Trading Metrics calculated at close of trading on 21-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,344 |
22,372 |
28 |
0.1% |
21,835 |
High |
22,389 |
22,387 |
-2 |
0.0% |
22,235 |
Low |
22,274 |
22,317 |
43 |
0.2% |
21,817 |
Close |
22,376 |
22,333 |
-43 |
-0.2% |
22,219 |
Range |
115 |
70 |
-45 |
-39.1% |
418 |
ATR |
122 |
119 |
-4 |
-3.1% |
0 |
Volume |
118,814 |
96,180 |
-22,634 |
-19.0% |
566,071 |
|
Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,556 |
22,514 |
22,372 |
|
R3 |
22,486 |
22,444 |
22,352 |
|
R2 |
22,416 |
22,416 |
22,346 |
|
R1 |
22,374 |
22,374 |
22,340 |
22,360 |
PP |
22,346 |
22,346 |
22,346 |
22,339 |
S1 |
22,304 |
22,304 |
22,327 |
22,290 |
S2 |
22,276 |
22,276 |
22,320 |
|
S3 |
22,206 |
22,234 |
22,314 |
|
S4 |
22,136 |
22,164 |
22,295 |
|
|
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 |
22,128 |
261 |
1.2% |
86 |
0.4% |
79% |
False |
False |
101,622 |
10 |
22,389 |
21,679 |
710 |
3.2% |
103 |
0.5% |
92% |
False |
False |
110,533 |
20 |
22,389 |
21,555 |
834 |
3.7% |
120 |
0.5% |
93% |
False |
False |
57,913 |
40 |
22,389 |
21,540 |
849 |
3.8% |
121 |
0.5% |
93% |
False |
False |
29,068 |
60 |
22,389 |
21,101 |
1,288 |
5.8% |
124 |
0.6% |
96% |
False |
False |
19,395 |
80 |
22,389 |
20,845 |
1,544 |
6.9% |
114 |
0.5% |
96% |
False |
False |
14,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,685 |
2.618 |
22,570 |
1.618 |
22,500 |
1.000 |
22,457 |
0.618 |
22,430 |
HIGH |
22,387 |
0.618 |
22,360 |
0.500 |
22,352 |
0.382 |
22,344 |
LOW |
22,317 |
0.618 |
22,274 |
1.000 |
22,247 |
1.618 |
22,204 |
2.618 |
22,134 |
4.250 |
22,020 |
|
|
Fisher Pivots for day following 21-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,352 |
22,333 |
PP |
22,346 |
22,332 |
S1 |
22,339 |
22,332 |
|