Trading Metrics calculated at close of trading on 18-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,534.00 |
7,434.25 |
-99.75 |
-1.3% |
7,433.00 |
High |
7,547.25 |
7,535.25 |
-12.00 |
-0.2% |
7,598.75 |
Low |
7,429.50 |
7,393.50 |
-36.00 |
-0.5% |
7,404.50 |
Close |
7,436.25 |
7,495.25 |
59.00 |
0.8% |
7,544.75 |
Range |
117.75 |
141.75 |
24.00 |
20.4% |
194.25 |
ATR |
95.95 |
99.22 |
3.27 |
3.4% |
0.00 |
Volume |
197,770 |
171,310 |
-26,460 |
-13.4% |
2,170,227 |
|
Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,900.00 |
7,839.25 |
7,573.25 |
|
R3 |
7,758.25 |
7,697.50 |
7,534.25 |
|
R2 |
7,616.50 |
7,616.50 |
7,521.25 |
|
R1 |
7,555.75 |
7,555.75 |
7,508.25 |
7,586.00 |
PP |
7,474.75 |
7,474.75 |
7,474.75 |
7,489.75 |
S1 |
7,414.00 |
7,414.00 |
7,482.25 |
7,444.50 |
S2 |
7,333.00 |
7,333.00 |
7,469.25 |
|
S3 |
7,191.25 |
7,272.25 |
7,456.25 |
|
S4 |
7,049.50 |
7,130.50 |
7,417.25 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,098.75 |
8,016.00 |
7,651.50 |
|
R3 |
7,904.50 |
7,821.75 |
7,598.25 |
|
R2 |
7,710.25 |
7,710.25 |
7,580.25 |
|
R1 |
7,627.50 |
7,627.50 |
7,562.50 |
7,669.00 |
PP |
7,516.00 |
7,516.00 |
7,516.00 |
7,536.75 |
S1 |
7,433.25 |
7,433.25 |
7,527.00 |
7,474.50 |
S2 |
7,321.75 |
7,321.75 |
7,509.25 |
|
S3 |
7,127.50 |
7,239.00 |
7,491.25 |
|
S4 |
6,933.25 |
7,044.75 |
7,438.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,598.75 |
7,393.50 |
205.25 |
2.7% |
114.50 |
1.5% |
50% |
False |
True |
330,561 |
10 |
7,643.25 |
7,393.00 |
250.25 |
3.3% |
114.00 |
1.5% |
41% |
False |
False |
431,902 |
20 |
7,697.00 |
7,352.00 |
345.00 |
4.6% |
94.00 |
1.3% |
42% |
False |
False |
382,910 |
40 |
7,697.00 |
7,166.75 |
530.25 |
7.1% |
94.75 |
1.3% |
62% |
False |
False |
374,375 |
60 |
7,697.00 |
6,956.00 |
741.00 |
9.9% |
99.25 |
1.3% |
73% |
False |
False |
367,662 |
80 |
7,697.00 |
6,916.50 |
780.50 |
10.4% |
96.25 |
1.3% |
74% |
False |
False |
322,688 |
100 |
7,697.00 |
6,563.25 |
1,133.75 |
15.1% |
96.50 |
1.3% |
82% |
False |
False |
258,308 |
120 |
7,697.00 |
6,338.00 |
1,359.00 |
18.1% |
106.00 |
1.4% |
85% |
False |
False |
215,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,137.75 |
2.618 |
7,906.25 |
1.618 |
7,764.50 |
1.000 |
7,677.00 |
0.618 |
7,622.75 |
HIGH |
7,535.25 |
0.618 |
7,481.00 |
0.500 |
7,464.50 |
0.382 |
7,447.75 |
LOW |
7,393.50 |
0.618 |
7,306.00 |
1.000 |
7,251.75 |
1.618 |
7,164.25 |
2.618 |
7,022.50 |
4.250 |
6,791.00 |
|
|
Fisher Pivots for day following 18-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,485.00 |
7,496.00 |
PP |
7,474.75 |
7,495.75 |
S1 |
7,464.50 |
7,495.50 |
|