Trading Metrics calculated at close of trading on 22-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
22,414.02 |
22,334.07 |
-79.95 |
-0.4% |
22,297.92 |
High |
22,419.51 |
22,364.31 |
-55.20 |
-0.2% |
22,419.51 |
Low |
22,356.55 |
22,299.58 |
-56.97 |
-0.3% |
22,283.35 |
Close |
22,359.23 |
22,349.59 |
-9.64 |
0.0% |
22,349.59 |
Range |
62.96 |
64.73 |
1.77 |
2.8% |
136.16 |
ATR |
108.04 |
104.95 |
-3.09 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,532.02 |
22,505.53 |
22,385.19 |
|
R3 |
22,467.29 |
22,440.80 |
22,367.39 |
|
R2 |
22,402.56 |
22,402.56 |
22,361.46 |
|
R1 |
22,376.07 |
22,376.07 |
22,355.52 |
22,389.32 |
PP |
22,337.83 |
22,337.83 |
22,337.83 |
22,344.45 |
S1 |
22,311.34 |
22,311.34 |
22,343.66 |
22,324.59 |
S2 |
22,273.10 |
22,273.10 |
22,337.72 |
|
S3 |
22,208.37 |
22,246.61 |
22,331.79 |
|
S4 |
22,143.64 |
22,181.88 |
22,313.99 |
|
|
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 |
22,283.35 |
136.16 |
0.6% |
68.77 |
0.3% |
49% |
False |
False |
|
10 |
22,419.51 |
21,927.79 |
491.72 |
2.2% |
73.47 |
0.3% |
86% |
False |
False |
|
20 |
22,419.51 |
21,673.58 |
745.93 |
3.3% |
91.42 |
0.4% |
91% |
False |
False |
|
40 |
22,419.51 |
21,600.34 |
819.17 |
3.7% |
93.06 |
0.4% |
91% |
False |
False |
|
60 |
22,419.51 |
21,197.08 |
1,222.43 |
5.5% |
98.52 |
0.4% |
94% |
False |
False |
|
80 |
22,419.51 |
20,994.22 |
1,425.29 |
6.4% |
98.10 |
0.4% |
95% |
False |
False |
|
100 |
22,419.51 |
20,553.45 |
1,866.06 |
8.3% |
98.93 |
0.4% |
96% |
False |
False |
|
120 |
22,419.51 |
20,379.55 |
2,039.96 |
9.1% |
102.97 |
0.5% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,639.41 |
2.618 |
22,533.77 |
1.618 |
22,469.04 |
1.000 |
22,429.04 |
0.618 |
22,404.31 |
HIGH |
22,364.31 |
0.618 |
22,339.58 |
0.500 |
22,331.95 |
0.382 |
22,324.31 |
LOW |
22,299.58 |
0.618 |
22,259.58 |
1.000 |
22,234.85 |
1.618 |
22,194.85 |
2.618 |
22,130.12 |
4.250 |
22,024.48 |
|
|
Fisher Pivots for day following 22-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
22,343.71 |
22,359.55 |
PP |
22,337.83 |
22,356.23 |
S1 |
22,331.95 |
22,352.91 |
|