Trading Metrics calculated at close of trading on 20-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,499.25 |
7,500.50 |
1.25 |
0.0% |
7,433.00 |
High |
7,517.25 |
7,587.50 |
70.25 |
0.9% |
7,598.75 |
Low |
7,442.50 |
7,485.25 |
42.75 |
0.6% |
7,404.50 |
Close |
7,497.50 |
7,579.75 |
82.25 |
1.1% |
7,544.75 |
Range |
74.75 |
102.25 |
27.50 |
36.8% |
194.25 |
ATR |
97.47 |
97.82 |
0.34 |
0.3% |
0.00 |
Volume |
95,710 |
74,390 |
-21,320 |
-22.3% |
2,170,227 |
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,857.50 |
7,821.00 |
7,636.00 |
|
R3 |
7,755.25 |
7,718.75 |
7,607.75 |
|
R2 |
7,653.00 |
7,653.00 |
7,598.50 |
|
R1 |
7,616.50 |
7,616.50 |
7,589.00 |
7,634.75 |
PP |
7,550.75 |
7,550.75 |
7,550.75 |
7,560.00 |
S1 |
7,514.25 |
7,514.25 |
7,570.50 |
7,532.50 |
S2 |
7,448.50 |
7,448.50 |
7,561.00 |
|
S3 |
7,346.25 |
7,412.00 |
7,551.75 |
|
S4 |
7,244.00 |
7,309.75 |
7,523.50 |
|
|
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% |
104.00 |
1.4% |
91% |
False |
False |
155,390 |
10 |
7,598.75 |
7,393.00 |
205.75 |
2.7% |
104.00 |
1.4% |
91% |
False |
False |
331,592 |
20 |
7,697.00 |
7,393.00 |
304.00 |
4.0% |
94.00 |
1.2% |
61% |
False |
False |
359,908 |
40 |
7,697.00 |
7,166.75 |
530.25 |
7.0% |
93.25 |
1.2% |
78% |
False |
False |
359,673 |
60 |
7,697.00 |
6,956.00 |
741.00 |
9.8% |
97.00 |
1.3% |
84% |
False |
False |
353,864 |
80 |
7,697.00 |
6,944.00 |
753.00 |
9.9% |
96.25 |
1.3% |
84% |
False |
False |
324,784 |
100 |
7,697.00 |
6,563.25 |
1,133.75 |
15.0% |
95.75 |
1.3% |
90% |
False |
False |
259,992 |
120 |
7,697.00 |
6,338.00 |
1,359.00 |
17.9% |
103.50 |
1.4% |
91% |
False |
False |
216,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,022.00 |
2.618 |
7,855.25 |
1.618 |
7,753.00 |
1.000 |
7,689.75 |
0.618 |
7,650.75 |
HIGH |
7,587.50 |
0.618 |
7,548.50 |
0.500 |
7,536.50 |
0.382 |
7,524.25 |
LOW |
7,485.25 |
0.618 |
7,422.00 |
1.000 |
7,383.00 |
1.618 |
7,319.75 |
2.618 |
7,217.50 |
4.250 |
7,050.75 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,565.25 |
7,550.00 |
PP |
7,550.75 |
7,520.25 |
S1 |
7,536.50 |
7,490.50 |
|