Trading Metrics calculated at close of trading on 20-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,299 |
22,344 |
45 |
0.2% |
21,835 |
High |
22,343 |
22,389 |
46 |
0.2% |
22,235 |
Low |
22,296 |
22,274 |
-22 |
-0.1% |
21,817 |
Close |
22,336 |
22,376 |
40 |
0.2% |
22,219 |
Range |
47 |
115 |
68 |
144.7% |
418 |
ATR |
123 |
122 |
-1 |
-0.5% |
0 |
Volume |
84,470 |
118,814 |
34,344 |
40.7% |
566,071 |
|
Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,691 |
22,649 |
22,439 |
|
R3 |
22,576 |
22,534 |
22,408 |
|
R2 |
22,461 |
22,461 |
22,397 |
|
R1 |
22,419 |
22,419 |
22,387 |
22,440 |
PP |
22,346 |
22,346 |
22,346 |
22,357 |
S1 |
22,304 |
22,304 |
22,366 |
22,325 |
S2 |
22,231 |
22,231 |
22,355 |
|
S3 |
22,116 |
22,189 |
22,345 |
|
S4 |
22,001 |
22,074 |
22,313 |
|
|
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 |
22,389 |
22,075 |
314 |
1.4% |
93 |
0.4% |
96% |
True |
False |
104,554 |
10 |
22,389 |
21,679 |
710 |
3.2% |
107 |
0.5% |
98% |
True |
False |
104,825 |
20 |
22,389 |
21,555 |
834 |
3.7% |
122 |
0.5% |
98% |
True |
False |
53,116 |
40 |
22,389 |
21,507 |
882 |
3.9% |
122 |
0.5% |
99% |
True |
False |
26,666 |
60 |
22,389 |
21,101 |
1,288 |
5.8% |
125 |
0.6% |
99% |
True |
False |
17,793 |
80 |
22,389 |
20,845 |
1,544 |
6.9% |
113 |
0.5% |
99% |
True |
False |
13,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,878 |
2.618 |
22,690 |
1.618 |
22,575 |
1.000 |
22,504 |
0.618 |
22,460 |
HIGH |
22,389 |
0.618 |
22,345 |
0.500 |
22,332 |
0.382 |
22,318 |
LOW |
22,274 |
0.618 |
22,203 |
1.000 |
22,159 |
1.618 |
22,088 |
2.618 |
21,973 |
4.250 |
21,785 |
|
|
Fisher Pivots for day following 20-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,361 |
22,353 |
PP |
22,346 |
22,329 |
S1 |
22,332 |
22,306 |
|