Trading Metrics calculated at close of trading on 20-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
6,321.92 |
6,425.50 |
103.58 |
1.6% |
6,449.57 |
High |
6,523.33 |
6,452.57 |
-70.76 |
-1.1% |
6,584.62 |
Low |
6,129.09 |
6,354.48 |
225.39 |
3.7% |
6,120.70 |
Close |
6,425.50 |
6,382.94 |
-42.56 |
-0.7% |
6,535.51 |
Range |
394.24 |
98.09 |
-296.15 |
-75.1% |
463.92 |
ATR |
317.44 |
301.77 |
-15.67 |
-4.9% |
0.00 |
Volume |
75,509 |
38,614 |
-36,895 |
-48.9% |
264,373 |
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,690.93 |
6,635.03 |
6,436.89 |
|
R3 |
6,592.84 |
6,536.94 |
6,409.91 |
|
R2 |
6,494.75 |
6,494.75 |
6,400.92 |
|
R1 |
6,438.85 |
6,438.85 |
6,391.93 |
6,417.76 |
PP |
6,396.66 |
6,396.66 |
6,396.66 |
6,386.12 |
S1 |
6,340.76 |
6,340.76 |
6,373.95 |
6,319.67 |
S2 |
6,298.57 |
6,298.57 |
6,364.96 |
|
S3 |
6,200.48 |
6,242.67 |
6,355.97 |
|
S4 |
6,102.39 |
6,144.58 |
6,328.99 |
|
|
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 |
6,129.09 |
455.53 |
7.1% |
241.48 |
3.8% |
56% |
False |
False |
53,505 |
10 |
6,584.62 |
6,120.70 |
463.92 |
7.3% |
233.19 |
3.7% |
57% |
False |
False |
53,775 |
20 |
7,405.24 |
6,120.70 |
1,284.54 |
20.1% |
272.02 |
4.3% |
20% |
False |
False |
60,764 |
40 |
8,323.22 |
5,894.44 |
2,428.78 |
38.1% |
339.23 |
5.3% |
20% |
False |
False |
68,956 |
60 |
8,485.03 |
5,821.49 |
2,663.54 |
41.7% |
346.82 |
5.4% |
21% |
False |
False |
67,893 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
42.0% |
345.06 |
5.4% |
22% |
False |
False |
68,488 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
65.2% |
365.33 |
5.7% |
14% |
False |
False |
69,705 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
65.2% |
389.70 |
6.1% |
14% |
False |
False |
74,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,869.45 |
2.618 |
6,709.37 |
1.618 |
6,611.28 |
1.000 |
6,550.66 |
0.618 |
6,513.19 |
HIGH |
6,452.57 |
0.618 |
6,415.10 |
0.500 |
6,403.53 |
0.382 |
6,391.95 |
LOW |
6,354.48 |
0.618 |
6,293.86 |
1.000 |
6,256.39 |
1.618 |
6,195.77 |
2.618 |
6,097.68 |
4.250 |
5,937.60 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
6,403.53 |
6,364.03 |
PP |
6,396.66 |
6,345.12 |
S1 |
6,389.80 |
6,326.21 |
|