Trading Metrics calculated at close of trading on 12-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
6,305.98 |
6,257.74 |
-48.24 |
-0.8% |
7,302.34 |
High |
6,381.90 |
6,354.47 |
-27.43 |
-0.4% |
7,405.24 |
Low |
6,186.26 |
6,205.44 |
19.18 |
0.3% |
6,292.90 |
Close |
6,257.74 |
6,311.94 |
54.20 |
0.9% |
6,449.60 |
Range |
195.64 |
149.03 |
-46.61 |
-23.8% |
1,112.34 |
ATR |
352.58 |
338.04 |
-14.54 |
-4.1% |
0.00 |
Volume |
52,608 |
50,329 |
-2,279 |
-4.3% |
335,518 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,737.71 |
6,673.85 |
6,393.91 |
|
R3 |
6,588.68 |
6,524.82 |
6,352.92 |
|
R2 |
6,439.65 |
6,439.65 |
6,339.26 |
|
R1 |
6,375.79 |
6,375.79 |
6,325.60 |
6,407.72 |
PP |
6,290.62 |
6,290.62 |
6,290.62 |
6,306.58 |
S1 |
6,226.76 |
6,226.76 |
6,298.28 |
6,258.69 |
S2 |
6,141.59 |
6,141.59 |
6,284.62 |
|
S3 |
5,992.56 |
6,077.73 |
6,270.96 |
|
S4 |
5,843.53 |
5,928.70 |
6,229.97 |
|
|
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 |
6,986.20 |
6,120.70 |
865.50 |
13.7% |
318.72 |
5.0% |
22% |
False |
False |
68,869 |
10 |
7,405.24 |
6,120.70 |
1,284.54 |
20.4% |
292.63 |
4.6% |
15% |
False |
False |
65,392 |
20 |
7,405.24 |
6,072.61 |
1,332.63 |
21.1% |
312.92 |
5.0% |
18% |
False |
False |
67,938 |
40 |
8,485.03 |
5,894.44 |
2,590.59 |
41.0% |
368.35 |
5.8% |
16% |
False |
False |
73,708 |
60 |
8,485.03 |
5,803.02 |
2,682.01 |
42.5% |
354.37 |
5.6% |
19% |
False |
False |
68,406 |
80 |
8,577.01 |
5,803.02 |
2,773.99 |
43.9% |
359.92 |
5.7% |
18% |
False |
False |
70,156 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
66.0% |
387.55 |
6.1% |
12% |
False |
False |
72,326 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
66.0% |
414.38 |
6.6% |
12% |
False |
False |
77,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,987.85 |
2.618 |
6,744.63 |
1.618 |
6,595.60 |
1.000 |
6,503.50 |
0.618 |
6,446.57 |
HIGH |
6,354.47 |
0.618 |
6,297.54 |
0.500 |
6,279.96 |
0.382 |
6,262.37 |
LOW |
6,205.44 |
0.618 |
6,113.34 |
1.000 |
6,056.41 |
1.618 |
5,964.31 |
2.618 |
5,815.28 |
4.250 |
5,572.06 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
6,301.28 |
6,306.30 |
PP |
6,290.62 |
6,300.66 |
S1 |
6,279.96 |
6,295.02 |
|