Trading Metrics calculated at close of trading on 20-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,349.70 |
22,351.38 |
1.68 |
0.0% |
21,927.79 |
High |
22,386.01 |
22,413.26 |
27.25 |
0.1% |
22,275.02 |
Low |
22,340.71 |
22,314.68 |
-26.03 |
-0.1% |
21,927.79 |
Close |
22,370.80 |
22,412.59 |
41.79 |
0.2% |
22,268.34 |
Range |
45.30 |
98.58 |
53.28 |
117.6% |
347.23 |
ATR |
112.51 |
111.51 |
-0.99 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,675.92 |
22,642.83 |
22,466.81 |
|
R3 |
22,577.34 |
22,544.25 |
22,439.70 |
|
R2 |
22,478.76 |
22,478.76 |
22,430.66 |
|
R1 |
22,445.67 |
22,445.67 |
22,421.63 |
22,462.22 |
PP |
22,380.18 |
22,380.18 |
22,380.18 |
22,388.45 |
S1 |
22,347.09 |
22,347.09 |
22,403.55 |
22,363.64 |
S2 |
22,281.60 |
22,281.60 |
22,394.52 |
|
S3 |
22,183.02 |
22,248.51 |
22,385.48 |
|
S4 |
22,084.44 |
22,149.93 |
22,358.37 |
|
|
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 |
22,413.26 |
22,135.26 |
278.00 |
1.2% |
71.57 |
0.3% |
100% |
True |
False |
|
10 |
22,413.26 |
21,731.12 |
682.14 |
3.0% |
82.68 |
0.4% |
100% |
True |
False |
|
20 |
22,413.26 |
21,673.58 |
739.68 |
3.3% |
93.17 |
0.4% |
100% |
True |
False |
|
40 |
22,413.26 |
21,600.34 |
812.92 |
3.6% |
94.12 |
0.4% |
100% |
True |
False |
|
60 |
22,413.26 |
21,197.08 |
1,216.18 |
5.4% |
100.33 |
0.4% |
100% |
True |
False |
|
80 |
22,413.26 |
20,942.57 |
1,470.69 |
6.6% |
98.55 |
0.4% |
100% |
True |
False |
|
100 |
22,413.26 |
20,553.45 |
1,859.81 |
8.3% |
99.00 |
0.4% |
100% |
True |
False |
|
120 |
22,413.26 |
20,379.55 |
2,033.71 |
9.1% |
103.87 |
0.5% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,832.23 |
2.618 |
22,671.34 |
1.618 |
22,572.76 |
1.000 |
22,511.84 |
0.618 |
22,474.18 |
HIGH |
22,413.26 |
0.618 |
22,375.60 |
0.500 |
22,363.97 |
0.382 |
22,352.34 |
LOW |
22,314.68 |
0.618 |
22,253.76 |
1.000 |
22,216.10 |
1.618 |
22,155.18 |
2.618 |
22,056.60 |
4.250 |
21,895.72 |
|
|
Fisher Pivots for day following 20-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,396.38 |
22,391.16 |
PP |
22,380.18 |
22,369.73 |
S1 |
22,363.97 |
22,348.31 |
|