Trading Metrics calculated at close of trading on 27-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,322.03 |
22,330.93 |
8.90 |
0.0% |
22,297.92 |
High |
22,369.35 |
22,371.10 |
1.75 |
0.0% |
22,419.51 |
Low |
22,279.52 |
22,254.93 |
-24.59 |
-0.1% |
22,283.35 |
Close |
22,284.32 |
22,340.71 |
56.39 |
0.3% |
22,349.59 |
Range |
89.83 |
116.17 |
26.34 |
29.3% |
136.16 |
ATR |
106.25 |
106.95 |
0.71 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,670.76 |
22,621.90 |
22,404.60 |
|
R3 |
22,554.59 |
22,505.73 |
22,372.66 |
|
R2 |
22,438.42 |
22,438.42 |
22,362.01 |
|
R1 |
22,389.56 |
22,389.56 |
22,351.36 |
22,413.99 |
PP |
22,322.25 |
22,322.25 |
22,322.25 |
22,334.46 |
S1 |
22,273.39 |
22,273.39 |
22,330.06 |
22,297.82 |
S2 |
22,206.08 |
22,206.08 |
22,319.41 |
|
S3 |
22,089.91 |
22,157.22 |
22,308.76 |
|
S4 |
21,973.74 |
22,041.05 |
22,276.82 |
|
|
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% |
94.89 |
0.4% |
61% |
False |
False |
|
10 |
22,419.51 |
22,135.26 |
284.25 |
1.3% |
83.23 |
0.4% |
72% |
False |
False |
|
20 |
22,419.51 |
21,709.63 |
709.88 |
3.2% |
89.10 |
0.4% |
89% |
False |
False |
|
40 |
22,419.51 |
21,600.34 |
819.17 |
3.7% |
96.64 |
0.4% |
90% |
False |
False |
|
60 |
22,419.51 |
21,279.30 |
1,140.21 |
5.1% |
94.93 |
0.4% |
93% |
False |
False |
|
80 |
22,419.51 |
21,113.31 |
1,306.20 |
5.8% |
98.67 |
0.4% |
94% |
False |
False |
|
100 |
22,419.51 |
20,553.45 |
1,866.06 |
8.4% |
98.96 |
0.4% |
96% |
False |
False |
|
120 |
22,419.51 |
20,379.55 |
2,039.96 |
9.1% |
101.87 |
0.5% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,864.82 |
2.618 |
22,675.23 |
1.618 |
22,559.06 |
1.000 |
22,487.27 |
0.618 |
22,442.89 |
HIGH |
22,371.10 |
0.618 |
22,326.72 |
0.500 |
22,313.02 |
0.382 |
22,299.31 |
LOW |
22,254.93 |
0.618 |
22,183.14 |
1.000 |
22,138.76 |
1.618 |
22,066.97 |
2.618 |
21,950.80 |
4.250 |
21,761.21 |
|
|
Fisher Pivots for day following 27-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,331.48 |
22,325.51 |
PP |
22,322.25 |
22,310.31 |
S1 |
22,313.02 |
22,295.11 |
|