Trading Metrics calculated at close of trading on 15-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,144.96 |
22,252.44 |
107.48 |
0.5% |
21,927.79 |
High |
22,216.44 |
22,275.02 |
58.58 |
0.3% |
22,275.02 |
Low |
22,135.26 |
22,214.52 |
79.26 |
0.4% |
21,927.79 |
Close |
22,203.48 |
22,268.34 |
64.86 |
0.3% |
22,268.34 |
Range |
81.18 |
60.50 |
-20.68 |
-25.5% |
347.23 |
ATR |
122.91 |
119.24 |
-3.67 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,434.13 |
22,411.73 |
22,301.62 |
|
R3 |
22,373.63 |
22,351.23 |
22,284.98 |
|
R2 |
22,313.13 |
22,313.13 |
22,279.43 |
|
R1 |
22,290.73 |
22,290.73 |
22,273.89 |
22,301.93 |
PP |
22,252.63 |
22,252.63 |
22,252.63 |
22,258.23 |
S1 |
22,230.23 |
22,230.23 |
22,262.79 |
22,241.43 |
S2 |
22,192.13 |
22,192.13 |
22,257.25 |
|
S3 |
22,131.63 |
22,169.73 |
22,251.70 |
|
S4 |
22,071.13 |
22,109.23 |
22,235.07 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,198.74 |
23,080.77 |
22,459.32 |
|
R3 |
22,851.51 |
22,733.54 |
22,363.83 |
|
R2 |
22,504.28 |
22,504.28 |
22,332.00 |
|
R1 |
22,386.31 |
22,386.31 |
22,300.17 |
22,445.30 |
PP |
22,157.05 |
22,157.05 |
22,157.05 |
22,186.54 |
S1 |
22,039.08 |
22,039.08 |
22,236.51 |
22,098.07 |
S2 |
21,809.82 |
21,809.82 |
22,204.68 |
|
S3 |
21,462.59 |
21,691.85 |
22,172.85 |
|
S4 |
21,115.36 |
21,344.62 |
22,077.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,275.02 |
21,927.79 |
347.23 |
1.6% |
78.17 |
0.4% |
98% |
True |
False |
|
10 |
22,275.02 |
21,709.63 |
565.39 |
2.5% |
94.14 |
0.4% |
99% |
True |
False |
|
20 |
22,275.02 |
21,600.34 |
674.68 |
3.0% |
104.60 |
0.5% |
99% |
True |
False |
|
40 |
22,275.02 |
21,496.13 |
778.89 |
3.5% |
95.31 |
0.4% |
99% |
True |
False |
|
60 |
22,275.02 |
21,197.08 |
1,077.94 |
4.8% |
101.31 |
0.5% |
99% |
True |
False |
|
80 |
22,275.02 |
20,933.58 |
1,341.44 |
6.0% |
98.25 |
0.4% |
100% |
True |
False |
|
100 |
22,275.02 |
20,553.45 |
1,721.57 |
7.7% |
99.14 |
0.4% |
100% |
True |
False |
|
120 |
22,275.02 |
20,379.55 |
1,895.47 |
8.5% |
105.29 |
0.5% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,532.15 |
2.618 |
22,433.41 |
1.618 |
22,372.91 |
1.000 |
22,335.52 |
0.618 |
22,312.41 |
HIGH |
22,275.02 |
0.618 |
22,251.91 |
0.500 |
22,244.77 |
0.382 |
22,237.63 |
LOW |
22,214.52 |
0.618 |
22,177.13 |
1.000 |
22,154.02 |
1.618 |
22,116.63 |
2.618 |
22,056.13 |
4.250 |
21,957.40 |
|
|
Fisher Pivots for day following 15-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,260.48 |
22,240.70 |
PP |
22,252.63 |
22,213.05 |
S1 |
22,244.77 |
22,185.41 |
|