Trading Metrics calculated at close of trading on 21-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,500.50 |
7,581.50 |
81.00 |
1.1% |
7,534.00 |
High |
7,587.50 |
7,619.25 |
31.75 |
0.4% |
7,619.25 |
Low |
7,485.25 |
7,571.00 |
85.75 |
1.1% |
7,393.50 |
Close |
7,579.75 |
7,599.98 |
20.23 |
0.3% |
7,599.98 |
Range |
102.25 |
48.25 |
-54.00 |
-52.8% |
225.75 |
ATR |
97.82 |
94.27 |
-3.54 |
-3.6% |
0.00 |
Volume |
74,390 |
5,321 |
-69,069 |
-92.8% |
544,501 |
|
Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,741.50 |
7,719.00 |
7,626.50 |
|
R3 |
7,693.25 |
7,670.75 |
7,613.25 |
|
R2 |
7,645.00 |
7,645.00 |
7,608.75 |
|
R1 |
7,622.50 |
7,622.50 |
7,604.50 |
7,633.75 |
PP |
7,596.75 |
7,596.75 |
7,596.75 |
7,602.25 |
S1 |
7,574.25 |
7,574.25 |
7,595.50 |
7,585.50 |
S2 |
7,548.50 |
7,548.50 |
7,591.25 |
|
S3 |
7,500.25 |
7,526.00 |
7,586.75 |
|
S4 |
7,452.00 |
7,477.75 |
7,573.50 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,214.75 |
8,133.25 |
7,724.25 |
|
R3 |
7,989.00 |
7,907.50 |
7,662.00 |
|
R2 |
7,763.25 |
7,763.25 |
7,641.25 |
|
R1 |
7,681.75 |
7,681.75 |
7,620.75 |
7,722.50 |
PP |
7,537.50 |
7,537.50 |
7,537.50 |
7,558.00 |
S1 |
7,456.00 |
7,456.00 |
7,579.25 |
7,496.75 |
S2 |
7,311.75 |
7,311.75 |
7,558.50 |
|
S3 |
7,086.00 |
7,230.25 |
7,538.00 |
|
S4 |
6,860.25 |
7,004.50 |
7,475.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,619.25 |
7,393.50 |
225.75 |
3.0% |
97.00 |
1.3% |
91% |
True |
False |
108,900 |
10 |
7,619.25 |
7,393.50 |
225.75 |
3.0% |
98.75 |
1.3% |
91% |
True |
False |
271,472 |
20 |
7,697.00 |
7,393.00 |
304.00 |
4.0% |
93.25 |
1.2% |
68% |
False |
False |
342,355 |
40 |
7,697.00 |
7,166.75 |
530.25 |
7.0% |
92.25 |
1.2% |
82% |
False |
False |
349,994 |
60 |
7,697.00 |
6,956.00 |
741.00 |
9.8% |
95.00 |
1.3% |
87% |
False |
False |
344,849 |
80 |
7,697.00 |
6,956.00 |
741.00 |
9.8% |
96.00 |
1.3% |
87% |
False |
False |
324,834 |
100 |
7,697.00 |
6,563.25 |
1,133.75 |
14.9% |
94.50 |
1.2% |
91% |
False |
False |
260,040 |
120 |
7,697.00 |
6,338.00 |
1,359.00 |
17.9% |
102.75 |
1.4% |
93% |
False |
False |
216,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,824.25 |
2.618 |
7,745.50 |
1.618 |
7,697.25 |
1.000 |
7,667.50 |
0.618 |
7,649.00 |
HIGH |
7,619.25 |
0.618 |
7,600.75 |
0.500 |
7,595.00 |
0.382 |
7,589.50 |
LOW |
7,571.00 |
0.618 |
7,541.25 |
1.000 |
7,522.75 |
1.618 |
7,493.00 |
2.618 |
7,444.75 |
4.250 |
7,366.00 |
|
|
Fisher Pivots for day following 21-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,598.25 |
7,577.00 |
PP |
7,596.75 |
7,554.00 |
S1 |
7,595.00 |
7,531.00 |
|