Trading Metrics calculated at close of trading on 19-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,297.92 |
22,349.70 |
51.78 |
0.2% |
21,927.79 |
High |
22,355.62 |
22,386.01 |
30.39 |
0.1% |
22,275.02 |
Low |
22,283.35 |
22,340.71 |
57.36 |
0.3% |
21,927.79 |
Close |
22,331.35 |
22,370.80 |
39.45 |
0.2% |
22,268.34 |
Range |
72.27 |
45.30 |
-26.97 |
-37.3% |
347.23 |
ATR |
116.96 |
112.51 |
-4.45 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,501.74 |
22,481.57 |
22,395.72 |
|
R3 |
22,456.44 |
22,436.27 |
22,383.26 |
|
R2 |
22,411.14 |
22,411.14 |
22,379.11 |
|
R1 |
22,390.97 |
22,390.97 |
22,374.95 |
22,401.06 |
PP |
22,365.84 |
22,365.84 |
22,365.84 |
22,370.88 |
S1 |
22,345.67 |
22,345.67 |
22,366.65 |
22,355.76 |
S2 |
22,320.54 |
22,320.54 |
22,362.50 |
|
S3 |
22,275.24 |
22,300.37 |
22,358.34 |
|
S4 |
22,229.94 |
22,255.07 |
22,345.89 |
|
|
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 |
22,386.01 |
22,095.79 |
290.22 |
1.3% |
64.33 |
0.3% |
95% |
True |
False |
|
10 |
22,386.01 |
21,731.12 |
654.89 |
2.9% |
78.34 |
0.4% |
98% |
True |
False |
|
20 |
22,386.01 |
21,673.58 |
712.43 |
3.2% |
96.97 |
0.4% |
98% |
True |
False |
|
40 |
22,386.01 |
21,577.37 |
808.64 |
3.6% |
93.98 |
0.4% |
98% |
True |
False |
|
60 |
22,386.01 |
21,197.08 |
1,188.93 |
5.3% |
100.77 |
0.5% |
99% |
True |
False |
|
80 |
22,386.01 |
20,942.57 |
1,443.44 |
6.5% |
97.84 |
0.4% |
99% |
True |
False |
|
100 |
22,386.01 |
20,553.45 |
1,832.56 |
8.2% |
98.62 |
0.4% |
99% |
True |
False |
|
120 |
22,386.01 |
20,379.55 |
2,006.46 |
9.0% |
103.97 |
0.5% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,578.54 |
2.618 |
22,504.61 |
1.618 |
22,459.31 |
1.000 |
22,431.31 |
0.618 |
22,414.01 |
HIGH |
22,386.01 |
0.618 |
22,368.71 |
0.500 |
22,363.36 |
0.382 |
22,358.01 |
LOW |
22,340.71 |
0.618 |
22,312.71 |
1.000 |
22,295.41 |
1.618 |
22,267.41 |
2.618 |
22,222.11 |
4.250 |
22,148.19 |
|
|
Fisher Pivots for day following 19-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,368.32 |
22,347.29 |
PP |
22,365.84 |
22,323.78 |
S1 |
22,363.36 |
22,300.27 |
|