Trading Metrics calculated at close of trading on 14-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,103.47 |
22,144.96 |
41.49 |
0.2% |
21,912.37 |
High |
22,158.18 |
22,216.44 |
58.26 |
0.3% |
21,921.09 |
Low |
22,095.79 |
22,135.26 |
39.47 |
0.2% |
21,709.63 |
Close |
22,158.18 |
22,203.48 |
45.30 |
0.2% |
21,797.79 |
Range |
62.39 |
81.18 |
18.79 |
30.1% |
211.46 |
ATR |
126.12 |
122.91 |
-3.21 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,428.60 |
22,397.22 |
22,248.13 |
|
R3 |
22,347.42 |
22,316.04 |
22,225.80 |
|
R2 |
22,266.24 |
22,266.24 |
22,218.36 |
|
R1 |
22,234.86 |
22,234.86 |
22,210.92 |
22,250.55 |
PP |
22,185.06 |
22,185.06 |
22,185.06 |
22,192.91 |
S1 |
22,153.68 |
22,153.68 |
22,196.04 |
22,169.37 |
S2 |
22,103.88 |
22,103.88 |
22,188.60 |
|
S3 |
22,022.70 |
22,072.50 |
22,181.16 |
|
S4 |
21,941.52 |
21,991.32 |
22,158.83 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,443.88 |
22,332.30 |
21,914.09 |
|
R3 |
22,232.42 |
22,120.84 |
21,855.94 |
|
R2 |
22,020.96 |
22,020.96 |
21,836.56 |
|
R1 |
21,909.38 |
21,909.38 |
21,817.17 |
21,859.44 |
PP |
21,809.50 |
21,809.50 |
21,809.50 |
21,784.54 |
S1 |
21,697.92 |
21,697.92 |
21,778.41 |
21,647.98 |
S2 |
21,598.04 |
21,598.04 |
21,759.02 |
|
S3 |
21,386.58 |
21,486.46 |
21,739.64 |
|
S4 |
21,175.12 |
21,275.00 |
21,681.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,216.44 |
21,731.12 |
485.32 |
2.2% |
89.17 |
0.4% |
97% |
True |
False |
|
10 |
22,216.44 |
21,709.63 |
506.81 |
2.3% |
95.61 |
0.4% |
97% |
True |
False |
|
20 |
22,216.44 |
21,600.34 |
616.10 |
2.8% |
113.30 |
0.5% |
98% |
True |
False |
|
40 |
22,216.44 |
21,496.13 |
720.31 |
3.2% |
95.92 |
0.4% |
98% |
True |
False |
|
60 |
22,216.44 |
21,197.08 |
1,019.36 |
4.6% |
102.01 |
0.5% |
99% |
True |
False |
|
80 |
22,216.44 |
20,896.22 |
1,320.22 |
5.9% |
98.30 |
0.4% |
99% |
True |
False |
|
100 |
22,216.44 |
20,553.45 |
1,662.99 |
7.5% |
99.71 |
0.4% |
99% |
True |
False |
|
120 |
22,216.44 |
20,379.55 |
1,836.89 |
8.3% |
106.16 |
0.5% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,561.46 |
2.618 |
22,428.97 |
1.618 |
22,347.79 |
1.000 |
22,297.62 |
0.618 |
22,266.61 |
HIGH |
22,216.44 |
0.618 |
22,185.43 |
0.500 |
22,175.85 |
0.382 |
22,166.27 |
LOW |
22,135.26 |
0.618 |
22,085.09 |
1.000 |
22,054.08 |
1.618 |
22,003.91 |
2.618 |
21,922.73 |
4.250 |
21,790.25 |
|
|
Fisher Pivots for day following 14-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,194.27 |
22,186.24 |
PP |
22,185.06 |
22,169.00 |
S1 |
22,175.85 |
22,151.77 |
|