Trading Metrics calculated at close of trading on 29-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,288 |
22,319 |
31 |
0.1% |
22,300 |
High |
22,345 |
22,351 |
6 |
0.0% |
22,351 |
Low |
22,237 |
22,281 |
44 |
0.2% |
22,174 |
Close |
22,320 |
22,346 |
26 |
0.1% |
22,346 |
Range |
108 |
70 |
-38 |
-35.2% |
177 |
ATR |
117 |
113 |
-3 |
-2.9% |
0 |
Volume |
94,355 |
82,473 |
-11,882 |
-12.6% |
539,729 |
|
Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,536 |
22,511 |
22,385 |
|
R3 |
22,466 |
22,441 |
22,365 |
|
R2 |
22,396 |
22,396 |
22,359 |
|
R1 |
22,371 |
22,371 |
22,353 |
22,384 |
PP |
22,326 |
22,326 |
22,326 |
22,332 |
S1 |
22,301 |
22,301 |
22,340 |
22,314 |
S2 |
22,256 |
22,256 |
22,333 |
|
S3 |
22,186 |
22,231 |
22,327 |
|
S4 |
22,116 |
22,161 |
22,308 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,821 |
22,761 |
22,443 |
|
R3 |
22,644 |
22,584 |
22,395 |
|
R2 |
22,467 |
22,467 |
22,379 |
|
R1 |
22,407 |
22,407 |
22,362 |
22,437 |
PP |
22,290 |
22,290 |
22,290 |
22,306 |
S1 |
22,230 |
22,230 |
22,330 |
22,260 |
S2 |
22,113 |
22,113 |
22,314 |
|
S3 |
21,936 |
22,053 |
22,297 |
|
S4 |
21,759 |
21,876 |
22,249 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,351 |
22,174 |
177 |
0.8% |
111 |
0.5% |
97% |
True |
False |
107,945 |
10 |
22,389 |
22,174 |
215 |
1.0% |
95 |
0.4% |
80% |
False |
False |
105,786 |
20 |
22,389 |
21,661 |
728 |
3.3% |
109 |
0.5% |
94% |
False |
False |
90,371 |
40 |
22,389 |
21,540 |
849 |
3.8% |
122 |
0.5% |
95% |
False |
False |
45,349 |
60 |
22,389 |
21,188 |
1,201 |
5.4% |
118 |
0.5% |
96% |
False |
False |
30,252 |
80 |
22,389 |
21,057 |
1,332 |
6.0% |
118 |
0.5% |
97% |
False |
False |
22,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,649 |
2.618 |
22,534 |
1.618 |
22,464 |
1.000 |
22,421 |
0.618 |
22,394 |
HIGH |
22,351 |
0.618 |
22,324 |
0.500 |
22,316 |
0.382 |
22,308 |
LOW |
22,281 |
0.618 |
22,238 |
1.000 |
22,211 |
1.618 |
22,168 |
2.618 |
22,098 |
4.250 |
21,984 |
|
|
Fisher Pivots for day following 29-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,336 |
22,324 |
PP |
22,326 |
22,302 |
S1 |
22,316 |
22,280 |
|