Trading Metrics calculated at close of trading on 12-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,318.0 |
3,318.0 |
0.0 |
0.0% |
3,395.0 |
High |
3,320.0 |
3,330.0 |
10.0 |
0.3% |
3,407.0 |
Low |
3,285.0 |
3,303.0 |
18.0 |
0.5% |
3,273.0 |
Close |
3,311.0 |
3,328.0 |
17.0 |
0.5% |
3,290.0 |
Range |
35.0 |
27.0 |
-8.0 |
-22.9% |
134.0 |
ATR |
37.7 |
37.0 |
-0.8 |
-2.0% |
0.0 |
Volume |
1,047,106 |
1,183,537 |
136,431 |
13.0% |
4,917,020 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,401.3 |
3,391.7 |
3,342.9 |
|
R3 |
3,374.3 |
3,364.7 |
3,335.4 |
|
R2 |
3,347.3 |
3,347.3 |
3,333.0 |
|
R1 |
3,337.7 |
3,337.7 |
3,330.5 |
3,342.5 |
PP |
3,320.3 |
3,320.3 |
3,320.3 |
3,322.8 |
S1 |
3,310.7 |
3,310.7 |
3,325.5 |
3,315.5 |
S2 |
3,293.3 |
3,293.3 |
3,323.1 |
|
S3 |
3,266.3 |
3,283.7 |
3,320.6 |
|
S4 |
3,239.3 |
3,256.7 |
3,313.2 |
|
|
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 |
3,330.0 |
3,273.0 |
57.0 |
1.7% |
33.8 |
1.0% |
96% |
True |
False |
1,102,960 |
10 |
3,459.0 |
3,273.0 |
186.0 |
5.6% |
38.6 |
1.2% |
30% |
False |
False |
1,047,495 |
20 |
3,463.0 |
3,273.0 |
190.0 |
5.7% |
36.0 |
1.1% |
29% |
False |
False |
876,158 |
40 |
3,533.0 |
3,273.0 |
260.0 |
7.8% |
33.9 |
1.0% |
21% |
False |
False |
858,899 |
60 |
3,533.0 |
3,273.0 |
260.0 |
7.8% |
36.6 |
1.1% |
21% |
False |
False |
883,954 |
80 |
3,564.0 |
3,273.0 |
291.0 |
8.7% |
39.2 |
1.2% |
19% |
False |
False |
793,846 |
100 |
3,564.0 |
3,273.0 |
291.0 |
8.7% |
36.2 |
1.1% |
19% |
False |
False |
635,756 |
120 |
3,564.0 |
3,163.0 |
401.0 |
12.0% |
37.0 |
1.1% |
41% |
False |
False |
531,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,444.8 |
2.618 |
3,400.7 |
1.618 |
3,373.7 |
1.000 |
3,357.0 |
0.618 |
3,346.7 |
HIGH |
3,330.0 |
0.618 |
3,319.7 |
0.500 |
3,316.5 |
0.382 |
3,313.3 |
LOW |
3,303.0 |
0.618 |
3,286.3 |
1.000 |
3,276.0 |
1.618 |
3,259.3 |
2.618 |
3,232.3 |
4.250 |
3,188.3 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,324.2 |
3,321.2 |
PP |
3,320.3 |
3,314.3 |
S1 |
3,316.5 |
3,307.5 |
|