Trading Metrics calculated at close of trading on 25-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,326 |
22,300 |
-26 |
-0.1% |
22,227 |
High |
22,334 |
22,343 |
9 |
0.0% |
22,389 |
Low |
22,258 |
22,174 |
-84 |
-0.4% |
22,223 |
Close |
22,299 |
22,276 |
-23 |
-0.1% |
22,299 |
Range |
76 |
169 |
93 |
122.4% |
166 |
ATR |
116 |
120 |
4 |
3.3% |
0 |
Volume |
112,069 |
144,993 |
32,924 |
29.4% |
518,132 |
|
Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,771 |
22,693 |
22,369 |
|
R3 |
22,602 |
22,524 |
22,323 |
|
R2 |
22,433 |
22,433 |
22,307 |
|
R1 |
22,355 |
22,355 |
22,292 |
22,310 |
PP |
22,264 |
22,264 |
22,264 |
22,242 |
S1 |
22,186 |
22,186 |
22,261 |
22,141 |
S2 |
22,095 |
22,095 |
22,245 |
|
S3 |
21,926 |
22,017 |
22,230 |
|
S4 |
21,757 |
21,848 |
22,183 |
|
|
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 |
22,174 |
215 |
1.0% |
96 |
0.4% |
47% |
False |
True |
111,305 |
10 |
22,389 |
22,022 |
367 |
1.6% |
92 |
0.4% |
69% |
False |
False |
110,175 |
20 |
22,389 |
21,555 |
834 |
3.7% |
120 |
0.5% |
86% |
False |
False |
70,740 |
40 |
22,389 |
21,540 |
849 |
3.8% |
121 |
0.5% |
87% |
False |
False |
35,490 |
60 |
22,389 |
21,188 |
1,201 |
5.4% |
121 |
0.5% |
91% |
False |
False |
23,678 |
80 |
22,389 |
21,031 |
1,358 |
6.1% |
115 |
0.5% |
92% |
False |
False |
17,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,061 |
2.618 |
22,786 |
1.618 |
22,617 |
1.000 |
22,512 |
0.618 |
22,448 |
HIGH |
22,343 |
0.618 |
22,279 |
0.500 |
22,259 |
0.382 |
22,239 |
LOW |
22,174 |
0.618 |
22,070 |
1.000 |
22,005 |
1.618 |
21,901 |
2.618 |
21,732 |
4.250 |
21,456 |
|
|
Fisher Pivots for day following 25-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,270 |
22,281 |
PP |
22,264 |
22,279 |
S1 |
22,259 |
22,278 |
|