Trading Metrics calculated at close of trading on 12-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
22,465 |
22,735 |
270 |
1.2% |
22,825 |
High |
22,750 |
22,740 |
-10 |
0.0% |
22,855 |
Low |
22,450 |
22,535 |
85 |
0.4% |
22,160 |
Close |
22,715 |
22,650 |
-65 |
-0.3% |
22,350 |
Range |
300 |
205 |
-95 |
-31.7% |
695 |
ATR |
278 |
273 |
-5 |
-1.9% |
0 |
Volume |
14,591 |
14,690 |
99 |
0.7% |
49,572 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,257 |
23,158 |
22,763 |
|
R3 |
23,052 |
22,953 |
22,707 |
|
R2 |
22,847 |
22,847 |
22,688 |
|
R1 |
22,748 |
22,748 |
22,669 |
22,695 |
PP |
22,642 |
22,642 |
22,642 |
22,615 |
S1 |
22,543 |
22,543 |
22,631 |
22,490 |
S2 |
22,437 |
22,437 |
22,613 |
|
S3 |
22,232 |
22,338 |
22,594 |
|
S4 |
22,027 |
22,133 |
22,537 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,540 |
24,140 |
22,732 |
|
R3 |
23,845 |
23,445 |
22,541 |
|
R2 |
23,150 |
23,150 |
22,478 |
|
R1 |
22,750 |
22,750 |
22,414 |
22,603 |
PP |
22,455 |
22,455 |
22,455 |
22,381 |
S1 |
22,055 |
22,055 |
22,286 |
21,908 |
S2 |
21,760 |
21,760 |
22,223 |
|
S3 |
21,065 |
21,360 |
22,159 |
|
S4 |
20,370 |
20,665 |
21,968 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,750 |
22,160 |
590 |
2.6% |
250 |
1.1% |
83% |
False |
False |
14,290 |
10 |
23,145 |
22,160 |
985 |
4.3% |
271 |
1.2% |
50% |
False |
False |
11,611 |
20 |
23,145 |
21,855 |
1,290 |
5.7% |
280 |
1.2% |
62% |
False |
False |
9,110 |
40 |
23,145 |
21,830 |
1,315 |
5.8% |
267 |
1.2% |
62% |
False |
False |
8,479 |
60 |
23,145 |
21,475 |
1,670 |
7.4% |
296 |
1.3% |
70% |
False |
False |
9,086 |
80 |
23,145 |
21,475 |
1,670 |
7.4% |
292 |
1.3% |
70% |
False |
False |
8,216 |
100 |
23,145 |
21,475 |
1,670 |
7.4% |
262 |
1.2% |
70% |
False |
False |
6,574 |
120 |
23,145 |
20,180 |
2,965 |
13.1% |
265 |
1.2% |
83% |
False |
False |
5,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,611 |
2.618 |
23,277 |
1.618 |
23,072 |
1.000 |
22,945 |
0.618 |
22,867 |
HIGH |
22,740 |
0.618 |
22,662 |
0.500 |
22,638 |
0.382 |
22,613 |
LOW |
22,535 |
0.618 |
22,408 |
1.000 |
22,330 |
1.618 |
22,203 |
2.618 |
21,998 |
4.250 |
21,664 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
22,646 |
22,599 |
PP |
22,642 |
22,548 |
S1 |
22,638 |
22,498 |
|