Trading Metrics calculated at close of trading on 14-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,320.0 |
3,339.0 |
19.0 |
0.6% |
3,292.0 |
High |
3,354.0 |
3,352.0 |
-2.0 |
-0.1% |
3,354.0 |
Low |
3,316.0 |
3,333.0 |
17.0 |
0.5% |
3,285.0 |
Close |
3,335.0 |
3,347.0 |
12.0 |
0.4% |
3,347.0 |
Range |
38.0 |
19.0 |
-19.0 |
-50.0% |
69.0 |
ATR |
37.0 |
35.8 |
-1.3 |
-3.5% |
0.0 |
Volume |
1,121,290 |
1,019,653 |
-101,637 |
-9.1% |
5,229,128 |
|
Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,401.0 |
3,393.0 |
3,357.5 |
|
R3 |
3,382.0 |
3,374.0 |
3,352.2 |
|
R2 |
3,363.0 |
3,363.0 |
3,350.5 |
|
R1 |
3,355.0 |
3,355.0 |
3,348.7 |
3,359.0 |
PP |
3,344.0 |
3,344.0 |
3,344.0 |
3,346.0 |
S1 |
3,336.0 |
3,336.0 |
3,345.3 |
3,340.0 |
S2 |
3,325.0 |
3,325.0 |
3,343.5 |
|
S3 |
3,306.0 |
3,317.0 |
3,341.8 |
|
S4 |
3,287.0 |
3,298.0 |
3,336.6 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,535.7 |
3,510.3 |
3,385.0 |
|
R3 |
3,466.7 |
3,441.3 |
3,366.0 |
|
R2 |
3,397.7 |
3,397.7 |
3,359.7 |
|
R1 |
3,372.3 |
3,372.3 |
3,353.3 |
3,385.0 |
PP |
3,328.7 |
3,328.7 |
3,328.7 |
3,335.0 |
S1 |
3,303.3 |
3,303.3 |
3,340.7 |
3,316.0 |
S2 |
3,259.7 |
3,259.7 |
3,334.4 |
|
S3 |
3,190.7 |
3,234.3 |
3,328.0 |
|
S4 |
3,121.7 |
3,165.3 |
3,309.1 |
|
|
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 |
3,285.0 |
69.0 |
2.1% |
31.2 |
0.9% |
90% |
False |
False |
1,045,825 |
10 |
3,427.0 |
3,273.0 |
154.0 |
4.6% |
38.8 |
1.2% |
48% |
False |
False |
1,120,495 |
20 |
3,463.0 |
3,273.0 |
190.0 |
5.7% |
32.9 |
1.0% |
39% |
False |
False |
878,209 |
40 |
3,533.0 |
3,273.0 |
260.0 |
7.8% |
34.1 |
1.0% |
28% |
False |
False |
868,459 |
60 |
3,533.0 |
3,273.0 |
260.0 |
7.8% |
36.4 |
1.1% |
28% |
False |
False |
885,729 |
80 |
3,546.0 |
3,273.0 |
273.0 |
8.2% |
39.4 |
1.2% |
27% |
False |
False |
818,973 |
100 |
3,564.0 |
3,273.0 |
291.0 |
8.7% |
36.2 |
1.1% |
25% |
False |
False |
657,113 |
120 |
3,564.0 |
3,163.0 |
401.0 |
12.0% |
36.5 |
1.1% |
46% |
False |
False |
549,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,432.8 |
2.618 |
3,401.7 |
1.618 |
3,382.7 |
1.000 |
3,371.0 |
0.618 |
3,363.7 |
HIGH |
3,352.0 |
0.618 |
3,344.7 |
0.500 |
3,342.5 |
0.382 |
3,340.3 |
LOW |
3,333.0 |
0.618 |
3,321.3 |
1.000 |
3,314.0 |
1.618 |
3,302.3 |
2.618 |
3,283.3 |
4.250 |
3,252.3 |
|
|
Fisher Pivots for day following 14-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,345.5 |
3,340.8 |
PP |
3,344.0 |
3,334.7 |
S1 |
3,342.5 |
3,328.5 |
|