| 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 |
20,410 |
20,355 |
-55 |
-0.3% |
20,245 |
| High |
20,435 |
20,405 |
-30 |
-0.1% |
20,460 |
| Low |
20,325 |
20,305 |
-20 |
-0.1% |
20,135 |
| Close |
20,360 |
20,385 |
25 |
0.1% |
20,385 |
| Range |
110 |
100 |
-10 |
-9.1% |
325 |
| ATR |
185 |
179 |
-6 |
-3.3% |
0 |
| Volume |
7,823 |
7,215 |
-608 |
-7.8% |
45,011 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,665 |
20,625 |
20,440 |
|
| R3 |
20,565 |
20,525 |
20,413 |
|
| R2 |
20,465 |
20,465 |
20,403 |
|
| R1 |
20,425 |
20,425 |
20,394 |
20,445 |
| PP |
20,365 |
20,365 |
20,365 |
20,375 |
| S1 |
20,325 |
20,325 |
20,376 |
20,345 |
| S2 |
20,265 |
20,265 |
20,367 |
|
| S3 |
20,165 |
20,225 |
20,358 |
|
| S4 |
20,065 |
20,125 |
20,330 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,302 |
21,168 |
20,564 |
|
| R3 |
20,977 |
20,843 |
20,475 |
|
| R2 |
20,652 |
20,652 |
20,445 |
|
| R1 |
20,518 |
20,518 |
20,415 |
20,585 |
| PP |
20,327 |
20,327 |
20,327 |
20,360 |
| S1 |
20,193 |
20,193 |
20,355 |
20,260 |
| S2 |
20,002 |
20,002 |
20,326 |
|
| S3 |
19,677 |
19,868 |
20,296 |
|
| S4 |
19,352 |
19,543 |
20,206 |
|
|
| 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% |
151 |
0.7% |
77% |
False |
False |
9,002 |
| 10 |
20,460 |
19,890 |
570 |
2.8% |
163 |
0.8% |
87% |
False |
False |
9,035 |
| 20 |
20,460 |
19,140 |
1,320 |
6.5% |
188 |
0.9% |
94% |
False |
False |
9,976 |
| 40 |
20,460 |
18,980 |
1,480 |
7.3% |
189 |
0.9% |
95% |
False |
False |
5,107 |
| 60 |
20,460 |
18,980 |
1,480 |
7.3% |
148 |
0.7% |
95% |
False |
False |
3,405 |
| 80 |
20,460 |
18,980 |
1,480 |
7.3% |
132 |
0.6% |
95% |
False |
False |
2,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,830 |
|
2.618 |
20,667 |
|
1.618 |
20,567 |
|
1.000 |
20,505 |
|
0.618 |
20,467 |
|
HIGH |
20,405 |
|
0.618 |
20,367 |
|
0.500 |
20,355 |
|
0.382 |
20,343 |
|
LOW |
20,305 |
|
0.618 |
20,243 |
|
1.000 |
20,205 |
|
1.618 |
20,143 |
|
2.618 |
20,043 |
|
4.250 |
19,880 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,375 |
20,373 |
| PP |
20,365 |
20,362 |
| S1 |
20,355 |
20,350 |
|