Trading Metrics calculated at close of trading on 28-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
6,504.34 |
6,697.62 |
193.28 |
3.0% |
6,703.77 |
High |
6,727.39 |
6,804.31 |
76.92 |
1.1% |
6,826.49 |
Low |
6,437.79 |
6,542.60 |
104.81 |
1.6% |
6,339.05 |
Close |
6,697.55 |
6,652.17 |
-45.38 |
-0.7% |
6,652.17 |
Range |
289.60 |
261.71 |
-27.89 |
-9.6% |
487.44 |
ATR |
293.90 |
291.60 |
-2.30 |
-0.8% |
0.00 |
Volume |
49,620 |
71,786 |
22,166 |
44.7% |
278,320 |
|
Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,451.49 |
7,313.54 |
6,796.11 |
|
R3 |
7,189.78 |
7,051.83 |
6,724.14 |
|
R2 |
6,928.07 |
6,928.07 |
6,700.15 |
|
R1 |
6,790.12 |
6,790.12 |
6,676.16 |
6,728.24 |
PP |
6,666.36 |
6,666.36 |
6,666.36 |
6,635.42 |
S1 |
6,528.41 |
6,528.41 |
6,628.18 |
6,466.53 |
S2 |
6,404.65 |
6,404.65 |
6,604.19 |
|
S3 |
6,142.94 |
6,266.70 |
6,580.20 |
|
S4 |
5,881.23 |
6,004.99 |
6,508.23 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,068.22 |
7,847.64 |
6,920.26 |
|
R3 |
7,580.78 |
7,360.20 |
6,786.22 |
|
R2 |
7,093.34 |
7,093.34 |
6,741.53 |
|
R1 |
6,872.76 |
6,872.76 |
6,696.85 |
6,739.33 |
PP |
6,605.90 |
6,605.90 |
6,605.90 |
6,539.19 |
S1 |
6,385.32 |
6,385.32 |
6,607.49 |
6,251.89 |
S2 |
6,118.46 |
6,118.46 |
6,562.81 |
|
S3 |
5,631.02 |
5,897.88 |
6,518.12 |
|
S4 |
5,143.58 |
5,410.44 |
6,384.08 |
|
|
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% |
251.07 |
3.8% |
64% |
False |
False |
55,664 |
10 |
6,826.49 |
6,129.09 |
697.40 |
10.5% |
268.33 |
4.0% |
75% |
False |
False |
58,807 |
20 |
7,405.24 |
6,120.70 |
1,284.54 |
19.3% |
277.66 |
4.2% |
41% |
False |
False |
62,044 |
40 |
7,568.37 |
5,894.44 |
1,673.93 |
25.2% |
325.77 |
4.9% |
45% |
False |
False |
67,565 |
60 |
8,485.03 |
5,894.44 |
2,590.59 |
38.9% |
345.63 |
5.2% |
29% |
False |
False |
68,238 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
40.3% |
346.48 |
5.2% |
32% |
False |
False |
66,883 |
100 |
9,385.75 |
5,803.02 |
3,582.73 |
53.9% |
355.10 |
5.3% |
24% |
False |
False |
69,381 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
62.6% |
380.49 |
5.7% |
20% |
False |
False |
72,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,916.58 |
2.618 |
7,489.47 |
1.618 |
7,227.76 |
1.000 |
7,066.02 |
0.618 |
6,966.05 |
HIGH |
6,804.31 |
0.618 |
6,704.34 |
0.500 |
6,673.46 |
0.382 |
6,642.57 |
LOW |
6,542.60 |
0.618 |
6,380.86 |
1.000 |
6,280.89 |
1.618 |
6,119.15 |
2.618 |
5,857.44 |
4.250 |
5,430.33 |
|
|
Fisher Pivots for day following 28-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
6,673.46 |
6,631.84 |
PP |
6,666.36 |
6,611.51 |
S1 |
6,659.27 |
6,591.18 |
|