Trading Metrics calculated at close of trading on 29-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,306.83 |
22,358.47 |
51.64 |
0.2% |
22,320.47 |
High |
22,394.74 |
22,405.63 |
10.89 |
0.0% |
22,405.63 |
Low |
22,288.97 |
22,332.96 |
43.99 |
0.2% |
22,219.11 |
Close |
22,381.20 |
22,405.09 |
23.89 |
0.1% |
22,405.09 |
Range |
105.77 |
72.67 |
-33.10 |
-31.3% |
186.52 |
ATR |
106.87 |
104.43 |
-2.44 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,599.24 |
22,574.83 |
22,445.06 |
|
R3 |
22,526.57 |
22,502.16 |
22,425.07 |
|
R2 |
22,453.90 |
22,453.90 |
22,418.41 |
|
R1 |
22,429.49 |
22,429.49 |
22,411.75 |
22,441.70 |
PP |
22,381.23 |
22,381.23 |
22,381.23 |
22,387.33 |
S1 |
22,356.82 |
22,356.82 |
22,398.43 |
22,369.03 |
S2 |
22,308.56 |
22,308.56 |
22,391.77 |
|
S3 |
22,235.89 |
22,284.15 |
22,385.11 |
|
S4 |
22,163.22 |
22,211.48 |
22,365.12 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,902.84 |
22,840.48 |
22,507.68 |
|
R3 |
22,716.32 |
22,653.96 |
22,456.38 |
|
R2 |
22,529.80 |
22,529.80 |
22,439.29 |
|
R1 |
22,467.44 |
22,467.44 |
22,422.19 |
22,498.62 |
PP |
22,343.28 |
22,343.28 |
22,343.28 |
22,358.87 |
S1 |
22,280.92 |
22,280.92 |
22,387.99 |
22,312.10 |
S2 |
22,156.76 |
22,156.76 |
22,370.89 |
|
S3 |
21,970.24 |
22,094.40 |
22,353.80 |
|
S4 |
21,783.72 |
21,907.88 |
22,302.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,405.63 |
22,219.11 |
186.52 |
0.8% |
105.04 |
0.5% |
100% |
True |
False |
|
10 |
22,419.51 |
22,219.11 |
200.40 |
0.9% |
86.91 |
0.4% |
93% |
False |
False |
|
20 |
22,419.51 |
21,709.63 |
709.88 |
3.2% |
90.52 |
0.4% |
98% |
False |
False |
|
40 |
22,419.51 |
21,600.34 |
819.17 |
3.7% |
98.05 |
0.4% |
98% |
False |
False |
|
60 |
22,419.51 |
21,279.30 |
1,140.21 |
5.1% |
94.10 |
0.4% |
99% |
False |
False |
|
80 |
22,419.51 |
21,138.16 |
1,281.35 |
5.7% |
99.17 |
0.4% |
99% |
False |
False |
|
100 |
22,419.51 |
20,553.45 |
1,866.06 |
8.3% |
99.19 |
0.4% |
99% |
False |
False |
|
120 |
22,419.51 |
20,379.55 |
2,039.96 |
9.1% |
101.24 |
0.5% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,714.48 |
2.618 |
22,595.88 |
1.618 |
22,523.21 |
1.000 |
22,478.30 |
0.618 |
22,450.54 |
HIGH |
22,405.63 |
0.618 |
22,377.87 |
0.500 |
22,369.30 |
0.382 |
22,360.72 |
LOW |
22,332.96 |
0.618 |
22,288.05 |
1.000 |
22,260.29 |
1.618 |
22,215.38 |
2.618 |
22,142.71 |
4.250 |
22,024.11 |
|
|
Fisher Pivots for day following 29-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,393.16 |
22,380.15 |
PP |
22,381.23 |
22,355.22 |
S1 |
22,369.30 |
22,330.28 |
|