Trading Metrics calculated at close of trading on 26-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
6,631.98 |
6,391.98 |
-240.00 |
-3.6% |
6,535.52 |
High |
6,633.28 |
6,545.15 |
-88.13 |
-1.3% |
6,778.13 |
Low |
6,339.05 |
6,378.04 |
38.99 |
0.6% |
6,129.09 |
Close |
6,391.98 |
6,504.34 |
112.36 |
1.8% |
6,703.77 |
Range |
294.23 |
167.11 |
-127.12 |
-43.2% |
649.04 |
ATR |
304.00 |
294.23 |
-9.78 |
-3.2% |
0.00 |
Volume |
65,250 |
43,657 |
-21,593 |
-33.1% |
309,755 |
|
Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,977.17 |
6,907.87 |
6,596.25 |
|
R3 |
6,810.06 |
6,740.76 |
6,550.30 |
|
R2 |
6,642.95 |
6,642.95 |
6,534.98 |
|
R1 |
6,573.65 |
6,573.65 |
6,519.66 |
6,608.30 |
PP |
6,475.84 |
6,475.84 |
6,475.84 |
6,493.17 |
S1 |
6,406.54 |
6,406.54 |
6,489.02 |
6,441.19 |
S2 |
6,308.73 |
6,308.73 |
6,473.70 |
|
S3 |
6,141.62 |
6,239.43 |
6,458.38 |
|
S4 |
5,974.51 |
6,072.32 |
6,412.43 |
|
|
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 |
6,339.05 |
487.44 |
7.5% |
242.49 |
3.7% |
34% |
False |
False |
57,749 |
10 |
6,826.49 |
6,129.09 |
697.40 |
10.7% |
254.60 |
3.9% |
54% |
False |
False |
57,577 |
20 |
7,405.24 |
6,120.70 |
1,284.54 |
19.7% |
273.61 |
4.2% |
30% |
False |
False |
61,484 |
40 |
7,778.77 |
5,894.44 |
1,884.33 |
29.0% |
326.27 |
5.0% |
32% |
False |
False |
67,747 |
60 |
8,485.03 |
5,894.44 |
2,590.59 |
39.8% |
342.53 |
5.3% |
24% |
False |
False |
67,854 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
41.2% |
345.26 |
5.3% |
26% |
False |
False |
66,571 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
64.0% |
361.41 |
5.6% |
17% |
False |
False |
69,484 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
64.0% |
383.04 |
5.9% |
17% |
False |
False |
72,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,255.37 |
2.618 |
6,982.64 |
1.618 |
6,815.53 |
1.000 |
6,712.26 |
0.618 |
6,648.42 |
HIGH |
6,545.15 |
0.618 |
6,481.31 |
0.500 |
6,461.60 |
0.382 |
6,441.88 |
LOW |
6,378.04 |
0.618 |
6,274.77 |
1.000 |
6,210.93 |
1.618 |
6,107.66 |
2.618 |
5,940.55 |
4.250 |
5,667.82 |
|
|
Fisher Pivots for day following 26-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
6,490.09 |
6,582.77 |
PP |
6,475.84 |
6,556.63 |
S1 |
6,461.60 |
6,530.48 |
|