Trading Metrics calculated at close of trading on 22-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,372 |
22,326 |
-46 |
-0.2% |
22,227 |
High |
22,387 |
22,334 |
-53 |
-0.2% |
22,389 |
Low |
22,317 |
22,258 |
-59 |
-0.3% |
22,223 |
Close |
22,333 |
22,299 |
-34 |
-0.2% |
22,299 |
Range |
70 |
76 |
6 |
8.6% |
166 |
ATR |
119 |
116 |
-3 |
-2.6% |
0 |
Volume |
96,180 |
112,069 |
15,889 |
16.5% |
518,132 |
|
Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,525 |
22,488 |
22,341 |
|
R3 |
22,449 |
22,412 |
22,320 |
|
R2 |
22,373 |
22,373 |
22,313 |
|
R1 |
22,336 |
22,336 |
22,306 |
22,317 |
PP |
22,297 |
22,297 |
22,297 |
22,287 |
S1 |
22,260 |
22,260 |
22,292 |
22,241 |
S2 |
22,221 |
22,221 |
22,285 |
|
S3 |
22,145 |
22,184 |
22,278 |
|
S4 |
22,069 |
22,108 |
22,257 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,802 |
22,716 |
22,390 |
|
R3 |
22,636 |
22,550 |
22,345 |
|
R2 |
22,470 |
22,470 |
22,330 |
|
R1 |
22,384 |
22,384 |
22,314 |
22,427 |
PP |
22,304 |
22,304 |
22,304 |
22,325 |
S1 |
22,218 |
22,218 |
22,284 |
22,261 |
S2 |
22,138 |
22,138 |
22,269 |
|
S3 |
21,972 |
22,052 |
22,253 |
|
S4 |
21,806 |
21,886 |
22,208 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,389 |
22,223 |
166 |
0.7% |
80 |
0.4% |
46% |
False |
False |
103,626 |
10 |
22,389 |
21,817 |
572 |
2.6% |
97 |
0.4% |
84% |
False |
False |
108,420 |
20 |
22,389 |
21,555 |
834 |
3.7% |
118 |
0.5% |
89% |
False |
False |
63,502 |
40 |
22,389 |
21,540 |
849 |
3.8% |
120 |
0.5% |
89% |
False |
False |
31,868 |
60 |
22,389 |
21,101 |
1,288 |
5.8% |
123 |
0.6% |
93% |
False |
False |
21,262 |
80 |
22,389 |
20,906 |
1,483 |
6.7% |
114 |
0.5% |
94% |
False |
False |
15,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,657 |
2.618 |
22,533 |
1.618 |
22,457 |
1.000 |
22,410 |
0.618 |
22,381 |
HIGH |
22,334 |
0.618 |
22,305 |
0.500 |
22,296 |
0.382 |
22,287 |
LOW |
22,258 |
0.618 |
22,211 |
1.000 |
22,182 |
1.618 |
22,135 |
2.618 |
22,059 |
4.250 |
21,935 |
|
|
Fisher Pivots for day following 22-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,298 |
22,324 |
PP |
22,297 |
22,315 |
S1 |
22,296 |
22,307 |
|