Trading Metrics calculated at close of trading on 10-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,296.0 |
3,292.0 |
-4.0 |
-0.1% |
3,395.0 |
High |
3,306.0 |
3,324.0 |
18.0 |
0.5% |
3,407.0 |
Low |
3,273.0 |
3,287.0 |
14.0 |
0.4% |
3,273.0 |
Close |
3,290.0 |
3,311.0 |
21.0 |
0.6% |
3,290.0 |
Range |
33.0 |
37.0 |
4.0 |
12.1% |
134.0 |
ATR |
38.0 |
37.9 |
-0.1 |
-0.2% |
0.0 |
Volume |
1,173,954 |
857,542 |
-316,412 |
-27.0% |
4,917,020 |
|
Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,418.3 |
3,401.7 |
3,331.4 |
|
R3 |
3,381.3 |
3,364.7 |
3,321.2 |
|
R2 |
3,344.3 |
3,344.3 |
3,317.8 |
|
R1 |
3,327.7 |
3,327.7 |
3,314.4 |
3,336.0 |
PP |
3,307.3 |
3,307.3 |
3,307.3 |
3,311.5 |
S1 |
3,290.7 |
3,290.7 |
3,307.6 |
3,299.0 |
S2 |
3,270.3 |
3,270.3 |
3,304.2 |
|
S3 |
3,233.3 |
3,253.7 |
3,300.8 |
|
S4 |
3,196.3 |
3,216.7 |
3,290.7 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,725.3 |
3,641.7 |
3,363.7 |
|
R3 |
3,591.3 |
3,507.7 |
3,326.9 |
|
R2 |
3,457.3 |
3,457.3 |
3,314.6 |
|
R1 |
3,373.7 |
3,373.7 |
3,302.3 |
3,348.5 |
PP |
3,323.3 |
3,323.3 |
3,323.3 |
3,310.8 |
S1 |
3,239.7 |
3,239.7 |
3,277.7 |
3,214.5 |
S2 |
3,189.3 |
3,189.3 |
3,265.4 |
|
S3 |
3,055.3 |
3,105.7 |
3,253.2 |
|
S4 |
2,921.3 |
2,971.7 |
3,216.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,407.0 |
3,273.0 |
134.0 |
4.0% |
43.6 |
1.3% |
28% |
False |
False |
1,154,912 |
10 |
3,463.0 |
3,273.0 |
190.0 |
5.7% |
37.2 |
1.1% |
20% |
False |
False |
936,150 |
20 |
3,463.0 |
3,273.0 |
190.0 |
5.7% |
35.8 |
1.1% |
20% |
False |
False |
848,764 |
40 |
3,533.0 |
3,273.0 |
260.0 |
7.9% |
34.1 |
1.0% |
15% |
False |
False |
841,886 |
60 |
3,533.0 |
3,273.0 |
260.0 |
7.9% |
37.1 |
1.1% |
15% |
False |
False |
886,947 |
80 |
3,564.0 |
3,273.0 |
291.0 |
8.8% |
39.1 |
1.2% |
13% |
False |
False |
765,970 |
100 |
3,564.0 |
3,273.0 |
291.0 |
8.8% |
35.9 |
1.1% |
13% |
False |
False |
614,558 |
120 |
3,564.0 |
3,163.0 |
401.0 |
12.1% |
37.2 |
1.1% |
37% |
False |
False |
513,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,481.3 |
2.618 |
3,420.9 |
1.618 |
3,383.9 |
1.000 |
3,361.0 |
0.618 |
3,346.9 |
HIGH |
3,324.0 |
0.618 |
3,309.9 |
0.500 |
3,305.5 |
0.382 |
3,301.1 |
LOW |
3,287.0 |
0.618 |
3,264.1 |
1.000 |
3,250.0 |
1.618 |
3,227.1 |
2.618 |
3,190.1 |
4.250 |
3,129.8 |
|
|
Fisher Pivots for day following 10-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,309.2 |
3,307.7 |
PP |
3,307.3 |
3,304.3 |
S1 |
3,305.5 |
3,301.0 |
|