Trading Metrics calculated at close of trading on 28-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,250 |
22,288 |
38 |
0.2% |
22,227 |
High |
22,326 |
22,345 |
19 |
0.1% |
22,389 |
Low |
22,208 |
22,237 |
29 |
0.1% |
22,223 |
Close |
22,298 |
22,320 |
22 |
0.1% |
22,299 |
Range |
118 |
108 |
-10 |
-8.5% |
166 |
ATR |
117 |
117 |
-1 |
-0.6% |
0 |
Volume |
115,420 |
94,355 |
-21,065 |
-18.3% |
518,132 |
|
Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,625 |
22,580 |
22,380 |
|
R3 |
22,517 |
22,472 |
22,350 |
|
R2 |
22,409 |
22,409 |
22,340 |
|
R1 |
22,364 |
22,364 |
22,330 |
22,387 |
PP |
22,301 |
22,301 |
22,301 |
22,312 |
S1 |
22,256 |
22,256 |
22,310 |
22,279 |
S2 |
22,193 |
22,193 |
22,300 |
|
S3 |
22,085 |
22,148 |
22,290 |
|
S4 |
21,977 |
22,040 |
22,261 |
|
|
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 |
22,345 |
22,174 |
171 |
0.8% |
112 |
0.5% |
85% |
True |
False |
113,865 |
10 |
22,389 |
22,128 |
261 |
1.2% |
99 |
0.4% |
74% |
False |
False |
107,743 |
20 |
22,389 |
21,661 |
728 |
3.3% |
111 |
0.5% |
91% |
False |
False |
86,279 |
40 |
22,389 |
21,540 |
849 |
3.8% |
121 |
0.5% |
92% |
False |
False |
43,290 |
60 |
22,389 |
21,188 |
1,201 |
5.4% |
119 |
0.5% |
94% |
False |
False |
28,878 |
80 |
22,389 |
21,033 |
1,356 |
6.1% |
118 |
0.5% |
95% |
False |
False |
21,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,804 |
2.618 |
22,628 |
1.618 |
22,520 |
1.000 |
22,453 |
0.618 |
22,412 |
HIGH |
22,345 |
0.618 |
22,304 |
0.500 |
22,291 |
0.382 |
22,278 |
LOW |
22,237 |
0.618 |
22,170 |
1.000 |
22,129 |
1.618 |
22,062 |
2.618 |
21,954 |
4.250 |
21,778 |
|
|
Fisher Pivots for day following 28-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,310 |
22,306 |
PP |
22,301 |
22,291 |
S1 |
22,291 |
22,277 |
|