Trading Metrics calculated at close of trading on 25-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
6,703.77 |
6,631.98 |
-71.79 |
-1.1% |
6,535.52 |
High |
6,826.49 |
6,633.28 |
-193.21 |
-2.8% |
6,778.13 |
Low |
6,583.78 |
6,339.05 |
-244.73 |
-3.7% |
6,129.09 |
Close |
6,631.98 |
6,391.98 |
-240.00 |
-3.6% |
6,703.77 |
Range |
242.71 |
294.23 |
51.52 |
21.2% |
649.04 |
ATR |
304.76 |
304.00 |
-0.75 |
-0.2% |
0.00 |
Volume |
48,007 |
65,250 |
17,243 |
35.9% |
309,755 |
|
Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,337.46 |
7,158.95 |
6,553.81 |
|
R3 |
7,043.23 |
6,864.72 |
6,472.89 |
|
R2 |
6,749.00 |
6,749.00 |
6,445.92 |
|
R1 |
6,570.49 |
6,570.49 |
6,418.95 |
6,512.63 |
PP |
6,454.77 |
6,454.77 |
6,454.77 |
6,425.84 |
S1 |
6,276.26 |
6,276.26 |
6,365.01 |
6,218.40 |
S2 |
6,160.54 |
6,160.54 |
6,338.04 |
|
S3 |
5,866.31 |
5,982.03 |
6,311.07 |
|
S4 |
5,572.08 |
5,687.80 |
6,230.15 |
|
|
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 |
10.9% |
287.92 |
4.5% |
38% |
False |
False |
64,120 |
10 |
6,826.49 |
6,129.09 |
697.40 |
10.9% |
252.79 |
4.0% |
38% |
False |
False |
58,244 |
20 |
7,405.24 |
6,120.70 |
1,284.54 |
20.1% |
285.63 |
4.5% |
21% |
False |
False |
63,331 |
40 |
8,206.53 |
5,894.44 |
2,312.09 |
36.2% |
335.49 |
5.2% |
22% |
False |
False |
68,737 |
60 |
8,485.03 |
5,894.44 |
2,590.59 |
40.5% |
352.42 |
5.5% |
19% |
False |
False |
68,173 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
42.0% |
347.28 |
5.4% |
22% |
False |
False |
66,613 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
65.1% |
362.43 |
5.7% |
14% |
False |
False |
69,746 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
65.1% |
384.06 |
6.0% |
14% |
False |
False |
73,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,883.76 |
2.618 |
7,403.57 |
1.618 |
7,109.34 |
1.000 |
6,927.51 |
0.618 |
6,815.11 |
HIGH |
6,633.28 |
0.618 |
6,520.88 |
0.500 |
6,486.17 |
0.382 |
6,451.45 |
LOW |
6,339.05 |
0.618 |
6,157.22 |
1.000 |
6,044.82 |
1.618 |
5,862.99 |
2.618 |
5,568.76 |
4.250 |
5,088.57 |
|
|
Fisher Pivots for day following 25-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
6,486.17 |
6,582.77 |
PP |
6,454.77 |
6,519.17 |
S1 |
6,423.38 |
6,455.58 |
|