Trading Metrics calculated at close of trading on 11-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
6,449.57 |
6,305.98 |
-143.59 |
-2.2% |
7,302.34 |
High |
6,469.34 |
6,381.90 |
-87.44 |
-1.4% |
7,405.24 |
Low |
6,120.70 |
6,186.26 |
65.56 |
1.1% |
6,292.90 |
Close |
6,305.98 |
6,257.74 |
-48.24 |
-0.8% |
6,449.60 |
Range |
348.64 |
195.64 |
-153.00 |
-43.9% |
1,112.34 |
ATR |
364.65 |
352.58 |
-12.07 |
-3.3% |
0.00 |
Volume |
52,334 |
52,608 |
274 |
0.5% |
335,518 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,862.22 |
6,755.62 |
6,365.34 |
|
R3 |
6,666.58 |
6,559.98 |
6,311.54 |
|
R2 |
6,470.94 |
6,470.94 |
6,293.61 |
|
R1 |
6,364.34 |
6,364.34 |
6,275.67 |
6,319.82 |
PP |
6,275.30 |
6,275.30 |
6,275.30 |
6,253.04 |
S1 |
6,168.70 |
6,168.70 |
6,239.81 |
6,124.18 |
S2 |
6,079.66 |
6,079.66 |
6,221.87 |
|
S3 |
5,884.02 |
5,973.06 |
6,203.94 |
|
S4 |
5,688.38 |
5,777.42 |
6,150.14 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,052.93 |
9,363.61 |
7,061.39 |
|
R3 |
8,940.59 |
8,251.27 |
6,755.49 |
|
R2 |
7,828.25 |
7,828.25 |
6,653.53 |
|
R1 |
7,138.93 |
7,138.93 |
6,551.56 |
6,927.42 |
PP |
6,715.91 |
6,715.91 |
6,715.91 |
6,610.16 |
S1 |
6,026.59 |
6,026.59 |
6,347.64 |
5,815.08 |
S2 |
5,603.57 |
5,603.57 |
6,245.67 |
|
S3 |
4,491.23 |
4,914.25 |
6,143.71 |
|
S4 |
3,378.89 |
3,801.91 |
5,837.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,388.73 |
6,120.70 |
1,268.03 |
20.3% |
390.72 |
6.2% |
11% |
False |
False |
77,437 |
10 |
7,405.24 |
6,120.70 |
1,284.54 |
20.5% |
318.47 |
5.1% |
11% |
False |
False |
68,418 |
20 |
7,405.24 |
5,894.44 |
1,510.80 |
24.1% |
324.99 |
5.2% |
24% |
False |
False |
70,848 |
40 |
8,485.03 |
5,894.44 |
2,590.59 |
41.4% |
384.80 |
6.1% |
14% |
False |
False |
74,930 |
60 |
8,485.03 |
5,803.02 |
2,682.01 |
42.9% |
359.69 |
5.7% |
17% |
False |
False |
68,553 |
80 |
8,577.01 |
5,803.02 |
2,773.99 |
44.3% |
362.32 |
5.8% |
16% |
False |
False |
70,408 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
66.5% |
389.47 |
6.2% |
11% |
False |
False |
72,663 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
66.5% |
417.01 |
6.7% |
11% |
False |
False |
78,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,213.37 |
2.618 |
6,894.09 |
1.618 |
6,698.45 |
1.000 |
6,577.54 |
0.618 |
6,502.81 |
HIGH |
6,381.90 |
0.618 |
6,307.17 |
0.500 |
6,284.08 |
0.382 |
6,260.99 |
LOW |
6,186.26 |
0.618 |
6,065.35 |
1.000 |
5,990.62 |
1.618 |
5,869.71 |
2.618 |
5,674.07 |
4.250 |
5,354.79 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
6,284.08 |
6,328.06 |
PP |
6,275.30 |
6,304.62 |
S1 |
6,266.52 |
6,281.18 |
|