Trading Metrics calculated at close of trading on 13-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,318.0 |
3,320.0 |
2.0 |
0.1% |
3,395.0 |
High |
3,330.0 |
3,354.0 |
24.0 |
0.7% |
3,407.0 |
Low |
3,303.0 |
3,316.0 |
13.0 |
0.4% |
3,273.0 |
Close |
3,328.0 |
3,335.0 |
7.0 |
0.2% |
3,290.0 |
Range |
27.0 |
38.0 |
11.0 |
40.7% |
134.0 |
ATR |
37.0 |
37.0 |
0.1 |
0.2% |
0.0 |
Volume |
1,183,537 |
1,121,290 |
-62,247 |
-5.3% |
4,917,020 |
|
Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,449.0 |
3,430.0 |
3,355.9 |
|
R3 |
3,411.0 |
3,392.0 |
3,345.5 |
|
R2 |
3,373.0 |
3,373.0 |
3,342.0 |
|
R1 |
3,354.0 |
3,354.0 |
3,338.5 |
3,363.5 |
PP |
3,335.0 |
3,335.0 |
3,335.0 |
3,339.8 |
S1 |
3,316.0 |
3,316.0 |
3,331.5 |
3,325.5 |
S2 |
3,297.0 |
3,297.0 |
3,328.0 |
|
S3 |
3,259.0 |
3,278.0 |
3,324.6 |
|
S4 |
3,221.0 |
3,240.0 |
3,314.1 |
|
|
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 |
3,354.0 |
3,273.0 |
81.0 |
2.4% |
34.0 |
1.0% |
77% |
True |
False |
1,076,685 |
10 |
3,450.0 |
3,273.0 |
177.0 |
5.3% |
40.1 |
1.2% |
35% |
False |
False |
1,099,787 |
20 |
3,463.0 |
3,273.0 |
190.0 |
5.7% |
33.6 |
1.0% |
33% |
False |
False |
870,443 |
40 |
3,533.0 |
3,273.0 |
260.0 |
7.8% |
34.3 |
1.0% |
24% |
False |
False |
864,635 |
60 |
3,533.0 |
3,273.0 |
260.0 |
7.8% |
36.5 |
1.1% |
24% |
False |
False |
883,353 |
80 |
3,563.0 |
3,273.0 |
290.0 |
8.7% |
39.4 |
1.2% |
21% |
False |
False |
807,771 |
100 |
3,564.0 |
3,273.0 |
291.0 |
8.7% |
36.4 |
1.1% |
21% |
False |
False |
646,968 |
120 |
3,564.0 |
3,163.0 |
401.0 |
12.0% |
37.0 |
1.1% |
43% |
False |
False |
540,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,515.5 |
2.618 |
3,453.5 |
1.618 |
3,415.5 |
1.000 |
3,392.0 |
0.618 |
3,377.5 |
HIGH |
3,354.0 |
0.618 |
3,339.5 |
0.500 |
3,335.0 |
0.382 |
3,330.5 |
LOW |
3,316.0 |
0.618 |
3,292.5 |
1.000 |
3,278.0 |
1.618 |
3,254.5 |
2.618 |
3,216.5 |
4.250 |
3,154.5 |
|
|
Fisher Pivots for day following 13-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,335.0 |
3,329.8 |
PP |
3,335.0 |
3,324.7 |
S1 |
3,335.0 |
3,319.5 |
|