Trading Metrics calculated at close of trading on 18-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
6,535.52 |
6,215.92 |
-319.60 |
-4.9% |
6,449.57 |
High |
6,567.98 |
6,385.30 |
-182.68 |
-2.8% |
6,584.62 |
Low |
6,212.13 |
6,215.88 |
3.75 |
0.1% |
6,120.70 |
Close |
6,215.92 |
6,321.69 |
105.77 |
1.7% |
6,535.51 |
Range |
355.85 |
169.42 |
-186.43 |
-52.4% |
463.92 |
ATR |
322.47 |
311.54 |
-10.93 |
-3.4% |
0.00 |
Volume |
54,278 |
48,133 |
-6,145 |
-11.3% |
264,373 |
|
Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,815.88 |
6,738.21 |
6,414.87 |
|
R3 |
6,646.46 |
6,568.79 |
6,368.28 |
|
R2 |
6,477.04 |
6,477.04 |
6,352.75 |
|
R1 |
6,399.37 |
6,399.37 |
6,337.22 |
6,438.21 |
PP |
6,307.62 |
6,307.62 |
6,307.62 |
6,327.04 |
S1 |
6,229.95 |
6,229.95 |
6,306.16 |
6,268.79 |
S2 |
6,138.20 |
6,138.20 |
6,290.63 |
|
S3 |
5,968.78 |
6,060.53 |
6,275.10 |
|
S4 |
5,799.36 |
5,891.11 |
6,228.51 |
|
|
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 |
6,205.44 |
379.18 |
6.0% |
217.66 |
3.4% |
31% |
False |
False |
52,368 |
10 |
7,388.73 |
6,120.70 |
1,268.03 |
20.1% |
304.19 |
4.8% |
16% |
False |
False |
64,902 |
20 |
7,405.24 |
6,120.70 |
1,284.54 |
20.3% |
288.83 |
4.6% |
16% |
False |
False |
63,945 |
40 |
8,485.03 |
5,894.44 |
2,590.59 |
41.0% |
353.92 |
5.6% |
16% |
False |
False |
71,065 |
60 |
8,485.03 |
5,803.02 |
2,682.01 |
42.4% |
349.67 |
5.5% |
19% |
False |
False |
68,040 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
42.4% |
348.49 |
5.5% |
19% |
False |
False |
68,977 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
65.9% |
371.07 |
5.9% |
12% |
False |
False |
69,890 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
65.9% |
398.16 |
6.3% |
12% |
False |
False |
76,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,105.34 |
2.618 |
6,828.84 |
1.618 |
6,659.42 |
1.000 |
6,554.72 |
0.618 |
6,490.00 |
HIGH |
6,385.30 |
0.618 |
6,320.58 |
0.500 |
6,300.59 |
0.382 |
6,280.60 |
LOW |
6,215.88 |
0.618 |
6,111.18 |
1.000 |
6,046.46 |
1.618 |
5,941.76 |
2.618 |
5,772.34 |
4.250 |
5,495.85 |
|
|
Fisher Pivots for day following 18-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
6,314.66 |
6,398.38 |
PP |
6,307.62 |
6,372.81 |
S1 |
6,300.59 |
6,347.25 |
|