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 |
7,276.0 |
7,269.0 |
-7.0 |
-0.1% |
7,440.0 |
High |
7,296.0 |
7,326.0 |
30.0 |
0.4% |
7,529.0 |
Low |
7,221.0 |
7,251.0 |
30.0 |
0.4% |
7,228.0 |
Close |
7,269.5 |
7,309.5 |
40.0 |
0.6% |
7,278.5 |
Range |
75.0 |
75.0 |
0.0 |
0.0% |
301.0 |
ATR |
84.5 |
83.8 |
-0.7 |
-0.8% |
0.0 |
Volume |
103,490 |
136,015 |
32,525 |
31.4% |
561,251 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,520.5 |
7,490.0 |
7,351.0 |
|
R3 |
7,445.5 |
7,415.0 |
7,330.0 |
|
R2 |
7,370.5 |
7,370.5 |
7,323.0 |
|
R1 |
7,340.0 |
7,340.0 |
7,316.5 |
7,355.0 |
PP |
7,295.5 |
7,295.5 |
7,295.5 |
7,303.0 |
S1 |
7,265.0 |
7,265.0 |
7,302.5 |
7,280.0 |
S2 |
7,220.5 |
7,220.5 |
7,296.0 |
|
S3 |
7,145.5 |
7,190.0 |
7,289.0 |
|
S4 |
7,070.5 |
7,115.0 |
7,268.0 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,248.0 |
8,064.5 |
7,444.0 |
|
R3 |
7,947.0 |
7,763.5 |
7,361.5 |
|
R2 |
7,646.0 |
7,646.0 |
7,333.5 |
|
R1 |
7,462.5 |
7,462.5 |
7,306.0 |
7,404.0 |
PP |
7,345.0 |
7,345.0 |
7,345.0 |
7,316.0 |
S1 |
7,161.5 |
7,161.5 |
7,251.0 |
7,103.0 |
S2 |
7,044.0 |
7,044.0 |
7,223.5 |
|
S3 |
6,743.0 |
6,860.5 |
7,195.5 |
|
S4 |
6,442.0 |
6,559.5 |
7,113.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,399.5 |
7,221.0 |
178.5 |
2.4% |
80.5 |
1.1% |
50% |
False |
False |
117,678 |
10 |
7,570.0 |
7,221.0 |
349.0 |
4.8% |
87.0 |
1.2% |
25% |
False |
False |
108,392 |
20 |
7,640.5 |
7,221.0 |
419.5 |
5.7% |
84.0 |
1.1% |
21% |
False |
False |
96,218 |
40 |
7,757.5 |
7,221.0 |
536.5 |
7.3% |
80.0 |
1.1% |
16% |
False |
False |
91,387 |
60 |
7,757.5 |
7,221.0 |
536.5 |
7.3% |
85.5 |
1.2% |
16% |
False |
False |
91,808 |
80 |
7,810.0 |
7,221.0 |
589.0 |
8.1% |
84.0 |
1.1% |
15% |
False |
False |
89,457 |
100 |
7,810.0 |
7,221.0 |
589.0 |
8.1% |
74.5 |
1.0% |
15% |
False |
False |
71,691 |
120 |
7,810.0 |
6,720.5 |
1,089.5 |
14.9% |
70.0 |
1.0% |
54% |
False |
False |
59,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,645.0 |
2.618 |
7,522.5 |
1.618 |
7,447.5 |
1.000 |
7,401.0 |
0.618 |
7,372.5 |
HIGH |
7,326.0 |
0.618 |
7,297.5 |
0.500 |
7,288.5 |
0.382 |
7,279.5 |
LOW |
7,251.0 |
0.618 |
7,204.5 |
1.000 |
7,176.0 |
1.618 |
7,129.5 |
2.618 |
7,054.5 |
4.250 |
6,932.0 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,302.5 |
7,297.5 |
PP |
7,295.5 |
7,285.5 |
S1 |
7,288.5 |
7,273.5 |
|