Trading Metrics calculated at close of trading on 27-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,283 |
22,250 |
-33 |
-0.1% |
22,227 |
High |
22,324 |
22,326 |
2 |
0.0% |
22,389 |
Low |
22,235 |
22,208 |
-27 |
-0.1% |
22,223 |
Close |
22,259 |
22,298 |
39 |
0.2% |
22,299 |
Range |
89 |
118 |
29 |
32.6% |
166 |
ATR |
117 |
117 |
0 |
0.0% |
0 |
Volume |
102,488 |
115,420 |
12,932 |
12.6% |
518,132 |
|
Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,631 |
22,583 |
22,363 |
|
R3 |
22,513 |
22,465 |
22,331 |
|
R2 |
22,395 |
22,395 |
22,320 |
|
R1 |
22,347 |
22,347 |
22,309 |
22,371 |
PP |
22,277 |
22,277 |
22,277 |
22,290 |
S1 |
22,229 |
22,229 |
22,287 |
22,253 |
S2 |
22,159 |
22,159 |
22,276 |
|
S3 |
22,041 |
22,111 |
22,266 |
|
S4 |
21,923 |
21,993 |
22,233 |
|
|
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 |
22,387 |
22,174 |
213 |
1.0% |
105 |
0.5% |
58% |
False |
False |
114,230 |
10 |
22,389 |
22,075 |
314 |
1.4% |
99 |
0.4% |
71% |
False |
False |
109,392 |
20 |
22,389 |
21,661 |
728 |
3.3% |
111 |
0.5% |
88% |
False |
False |
81,593 |
40 |
22,389 |
21,540 |
849 |
3.8% |
122 |
0.5% |
89% |
False |
False |
40,933 |
60 |
22,389 |
21,188 |
1,201 |
5.4% |
119 |
0.5% |
92% |
False |
False |
27,306 |
80 |
22,389 |
21,033 |
1,356 |
6.1% |
117 |
0.5% |
93% |
False |
False |
20,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,828 |
2.618 |
22,635 |
1.618 |
22,517 |
1.000 |
22,444 |
0.618 |
22,399 |
HIGH |
22,326 |
0.618 |
22,281 |
0.500 |
22,267 |
0.382 |
22,253 |
LOW |
22,208 |
0.618 |
22,135 |
1.000 |
22,090 |
1.618 |
22,017 |
2.618 |
21,899 |
4.250 |
21,707 |
|
|
Fisher Pivots for day following 27-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,288 |
22,285 |
PP |
22,277 |
22,272 |
S1 |
22,267 |
22,259 |
|