Trading Metrics calculated at close of trading on 18-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,175 |
22,227 |
52 |
0.2% |
21,835 |
High |
22,235 |
22,314 |
79 |
0.4% |
22,235 |
Low |
22,128 |
22,223 |
95 |
0.4% |
21,817 |
Close |
22,219 |
22,299 |
80 |
0.4% |
22,219 |
Range |
107 |
91 |
-16 |
-15.0% |
418 |
ATR |
132 |
129 |
-3 |
-2.0% |
0 |
Volume |
102,050 |
106,599 |
4,549 |
4.5% |
566,071 |
|
Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,552 |
22,516 |
22,349 |
|
R3 |
22,461 |
22,425 |
22,324 |
|
R2 |
22,370 |
22,370 |
22,316 |
|
R1 |
22,334 |
22,334 |
22,307 |
22,352 |
PP |
22,279 |
22,279 |
22,279 |
22,288 |
S1 |
22,243 |
22,243 |
22,291 |
22,261 |
S2 |
22,188 |
22,188 |
22,282 |
|
S3 |
22,097 |
22,152 |
22,274 |
|
S4 |
22,006 |
22,061 |
22,249 |
|
|
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 |
22,314 |
22,022 |
292 |
1.3% |
89 |
0.4% |
95% |
True |
False |
109,045 |
10 |
22,314 |
21,661 |
653 |
2.9% |
125 |
0.6% |
98% |
True |
False |
85,537 |
20 |
22,314 |
21,540 |
774 |
3.5% |
131 |
0.6% |
98% |
True |
False |
43,002 |
40 |
22,314 |
21,406 |
908 |
4.1% |
124 |
0.6% |
98% |
True |
False |
21,585 |
60 |
22,314 |
21,101 |
1,213 |
5.4% |
126 |
0.6% |
99% |
True |
False |
14,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,701 |
2.618 |
22,552 |
1.618 |
22,461 |
1.000 |
22,405 |
0.618 |
22,370 |
HIGH |
22,314 |
0.618 |
22,279 |
0.500 |
22,269 |
0.382 |
22,258 |
LOW |
22,223 |
0.618 |
22,167 |
1.000 |
22,132 |
1.618 |
22,076 |
2.618 |
21,985 |
4.250 |
21,836 |
|
|
Fisher Pivots for day following 18-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,289 |
22,264 |
PP |
22,279 |
22,229 |
S1 |
22,269 |
22,195 |
|