Trading Metrics calculated at close of trading on 11-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,433.00 |
7,460.50 |
27.50 |
0.4% |
7,670.00 |
High |
7,483.50 |
7,524.75 |
41.25 |
0.6% |
7,693.75 |
Low |
7,414.00 |
7,404.50 |
-9.50 |
-0.1% |
7,393.00 |
Close |
7,460.25 |
7,512.00 |
51.75 |
0.7% |
7,438.50 |
Range |
69.50 |
120.25 |
50.75 |
73.0% |
300.75 |
ATR |
89.82 |
91.99 |
2.17 |
2.4% |
0.00 |
Volume |
418,797 |
467,702 |
48,905 |
11.7% |
2,250,385 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,841.25 |
7,796.75 |
7,578.25 |
|
R3 |
7,721.00 |
7,676.50 |
7,545.00 |
|
R2 |
7,600.75 |
7,600.75 |
7,534.00 |
|
R1 |
7,556.25 |
7,556.25 |
7,523.00 |
7,578.50 |
PP |
7,480.50 |
7,480.50 |
7,480.50 |
7,491.50 |
S1 |
7,436.00 |
7,436.00 |
7,501.00 |
7,458.25 |
S2 |
7,360.25 |
7,360.25 |
7,490.00 |
|
S3 |
7,240.00 |
7,315.75 |
7,479.00 |
|
S4 |
7,119.75 |
7,195.50 |
7,445.75 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,410.75 |
8,225.25 |
7,604.00 |
|
R3 |
8,110.00 |
7,924.50 |
7,521.25 |
|
R2 |
7,809.25 |
7,809.25 |
7,493.75 |
|
R1 |
7,623.75 |
7,623.75 |
7,466.00 |
7,566.00 |
PP |
7,508.50 |
7,508.50 |
7,508.50 |
7,479.50 |
S1 |
7,323.00 |
7,323.00 |
7,411.00 |
7,265.50 |
S2 |
7,207.75 |
7,207.75 |
7,383.25 |
|
S3 |
6,907.00 |
7,022.25 |
7,355.75 |
|
S4 |
6,606.25 |
6,721.50 |
7,273.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,643.25 |
7,393.00 |
250.25 |
3.3% |
113.75 |
1.5% |
48% |
False |
False |
533,243 |
10 |
7,697.00 |
7,393.00 |
304.00 |
4.0% |
92.25 |
1.2% |
39% |
False |
False |
445,966 |
20 |
7,697.00 |
7,316.50 |
380.50 |
5.1% |
87.50 |
1.2% |
51% |
False |
False |
391,664 |
40 |
7,697.00 |
7,166.75 |
530.25 |
7.1% |
91.50 |
1.2% |
65% |
False |
False |
371,120 |
60 |
7,697.00 |
6,956.00 |
741.00 |
9.9% |
98.50 |
1.3% |
75% |
False |
False |
370,279 |
80 |
7,697.00 |
6,855.50 |
841.50 |
11.2% |
94.50 |
1.3% |
78% |
False |
False |
302,107 |
100 |
7,697.00 |
6,457.00 |
1,240.00 |
16.5% |
99.00 |
1.3% |
85% |
False |
False |
241,850 |
120 |
7,697.00 |
6,338.00 |
1,359.00 |
18.1% |
111.25 |
1.5% |
86% |
False |
False |
201,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,035.75 |
2.618 |
7,839.50 |
1.618 |
7,719.25 |
1.000 |
7,645.00 |
0.618 |
7,599.00 |
HIGH |
7,524.75 |
0.618 |
7,478.75 |
0.500 |
7,464.50 |
0.382 |
7,450.50 |
LOW |
7,404.50 |
0.618 |
7,330.25 |
1.000 |
7,284.25 |
1.618 |
7,210.00 |
2.618 |
7,089.75 |
4.250 |
6,893.50 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,496.25 |
7,494.25 |
PP |
7,480.50 |
7,476.50 |
S1 |
7,464.50 |
7,459.00 |
|