Trading Metrics calculated at close of trading on 26-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,320.47 |
22,322.03 |
1.56 |
0.0% |
22,297.92 |
High |
22,359.88 |
22,369.35 |
9.47 |
0.0% |
22,419.51 |
Low |
22,219.11 |
22,279.52 |
60.41 |
0.3% |
22,283.35 |
Close |
22,296.09 |
22,284.32 |
-11.77 |
-0.1% |
22,349.59 |
Range |
140.77 |
89.83 |
-50.94 |
-36.2% |
136.16 |
ATR |
107.51 |
106.25 |
-1.26 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,580.55 |
22,522.27 |
22,333.73 |
|
R3 |
22,490.72 |
22,432.44 |
22,309.02 |
|
R2 |
22,400.89 |
22,400.89 |
22,300.79 |
|
R1 |
22,342.61 |
22,342.61 |
22,292.55 |
22,326.84 |
PP |
22,311.06 |
22,311.06 |
22,311.06 |
22,303.18 |
S1 |
22,252.78 |
22,252.78 |
22,276.09 |
22,237.01 |
S2 |
22,221.23 |
22,221.23 |
22,267.85 |
|
S3 |
22,131.40 |
22,162.95 |
22,259.62 |
|
S4 |
22,041.57 |
22,073.12 |
22,234.91 |
|
|
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% |
91.37 |
0.4% |
33% |
False |
False |
|
10 |
22,419.51 |
22,095.79 |
323.72 |
1.5% |
77.85 |
0.3% |
58% |
False |
False |
|
20 |
22,419.51 |
21,673.58 |
745.93 |
3.3% |
93.57 |
0.4% |
82% |
False |
False |
|
40 |
22,419.51 |
21,600.34 |
819.17 |
3.7% |
94.99 |
0.4% |
83% |
False |
False |
|
60 |
22,419.51 |
21,279.30 |
1,140.21 |
5.1% |
95.84 |
0.4% |
88% |
False |
False |
|
80 |
22,419.51 |
21,113.31 |
1,306.20 |
5.9% |
97.92 |
0.4% |
90% |
False |
False |
|
100 |
22,419.51 |
20,553.45 |
1,866.06 |
8.4% |
98.82 |
0.4% |
93% |
False |
False |
|
120 |
22,419.51 |
20,379.55 |
2,039.96 |
9.2% |
102.02 |
0.5% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,751.13 |
2.618 |
22,604.52 |
1.618 |
22,514.69 |
1.000 |
22,459.18 |
0.618 |
22,424.86 |
HIGH |
22,369.35 |
0.618 |
22,335.03 |
0.500 |
22,324.44 |
0.382 |
22,313.84 |
LOW |
22,279.52 |
0.618 |
22,224.01 |
1.000 |
22,189.69 |
1.618 |
22,134.18 |
2.618 |
22,044.35 |
4.250 |
21,897.74 |
|
|
Fisher Pivots for day following 26-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,324.44 |
22,294.23 |
PP |
22,311.06 |
22,290.93 |
S1 |
22,297.69 |
22,287.62 |
|