Trading Metrics calculated at close of trading on 26-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,300 |
22,283 |
-17 |
-0.1% |
22,227 |
High |
22,343 |
22,324 |
-19 |
-0.1% |
22,389 |
Low |
22,174 |
22,235 |
61 |
0.3% |
22,223 |
Close |
22,276 |
22,259 |
-17 |
-0.1% |
22,299 |
Range |
169 |
89 |
-80 |
-47.3% |
166 |
ATR |
120 |
117 |
-2 |
-1.8% |
0 |
Volume |
144,993 |
102,488 |
-42,505 |
-29.3% |
518,132 |
|
Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,540 |
22,488 |
22,308 |
|
R3 |
22,451 |
22,399 |
22,284 |
|
R2 |
22,362 |
22,362 |
22,275 |
|
R1 |
22,310 |
22,310 |
22,267 |
22,292 |
PP |
22,273 |
22,273 |
22,273 |
22,263 |
S1 |
22,221 |
22,221 |
22,251 |
22,203 |
S2 |
22,184 |
22,184 |
22,243 |
|
S3 |
22,095 |
22,132 |
22,235 |
|
S4 |
22,006 |
22,043 |
22,210 |
|
|
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% |
104 |
0.5% |
40% |
False |
False |
114,908 |
10 |
22,389 |
22,054 |
335 |
1.5% |
93 |
0.4% |
61% |
False |
False |
108,673 |
20 |
22,389 |
21,555 |
834 |
3.7% |
119 |
0.5% |
84% |
False |
False |
75,852 |
40 |
22,389 |
21,540 |
849 |
3.8% |
121 |
0.5% |
85% |
False |
False |
38,051 |
60 |
22,389 |
21,188 |
1,201 |
5.4% |
120 |
0.5% |
89% |
False |
False |
25,383 |
80 |
22,389 |
21,033 |
1,356 |
6.1% |
115 |
0.5% |
90% |
False |
False |
19,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,702 |
2.618 |
22,557 |
1.618 |
22,468 |
1.000 |
22,413 |
0.618 |
22,379 |
HIGH |
22,324 |
0.618 |
22,290 |
0.500 |
22,280 |
0.382 |
22,269 |
LOW |
22,235 |
0.618 |
22,180 |
1.000 |
22,146 |
1.618 |
22,091 |
2.618 |
22,002 |
4.250 |
21,857 |
|
|
Fisher Pivots for day following 26-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,280 |
22,259 |
PP |
22,273 |
22,259 |
S1 |
22,266 |
22,259 |
|