Trading Metrics calculated at close of trading on 25-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,334.07 |
22,320.47 |
-13.60 |
-0.1% |
22,297.92 |
High |
22,364.31 |
22,359.88 |
-4.43 |
0.0% |
22,419.51 |
Low |
22,299.58 |
22,219.11 |
-80.47 |
-0.4% |
22,283.35 |
Close |
22,349.59 |
22,296.09 |
-53.50 |
-0.2% |
22,349.59 |
Range |
64.73 |
140.77 |
76.04 |
117.5% |
136.16 |
ATR |
104.95 |
107.51 |
2.56 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,714.00 |
22,645.82 |
22,373.51 |
|
R3 |
22,573.23 |
22,505.05 |
22,334.80 |
|
R2 |
22,432.46 |
22,432.46 |
22,321.90 |
|
R1 |
22,364.28 |
22,364.28 |
22,308.99 |
22,327.99 |
PP |
22,291.69 |
22,291.69 |
22,291.69 |
22,273.55 |
S1 |
22,223.51 |
22,223.51 |
22,283.19 |
22,187.22 |
S2 |
22,150.92 |
22,150.92 |
22,270.28 |
|
S3 |
22,010.15 |
22,082.74 |
22,257.38 |
|
S4 |
21,869.38 |
21,941.97 |
22,218.67 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,759.30 |
22,690.60 |
22,424.48 |
|
R3 |
22,623.14 |
22,554.44 |
22,387.03 |
|
R2 |
22,486.98 |
22,486.98 |
22,374.55 |
|
R1 |
22,418.28 |
22,418.28 |
22,362.07 |
22,452.63 |
PP |
22,350.82 |
22,350.82 |
22,350.82 |
22,367.99 |
S1 |
22,282.12 |
22,282.12 |
22,337.11 |
22,316.47 |
S2 |
22,214.66 |
22,214.66 |
22,324.63 |
|
S3 |
22,078.50 |
22,145.96 |
22,312.15 |
|
S4 |
21,942.34 |
22,009.80 |
22,274.70 |
|
|
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 |
22,219.11 |
200.40 |
0.9% |
82.47 |
0.4% |
38% |
False |
True |
|
10 |
22,419.51 |
22,087.09 |
332.42 |
1.5% |
73.62 |
0.3% |
63% |
False |
False |
|
20 |
22,419.51 |
21,673.58 |
745.93 |
3.3% |
93.76 |
0.4% |
83% |
False |
False |
|
40 |
22,419.51 |
21,600.34 |
819.17 |
3.7% |
94.45 |
0.4% |
85% |
False |
False |
|
60 |
22,419.51 |
21,279.30 |
1,140.21 |
5.1% |
96.03 |
0.4% |
89% |
False |
False |
|
80 |
22,419.51 |
21,113.31 |
1,306.20 |
5.9% |
97.99 |
0.4% |
91% |
False |
False |
|
100 |
22,419.51 |
20,553.45 |
1,866.06 |
8.4% |
99.35 |
0.4% |
93% |
False |
False |
|
120 |
22,419.51 |
20,379.55 |
2,039.96 |
9.1% |
103.34 |
0.5% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,958.15 |
2.618 |
22,728.42 |
1.618 |
22,587.65 |
1.000 |
22,500.65 |
0.618 |
22,446.88 |
HIGH |
22,359.88 |
0.618 |
22,306.11 |
0.500 |
22,289.50 |
0.382 |
22,272.88 |
LOW |
22,219.11 |
0.618 |
22,132.11 |
1.000 |
22,078.34 |
1.618 |
21,991.34 |
2.618 |
21,850.57 |
4.250 |
21,620.84 |
|
|
Fisher Pivots for day following 25-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,293.89 |
22,319.31 |
PP |
22,291.69 |
22,311.57 |
S1 |
22,289.50 |
22,303.83 |
|