Trading Metrics calculated at close of trading on 11-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,292.0 |
3,318.0 |
26.0 |
0.8% |
3,395.0 |
High |
3,324.0 |
3,320.0 |
-4.0 |
-0.1% |
3,407.0 |
Low |
3,287.0 |
3,285.0 |
-2.0 |
-0.1% |
3,273.0 |
Close |
3,311.0 |
3,311.0 |
0.0 |
0.0% |
3,290.0 |
Range |
37.0 |
35.0 |
-2.0 |
-5.4% |
134.0 |
ATR |
37.9 |
37.7 |
-0.2 |
-0.6% |
0.0 |
Volume |
857,542 |
1,047,106 |
189,564 |
22.1% |
4,917,020 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,410.3 |
3,395.7 |
3,330.3 |
|
R3 |
3,375.3 |
3,360.7 |
3,320.6 |
|
R2 |
3,340.3 |
3,340.3 |
3,317.4 |
|
R1 |
3,325.7 |
3,325.7 |
3,314.2 |
3,315.5 |
PP |
3,305.3 |
3,305.3 |
3,305.3 |
3,300.3 |
S1 |
3,290.7 |
3,290.7 |
3,307.8 |
3,280.5 |
S2 |
3,270.3 |
3,270.3 |
3,304.6 |
|
S3 |
3,235.3 |
3,255.7 |
3,301.4 |
|
S4 |
3,200.3 |
3,220.7 |
3,291.8 |
|
|
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 |
3,357.0 |
3,273.0 |
84.0 |
2.5% |
37.6 |
1.1% |
45% |
False |
False |
1,126,758 |
10 |
3,463.0 |
3,273.0 |
190.0 |
5.7% |
37.9 |
1.1% |
20% |
False |
False |
988,538 |
20 |
3,463.0 |
3,273.0 |
190.0 |
5.7% |
36.5 |
1.1% |
20% |
False |
False |
855,447 |
40 |
3,533.0 |
3,273.0 |
260.0 |
7.9% |
34.4 |
1.0% |
15% |
False |
False |
851,453 |
60 |
3,533.0 |
3,273.0 |
260.0 |
7.9% |
37.0 |
1.1% |
15% |
False |
False |
880,053 |
80 |
3,564.0 |
3,273.0 |
291.0 |
8.8% |
39.2 |
1.2% |
13% |
False |
False |
779,054 |
100 |
3,564.0 |
3,273.0 |
291.0 |
8.8% |
36.1 |
1.1% |
13% |
False |
False |
623,936 |
120 |
3,564.0 |
3,163.0 |
401.0 |
12.1% |
37.0 |
1.1% |
37% |
False |
False |
521,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,468.8 |
2.618 |
3,411.6 |
1.618 |
3,376.6 |
1.000 |
3,355.0 |
0.618 |
3,341.6 |
HIGH |
3,320.0 |
0.618 |
3,306.6 |
0.500 |
3,302.5 |
0.382 |
3,298.4 |
LOW |
3,285.0 |
0.618 |
3,263.4 |
1.000 |
3,250.0 |
1.618 |
3,228.4 |
2.618 |
3,193.4 |
4.250 |
3,136.3 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,308.2 |
3,306.8 |
PP |
3,305.3 |
3,302.7 |
S1 |
3,302.5 |
3,298.5 |
|