Trading Metrics calculated at close of trading on 27-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
6,391.98 |
6,504.34 |
112.36 |
1.8% |
6,535.52 |
High |
6,545.15 |
6,727.39 |
182.24 |
2.8% |
6,778.13 |
Low |
6,378.04 |
6,437.79 |
59.75 |
0.9% |
6,129.09 |
Close |
6,504.34 |
6,697.55 |
193.21 |
3.0% |
6,703.77 |
Range |
167.11 |
289.60 |
122.49 |
73.3% |
649.04 |
ATR |
294.23 |
293.90 |
-0.33 |
-0.1% |
0.00 |
Volume |
43,657 |
49,620 |
5,963 |
13.7% |
309,755 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,489.71 |
7,383.23 |
6,856.83 |
|
R3 |
7,200.11 |
7,093.63 |
6,777.19 |
|
R2 |
6,910.51 |
6,910.51 |
6,750.64 |
|
R1 |
6,804.03 |
6,804.03 |
6,724.10 |
6,857.27 |
PP |
6,620.91 |
6,620.91 |
6,620.91 |
6,647.53 |
S1 |
6,514.43 |
6,514.43 |
6,671.00 |
6,567.67 |
S2 |
6,331.31 |
6,331.31 |
6,644.46 |
|
S3 |
6,041.71 |
6,224.83 |
6,617.91 |
|
S4 |
5,752.11 |
5,935.23 |
6,538.27 |
|
|
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 |
7.3% |
280.79 |
4.2% |
74% |
False |
False |
59,951 |
10 |
6,826.49 |
6,129.09 |
697.40 |
10.4% |
261.14 |
3.9% |
82% |
False |
False |
56,728 |
20 |
7,405.24 |
6,120.70 |
1,284.54 |
19.2% |
277.74 |
4.1% |
45% |
False |
False |
61,378 |
40 |
7,705.79 |
5,894.44 |
1,811.35 |
27.0% |
325.76 |
4.9% |
44% |
False |
False |
67,171 |
60 |
8,485.03 |
5,894.44 |
2,590.59 |
38.7% |
345.23 |
5.2% |
31% |
False |
False |
67,954 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
40.0% |
345.41 |
5.2% |
33% |
False |
False |
66,571 |
100 |
9,459.93 |
5,803.02 |
3,656.91 |
54.6% |
356.56 |
5.3% |
24% |
False |
False |
69,338 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
62.2% |
380.04 |
5.7% |
21% |
False |
False |
72,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,958.19 |
2.618 |
7,485.56 |
1.618 |
7,195.96 |
1.000 |
7,016.99 |
0.618 |
6,906.36 |
HIGH |
6,727.39 |
0.618 |
6,616.76 |
0.500 |
6,582.59 |
0.382 |
6,548.42 |
LOW |
6,437.79 |
0.618 |
6,258.82 |
1.000 |
6,148.19 |
1.618 |
5,969.22 |
2.618 |
5,679.62 |
4.250 |
5,206.99 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
6,659.23 |
6,642.77 |
PP |
6,620.91 |
6,588.00 |
S1 |
6,582.59 |
6,533.22 |
|