Trading Metrics calculated at close of trading on 17-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
6,469.76 |
6,535.52 |
65.76 |
1.0% |
6,449.57 |
High |
6,584.62 |
6,567.98 |
-16.64 |
-0.3% |
6,584.62 |
Low |
6,394.84 |
6,212.13 |
-182.71 |
-2.9% |
6,120.70 |
Close |
6,535.51 |
6,215.92 |
-319.59 |
-4.9% |
6,535.51 |
Range |
189.78 |
355.85 |
166.07 |
87.5% |
463.92 |
ATR |
319.90 |
322.47 |
2.57 |
0.8% |
0.00 |
Volume |
50,994 |
54,278 |
3,284 |
6.4% |
264,373 |
|
Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,399.56 |
7,163.59 |
6,411.64 |
|
R3 |
7,043.71 |
6,807.74 |
6,313.78 |
|
R2 |
6,687.86 |
6,687.86 |
6,281.16 |
|
R1 |
6,451.89 |
6,451.89 |
6,248.54 |
6,391.95 |
PP |
6,332.01 |
6,332.01 |
6,332.01 |
6,302.04 |
S1 |
6,096.04 |
6,096.04 |
6,183.30 |
6,036.10 |
S2 |
5,976.16 |
5,976.16 |
6,150.68 |
|
S3 |
5,620.31 |
5,740.19 |
6,118.06 |
|
S4 |
5,264.46 |
5,384.34 |
6,020.20 |
|
|
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 |
6,186.26 |
398.36 |
6.4% |
222.90 |
3.6% |
7% |
False |
False |
53,263 |
10 |
7,405.24 |
6,120.70 |
1,284.54 |
20.7% |
303.51 |
4.9% |
7% |
False |
False |
65,416 |
20 |
7,405.24 |
6,120.70 |
1,284.54 |
20.7% |
295.41 |
4.8% |
7% |
False |
False |
63,619 |
40 |
8,485.03 |
5,894.44 |
2,590.59 |
41.7% |
363.99 |
5.9% |
12% |
False |
False |
72,234 |
60 |
8,485.03 |
5,803.02 |
2,682.01 |
43.1% |
358.79 |
5.8% |
15% |
False |
False |
68,999 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
43.1% |
351.97 |
5.7% |
15% |
False |
False |
69,630 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
67.0% |
374.49 |
6.0% |
10% |
False |
False |
70,470 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
67.0% |
404.13 |
6.5% |
10% |
False |
False |
76,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,080.34 |
2.618 |
7,499.60 |
1.618 |
7,143.75 |
1.000 |
6,923.83 |
0.618 |
6,787.90 |
HIGH |
6,567.98 |
0.618 |
6,432.05 |
0.500 |
6,390.06 |
0.382 |
6,348.06 |
LOW |
6,212.13 |
0.618 |
5,992.21 |
1.000 |
5,856.28 |
1.618 |
5,636.36 |
2.618 |
5,280.51 |
4.250 |
4,699.77 |
|
|
Fisher Pivots for day following 17-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
6,390.06 |
6,398.38 |
PP |
6,332.01 |
6,337.56 |
S1 |
6,273.97 |
6,276.74 |
|