254 |
21,528 |
22,104 |
|
S4 |
20,836 |
21,110 |
21,989 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,235 |
21,817 |
418 |
1.9% |
115 |
0.5% |
96% |
True |
False |
113,214 |
10 |
22,235 |
21,661 |
574 |
2.6% |
123 |
0.6% |
97% |
True |
False |
74,957 |
20 |
22,235 |
21,540 |
695 |
3.1% |
133 |
0.6% |
98% |
True |
False |
37,694 |
40 |
22,235 |
21,406 |
829 |
3.7% |
125 |
0.6% |
98% |
True |
False |
18,922 |
60 |
22,235 |
21,101 |
1,134 |
5.1% |
126 |
0.6% |
99% |
True |
False |
12,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,690 |
2.618 |
22,515 |
1.618 |
22,408 |
1.000 |
22,342 |
0.618 |
22,301 |
HIGH |
22,235 |
0.618 |
22,194 |
0.500 |
22,182 |
0.382 |
22,169 |
LOW |
22,128 |
0.618 |
22,062 |
1.000 |
22,021 |
1.618 |
21,955 |
2.618 |
21,848 |
4.250 |
21,673 |
|
|
Fisher Pivots for day following 15-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,207 |
22,194 |
PP |
22,194 |
22,169 |
S1 |
22,182 |
22,145 |
|