Trading Metrics calculated at close of trading on 24-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
6,382.94 |
6,703.77 |
320.83 |
5.0% |
6,535.52 |
High |
6,778.13 |
6,826.49 |
48.36 |
0.7% |
6,778.13 |
Low |
6,367.81 |
6,583.78 |
215.97 |
3.4% |
6,129.09 |
Close |
6,703.77 |
6,631.98 |
-71.79 |
-1.1% |
6,703.77 |
Range |
410.32 |
242.71 |
-167.61 |
-40.8% |
649.04 |
ATR |
309.53 |
304.76 |
-4.77 |
-1.5% |
0.00 |
Volume |
93,221 |
48,007 |
-45,214 |
-48.5% |
309,755 |
|
Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,408.88 |
7,263.14 |
6,765.47 |
|
R3 |
7,166.17 |
7,020.43 |
6,698.73 |
|
R2 |
6,923.46 |
6,923.46 |
6,676.48 |
|
R1 |
6,777.72 |
6,777.72 |
6,654.23 |
6,729.24 |
PP |
6,680.75 |
6,680.75 |
6,680.75 |
6,656.51 |
S1 |
6,535.01 |
6,535.01 |
6,609.73 |
6,486.53 |
S2 |
6,438.04 |
6,438.04 |
6,587.48 |
|
S3 |
6,195.33 |
6,292.30 |
6,565.23 |
|
S4 |
5,952.62 |
6,049.59 |
6,498.49 |
|
|
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 |
6,826.49 |
6,129.09 |
697.40 |
10.5% |
262.96 |
4.0% |
72% |
True |
False |
60,696 |
10 |
6,826.49 |
6,129.09 |
697.40 |
10.5% |
242.93 |
3.7% |
72% |
True |
False |
56,980 |
20 |
7,405.24 |
6,120.70 |
1,284.54 |
19.4% |
281.94 |
4.3% |
40% |
False |
False |
62,184 |
40 |
8,289.31 |
5,894.44 |
2,394.87 |
36.1% |
338.67 |
5.1% |
31% |
False |
False |
68,963 |
60 |
8,485.03 |
5,821.49 |
2,663.54 |
40.2% |
351.55 |
5.3% |
30% |
False |
False |
68,474 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
40.4% |
346.51 |
5.2% |
31% |
False |
False |
66,504 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
62.8% |
365.34 |
5.5% |
20% |
False |
False |
69,947 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
62.8% |
384.42 |
5.8% |
20% |
False |
False |
73,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,858.01 |
2.618 |
7,461.90 |
1.618 |
7,219.19 |
1.000 |
7,069.20 |
0.618 |
6,976.48 |
HIGH |
6,826.49 |
0.618 |
6,733.77 |
0.500 |
6,705.14 |
0.382 |
6,676.50 |
LOW |
6,583.78 |
0.618 |
6,433.79 |
1.000 |
6,341.07 |
1.618 |
6,191.08 |
2.618 |
5,948.37 |
4.250 |
5,552.26 |
|
|
Fisher Pivots for day following 24-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
6,705.14 |
6,618.15 |
PP |
6,680.75 |
6,604.32 |
S1 |
6,656.37 |
6,590.49 |
|