Trading Metrics calculated at close of trading on 14-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
6,311.58 |
6,469.76 |
158.18 |
2.5% |
6,449.57 |
High |
6,528.09 |
6,584.62 |
56.53 |
0.9% |
6,584.62 |
Low |
6,303.88 |
6,394.84 |
90.96 |
1.4% |
6,120.70 |
Close |
6,469.76 |
6,535.51 |
65.75 |
1.0% |
6,535.51 |
Range |
224.21 |
189.78 |
-34.43 |
-15.4% |
463.92 |
ATR |
329.91 |
319.90 |
-10.01 |
-3.0% |
0.00 |
Volume |
58,108 |
50,994 |
-7,114 |
-12.2% |
264,373 |
|
Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,074.33 |
6,994.70 |
6,639.89 |
|
R3 |
6,884.55 |
6,804.92 |
6,587.70 |
|
R2 |
6,694.77 |
6,694.77 |
6,570.30 |
|
R1 |
6,615.14 |
6,615.14 |
6,552.91 |
6,654.96 |
PP |
6,504.99 |
6,504.99 |
6,504.99 |
6,524.90 |
S1 |
6,425.36 |
6,425.36 |
6,518.11 |
6,465.18 |
S2 |
6,315.21 |
6,315.21 |
6,500.72 |
|
S3 |
6,125.43 |
6,235.58 |
6,483.32 |
|
S4 |
5,935.65 |
6,045.80 |
6,431.13 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,805.37 |
7,634.36 |
6,790.67 |
|
R3 |
7,341.45 |
7,170.44 |
6,663.09 |
|
R2 |
6,877.53 |
6,877.53 |
6,620.56 |
|
R1 |
6,706.52 |
6,706.52 |
6,578.04 |
6,792.03 |
PP |
6,413.61 |
6,413.61 |
6,413.61 |
6,456.36 |
S1 |
6,242.60 |
6,242.60 |
6,492.98 |
6,328.11 |
S2 |
5,949.69 |
5,949.69 |
6,450.46 |
|
S3 |
5,485.77 |
5,778.68 |
6,407.93 |
|
S4 |
5,021.85 |
5,314.76 |
6,280.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,584.62 |
6,120.70 |
463.92 |
7.1% |
221.46 |
3.4% |
89% |
True |
False |
52,874 |
10 |
7,405.24 |
6,120.70 |
1,284.54 |
19.7% |
287.00 |
4.4% |
32% |
False |
False |
65,281 |
20 |
7,405.24 |
6,120.70 |
1,284.54 |
19.7% |
293.39 |
4.5% |
32% |
False |
False |
63,845 |
40 |
8,485.03 |
5,894.44 |
2,590.59 |
39.6% |
364.76 |
5.6% |
25% |
False |
False |
72,672 |
60 |
8,485.03 |
5,803.02 |
2,682.01 |
41.0% |
354.50 |
5.4% |
27% |
False |
False |
68,674 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
41.0% |
355.70 |
5.4% |
27% |
False |
False |
70,366 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
63.7% |
380.98 |
5.8% |
18% |
False |
False |
71,734 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
63.7% |
404.24 |
6.2% |
18% |
False |
False |
76,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,391.19 |
2.618 |
7,081.46 |
1.618 |
6,891.68 |
1.000 |
6,774.40 |
0.618 |
6,701.90 |
HIGH |
6,584.62 |
0.618 |
6,512.12 |
0.500 |
6,489.73 |
0.382 |
6,467.34 |
LOW |
6,394.84 |
0.618 |
6,277.56 |
1.000 |
6,205.06 |
1.618 |
6,087.78 |
2.618 |
5,898.00 |
4.250 |
5,588.28 |
|
|
Fisher Pivots for day following 14-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
6,520.25 |
6,488.68 |
PP |
6,504.99 |
6,441.86 |
S1 |
6,489.73 |
6,395.03 |
|