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 |
7,269.0 |
7,294.0 |
25.0 |
0.3% |
7,440.0 |
High |
7,326.0 |
7,320.5 |
-5.5 |
-0.1% |
7,529.0 |
Low |
7,251.0 |
7,274.5 |
23.5 |
0.3% |
7,228.0 |
Close |
7,309.5 |
7,279.0 |
-30.5 |
-0.4% |
7,278.5 |
Range |
75.0 |
46.0 |
-29.0 |
-38.7% |
301.0 |
ATR |
83.8 |
81.1 |
-2.7 |
-3.2% |
0.0 |
Volume |
136,015 |
159,598 |
23,583 |
17.3% |
561,251 |
|
Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,429.5 |
7,400.0 |
7,304.5 |
|
R3 |
7,383.5 |
7,354.0 |
7,291.5 |
|
R2 |
7,337.5 |
7,337.5 |
7,287.5 |
|
R1 |
7,308.0 |
7,308.0 |
7,283.0 |
7,300.0 |
PP |
7,291.5 |
7,291.5 |
7,291.5 |
7,287.0 |
S1 |
7,262.0 |
7,262.0 |
7,275.0 |
7,254.0 |
S2 |
7,245.5 |
7,245.5 |
7,270.5 |
|
S3 |
7,199.5 |
7,216.0 |
7,266.5 |
|
S4 |
7,153.5 |
7,170.0 |
7,253.5 |
|
|
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 |
7,337.5 |
7,221.0 |
116.5 |
1.6% |
72.0 |
1.0% |
50% |
False |
False |
125,191 |
10 |
7,529.0 |
7,221.0 |
308.0 |
4.2% |
83.0 |
1.1% |
19% |
False |
False |
115,424 |
20 |
7,640.5 |
7,221.0 |
419.5 |
5.8% |
77.5 |
1.1% |
14% |
False |
False |
97,394 |
40 |
7,757.5 |
7,221.0 |
536.5 |
7.4% |
80.0 |
1.1% |
11% |
False |
False |
93,377 |
60 |
7,757.5 |
7,221.0 |
536.5 |
7.4% |
85.0 |
1.2% |
11% |
False |
False |
92,654 |
80 |
7,759.5 |
7,221.0 |
538.5 |
7.4% |
84.0 |
1.2% |
11% |
False |
False |
91,380 |
100 |
7,810.0 |
7,221.0 |
589.0 |
8.1% |
75.0 |
1.0% |
10% |
False |
False |
73,243 |
120 |
7,810.0 |
6,720.5 |
1,089.5 |
15.0% |
69.5 |
1.0% |
51% |
False |
False |
61,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,516.0 |
2.618 |
7,441.0 |
1.618 |
7,395.0 |
1.000 |
7,366.5 |
0.618 |
7,349.0 |
HIGH |
7,320.5 |
0.618 |
7,303.0 |
0.500 |
7,297.5 |
0.382 |
7,292.0 |
LOW |
7,274.5 |
0.618 |
7,246.0 |
1.000 |
7,228.5 |
1.618 |
7,200.0 |
2.618 |
7,154.0 |
4.250 |
7,079.0 |
|
|
Fisher Pivots for day following 13-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,297.5 |
7,277.0 |
PP |
7,291.5 |
7,275.5 |
S1 |
7,285.0 |
7,273.5 |
|