Trading Metrics calculated at close of trading on 21-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,351.38 |
22,414.02 |
62.64 |
0.3% |
21,927.79 |
High |
22,413.26 |
22,419.51 |
6.25 |
0.0% |
22,275.02 |
Low |
22,314.68 |
22,356.55 |
41.87 |
0.2% |
21,927.79 |
Close |
22,412.59 |
22,359.23 |
-53.36 |
-0.2% |
22,268.34 |
Range |
98.58 |
62.96 |
-35.62 |
-36.1% |
347.23 |
ATR |
111.51 |
108.04 |
-3.47 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,567.31 |
22,526.23 |
22,393.86 |
|
R3 |
22,504.35 |
22,463.27 |
22,376.54 |
|
R2 |
22,441.39 |
22,441.39 |
22,370.77 |
|
R1 |
22,400.31 |
22,400.31 |
22,365.00 |
22,389.37 |
PP |
22,378.43 |
22,378.43 |
22,378.43 |
22,372.96 |
S1 |
22,337.35 |
22,337.35 |
22,353.46 |
22,326.41 |
S2 |
22,315.47 |
22,315.47 |
22,347.69 |
|
S3 |
22,252.51 |
22,274.39 |
22,341.92 |
|
S4 |
22,189.55 |
22,211.43 |
22,324.60 |
|
|
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 |
22,419.51 |
22,214.52 |
204.99 |
0.9% |
67.92 |
0.3% |
71% |
True |
False |
|
10 |
22,419.51 |
21,731.12 |
688.39 |
3.1% |
78.55 |
0.4% |
91% |
True |
False |
|
20 |
22,419.51 |
21,673.58 |
745.93 |
3.3% |
93.40 |
0.4% |
92% |
True |
False |
|
40 |
22,419.51 |
21,600.34 |
819.17 |
3.7% |
94.21 |
0.4% |
93% |
True |
False |
|
60 |
22,419.51 |
21,197.08 |
1,222.43 |
5.5% |
99.22 |
0.4% |
95% |
True |
False |
|
80 |
22,419.51 |
20,942.57 |
1,476.94 |
6.6% |
98.66 |
0.4% |
96% |
True |
False |
|
100 |
22,419.51 |
20,553.45 |
1,866.06 |
8.3% |
98.85 |
0.4% |
97% |
True |
False |
|
120 |
22,419.51 |
20,379.55 |
2,039.96 |
9.1% |
103.88 |
0.5% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,687.09 |
2.618 |
22,584.34 |
1.618 |
22,521.38 |
1.000 |
22,482.47 |
0.618 |
22,458.42 |
HIGH |
22,419.51 |
0.618 |
22,395.46 |
0.500 |
22,388.03 |
0.382 |
22,380.60 |
LOW |
22,356.55 |
0.618 |
22,317.64 |
1.000 |
22,293.59 |
1.618 |
22,254.68 |
2.618 |
22,191.72 |
4.250 |
22,088.97 |
|
|
Fisher Pivots for day following 21-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,388.03 |
22,367.10 |
PP |
22,378.43 |
22,364.47 |
S1 |
22,368.83 |
22,361.85 |
|