Trading Metrics calculated at close of trading on 18-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,252.44 |
22,297.92 |
45.48 |
0.2% |
21,927.79 |
High |
22,275.02 |
22,355.62 |
80.60 |
0.4% |
22,275.02 |
Low |
22,214.52 |
22,283.35 |
68.83 |
0.3% |
21,927.79 |
Close |
22,268.34 |
22,331.35 |
63.01 |
0.3% |
22,268.34 |
Range |
60.50 |
72.27 |
11.77 |
19.5% |
347.23 |
ATR |
119.24 |
116.96 |
-2.28 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,540.25 |
22,508.07 |
22,371.10 |
|
R3 |
22,467.98 |
22,435.80 |
22,351.22 |
|
R2 |
22,395.71 |
22,395.71 |
22,344.60 |
|
R1 |
22,363.53 |
22,363.53 |
22,337.97 |
22,379.62 |
PP |
22,323.44 |
22,323.44 |
22,323.44 |
22,331.49 |
S1 |
22,291.26 |
22,291.26 |
22,324.73 |
22,307.35 |
S2 |
22,251.17 |
22,251.17 |
22,318.10 |
|
S3 |
22,178.90 |
22,218.99 |
22,311.48 |
|
S4 |
22,106.63 |
22,146.72 |
22,291.60 |
|
|
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 |
22,355.62 |
22,087.09 |
268.53 |
1.2% |
64.76 |
0.3% |
91% |
True |
False |
|
10 |
22,355.62 |
21,709.63 |
645.99 |
2.9% |
94.96 |
0.4% |
96% |
True |
False |
|
20 |
22,355.62 |
21,600.34 |
755.28 |
3.4% |
100.63 |
0.5% |
97% |
True |
False |
|
40 |
22,355.62 |
21,496.13 |
859.49 |
3.8% |
94.89 |
0.4% |
97% |
True |
False |
|
60 |
22,355.62 |
21,197.08 |
1,158.54 |
5.2% |
101.48 |
0.5% |
98% |
True |
False |
|
80 |
22,355.62 |
20,942.57 |
1,413.05 |
6.3% |
98.04 |
0.4% |
98% |
True |
False |
|
100 |
22,355.62 |
20,553.45 |
1,802.17 |
8.1% |
98.87 |
0.4% |
99% |
True |
False |
|
120 |
22,355.62 |
20,379.55 |
1,976.07 |
8.8% |
104.09 |
0.5% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,662.77 |
2.618 |
22,544.82 |
1.618 |
22,472.55 |
1.000 |
22,427.89 |
0.618 |
22,400.28 |
HIGH |
22,355.62 |
0.618 |
22,328.01 |
0.500 |
22,319.49 |
0.382 |
22,310.96 |
LOW |
22,283.35 |
0.618 |
22,238.69 |
1.000 |
22,211.08 |
1.618 |
22,166.42 |
2.618 |
22,094.15 |
4.250 |
21,976.20 |
|
|
Fisher Pivots for day following 18-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,327.40 |
22,302.71 |
PP |
22,323.44 |
22,274.08 |
S1 |
22,319.49 |
22,245.44 |
|