Trading Metrics calculated at close of trading on 19-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,227 |
22,299 |
72 |
0.3% |
21,835 |
High |
22,314 |
22,343 |
29 |
0.1% |
22,235 |
Low |
22,223 |
22,296 |
73 |
0.3% |
21,817 |
Close |
22,299 |
22,336 |
37 |
0.2% |
22,219 |
Range |
91 |
47 |
-44 |
-48.4% |
418 |
ATR |
129 |
123 |
-6 |
-4.5% |
0 |
Volume |
106,599 |
84,470 |
-22,129 |
-20.8% |
566,071 |
|
Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,466 |
22,448 |
22,362 |
|
R3 |
22,419 |
22,401 |
22,349 |
|
R2 |
22,372 |
22,372 |
22,345 |
|
R1 |
22,354 |
22,354 |
22,340 |
22,363 |
PP |
22,325 |
22,325 |
22,325 |
22,330 |
S1 |
22,307 |
22,307 |
22,332 |
22,316 |
S2 |
22,278 |
22,278 |
22,328 |
|
S3 |
22,231 |
22,260 |
22,323 |
|
S4 |
22,184 |
22,213 |
22,310 |
|
|
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 |
22,343 |
22,054 |
289 |
1.3% |
83 |
0.4% |
98% |
True |
False |
102,438 |
10 |
22,343 |
21,679 |
664 |
3.0% |
105 |
0.5% |
99% |
True |
False |
93,718 |
20 |
22,343 |
21,555 |
788 |
3.5% |
126 |
0.6% |
99% |
True |
False |
47,212 |
40 |
22,343 |
21,446 |
897 |
4.0% |
123 |
0.6% |
99% |
True |
False |
23,696 |
60 |
22,343 |
21,101 |
1,242 |
5.6% |
126 |
0.6% |
99% |
True |
False |
15,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,543 |
2.618 |
22,466 |
1.618 |
22,419 |
1.000 |
22,390 |
0.618 |
22,372 |
HIGH |
22,343 |
0.618 |
22,325 |
0.500 |
22,320 |
0.382 |
22,314 |
LOW |
22,296 |
0.618 |
22,267 |
1.000 |
22,249 |
1.618 |
22,220 |
2.618 |
22,173 |
4.250 |
22,096 |
|
|
Fisher Pivots for day following 19-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,331 |
22,303 |
PP |
22,325 |
22,269 |
S1 |
22,320 |
22,236 |
|