Trading Metrics calculated at close of trading on 21-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
6,425.50 |
6,382.94 |
-42.56 |
-0.7% |
6,535.52 |
High |
6,452.57 |
6,778.13 |
325.56 |
5.0% |
6,778.13 |
Low |
6,354.48 |
6,367.81 |
13.33 |
0.2% |
6,129.09 |
Close |
6,382.94 |
6,703.77 |
320.83 |
5.0% |
6,703.77 |
Range |
98.09 |
410.32 |
312.23 |
318.3% |
649.04 |
ATR |
301.77 |
309.53 |
7.75 |
2.6% |
0.00 |
Volume |
38,614 |
93,221 |
54,607 |
141.4% |
309,755 |
|
Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,847.53 |
7,685.97 |
6,929.45 |
|
R3 |
7,437.21 |
7,275.65 |
6,816.61 |
|
R2 |
7,026.89 |
7,026.89 |
6,779.00 |
|
R1 |
6,865.33 |
6,865.33 |
6,741.38 |
6,946.11 |
PP |
6,616.57 |
6,616.57 |
6,616.57 |
6,656.96 |
S1 |
6,455.01 |
6,455.01 |
6,666.16 |
6,535.79 |
S2 |
6,206.25 |
6,206.25 |
6,628.54 |
|
S3 |
5,795.93 |
6,044.69 |
6,590.93 |
|
S4 |
5,385.61 |
5,634.37 |
6,478.09 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,484.12 |
8,242.98 |
7,060.74 |
|
R3 |
7,835.08 |
7,593.94 |
6,882.26 |
|
R2 |
7,186.04 |
7,186.04 |
6,822.76 |
|
R1 |
6,944.90 |
6,944.90 |
6,763.27 |
7,065.47 |
PP |
6,537.00 |
6,537.00 |
6,537.00 |
6,597.28 |
S1 |
6,295.86 |
6,295.86 |
6,644.27 |
6,416.43 |
S2 |
5,887.96 |
5,887.96 |
6,584.78 |
|
S3 |
5,238.92 |
5,646.82 |
6,525.28 |
|
S4 |
4,589.88 |
4,997.78 |
6,346.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,778.13 |
6,129.09 |
649.04 |
9.7% |
285.58 |
4.3% |
89% |
True |
False |
61,951 |
10 |
6,778.13 |
6,120.70 |
657.43 |
9.8% |
253.52 |
3.8% |
89% |
True |
False |
57,412 |
20 |
7,405.24 |
6,120.70 |
1,284.54 |
19.2% |
281.01 |
4.2% |
45% |
False |
False |
62,317 |
40 |
8,289.31 |
5,894.44 |
2,394.87 |
35.7% |
344.43 |
5.1% |
34% |
False |
False |
70,065 |
60 |
8,485.03 |
5,821.49 |
2,663.54 |
39.7% |
349.66 |
5.2% |
33% |
False |
False |
68,369 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
40.0% |
346.79 |
5.2% |
34% |
False |
False |
68,915 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
62.1% |
364.98 |
5.4% |
22% |
False |
False |
69,953 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
62.1% |
388.16 |
5.8% |
22% |
False |
False |
73,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,521.99 |
2.618 |
7,852.35 |
1.618 |
7,442.03 |
1.000 |
7,188.45 |
0.618 |
7,031.71 |
HIGH |
6,778.13 |
0.618 |
6,621.39 |
0.500 |
6,572.97 |
0.382 |
6,524.55 |
LOW |
6,367.81 |
0.618 |
6,114.23 |
1.000 |
5,957.49 |
1.618 |
5,703.91 |
2.618 |
5,293.59 |
4.250 |
4,623.95 |
|
|
Fisher Pivots for day following 21-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
6,660.17 |
6,620.38 |
PP |
6,616.57 |
6,537.00 |
S1 |
6,572.97 |
6,453.61 |
|