| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
20,270 |
20,410 |
140 |
0.7% |
19,895 |
| High |
20,460 |
20,435 |
-25 |
-0.1% |
20,400 |
| Low |
20,240 |
20,325 |
85 |
0.4% |
19,890 |
| Close |
20,425 |
20,360 |
-65 |
-0.3% |
20,235 |
| Range |
220 |
110 |
-110 |
-50.0% |
510 |
| ATR |
191 |
185 |
-6 |
-3.0% |
0 |
| Volume |
13,521 |
7,823 |
-5,698 |
-42.1% |
45,344 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,703 |
20,642 |
20,421 |
|
| R3 |
20,593 |
20,532 |
20,390 |
|
| R2 |
20,483 |
20,483 |
20,380 |
|
| R1 |
20,422 |
20,422 |
20,370 |
20,398 |
| PP |
20,373 |
20,373 |
20,373 |
20,361 |
| S1 |
20,312 |
20,312 |
20,350 |
20,288 |
| S2 |
20,263 |
20,263 |
20,340 |
|
| S3 |
20,153 |
20,202 |
20,330 |
|
| S4 |
20,043 |
20,092 |
20,300 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,705 |
21,480 |
20,516 |
|
| R3 |
21,195 |
20,970 |
20,375 |
|
| R2 |
20,685 |
20,685 |
20,329 |
|
| R1 |
20,460 |
20,460 |
20,282 |
20,573 |
| PP |
20,175 |
20,175 |
20,175 |
20,231 |
| S1 |
19,950 |
19,950 |
20,188 |
20,063 |
| S2 |
19,665 |
19,665 |
20,142 |
|
| S3 |
19,155 |
19,440 |
20,095 |
|
| S4 |
18,645 |
18,930 |
19,955 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,460 |
20,135 |
325 |
1.6% |
163 |
0.8% |
69% |
False |
False |
9,546 |
| 10 |
20,460 |
19,665 |
795 |
3.9% |
179 |
0.9% |
87% |
False |
False |
9,314 |
| 20 |
20,460 |
19,140 |
1,320 |
6.5% |
191 |
0.9% |
92% |
False |
False |
9,788 |
| 40 |
20,460 |
18,980 |
1,480 |
7.3% |
188 |
0.9% |
93% |
False |
False |
4,927 |
| 60 |
20,460 |
18,980 |
1,480 |
7.3% |
149 |
0.7% |
93% |
False |
False |
3,284 |
| 80 |
20,460 |
18,980 |
1,480 |
7.3% |
131 |
0.6% |
93% |
False |
False |
2,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,903 |
|
2.618 |
20,723 |
|
1.618 |
20,613 |
|
1.000 |
20,545 |
|
0.618 |
20,503 |
|
HIGH |
20,435 |
|
0.618 |
20,393 |
|
0.500 |
20,380 |
|
0.382 |
20,367 |
|
LOW |
20,325 |
|
0.618 |
20,257 |
|
1.000 |
20,215 |
|
1.618 |
20,147 |
|
2.618 |
20,037 |
|
4.250 |
19,858 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,380 |
20,347 |
| PP |
20,373 |
20,333 |
| S1 |
20,367 |
20,320 |
|