Trading Metrics calculated at close of trading on 17-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
1,206.6 |
1,199.8 |
-6.8 |
-0.6% |
1,200.7 |
High |
1,213.8 |
1,209.7 |
-4.1 |
-0.3% |
1,218.0 |
Low |
1,197.7 |
1,197.5 |
-0.2 |
0.0% |
1,192.7 |
Close |
1,201.1 |
1,205.8 |
4.7 |
0.4% |
1,201.1 |
Range |
16.1 |
12.2 |
-3.9 |
-24.2% |
25.3 |
ATR |
12.7 |
12.7 |
0.0 |
-0.3% |
0.0 |
Volume |
282,261 |
209,936 |
-72,325 |
-25.6% |
1,367,400 |
|
Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.9 |
1,235.6 |
1,212.5 |
|
R3 |
1,228.7 |
1,223.4 |
1,209.2 |
|
R2 |
1,216.5 |
1,216.5 |
1,208.0 |
|
R1 |
1,211.2 |
1,211.2 |
1,206.9 |
1,213.9 |
PP |
1,204.3 |
1,204.3 |
1,204.3 |
1,205.7 |
S1 |
1,199.0 |
1,199.0 |
1,204.7 |
1,201.7 |
S2 |
1,192.1 |
1,192.1 |
1,203.6 |
|
S3 |
1,179.9 |
1,186.8 |
1,202.4 |
|
S4 |
1,167.7 |
1,174.6 |
1,199.1 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.8 |
1,265.8 |
1,215.0 |
|
R3 |
1,254.5 |
1,240.5 |
1,208.1 |
|
R2 |
1,229.2 |
1,229.2 |
1,205.7 |
|
R1 |
1,215.2 |
1,215.2 |
1,203.4 |
1,222.2 |
PP |
1,203.9 |
1,203.9 |
1,203.9 |
1,207.5 |
S1 |
1,189.9 |
1,189.9 |
1,198.8 |
1,196.9 |
S2 |
1,178.6 |
1,178.6 |
1,196.5 |
|
S3 |
1,153.3 |
1,164.6 |
1,194.1 |
|
S4 |
1,128.0 |
1,139.3 |
1,187.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,218.0 |
1,192.7 |
25.3 |
2.1% |
13.9 |
1.2% |
52% |
False |
False |
272,786 |
10 |
1,218.0 |
1,192.7 |
25.3 |
2.1% |
12.2 |
1.0% |
52% |
False |
False |
278,022 |
20 |
1,220.7 |
1,189.5 |
31.2 |
2.6% |
12.1 |
1.0% |
52% |
False |
False |
262,136 |
40 |
1,244.7 |
1,167.1 |
77.6 |
6.4% |
12.5 |
1.0% |
50% |
False |
False |
243,916 |
60 |
1,285.9 |
1,167.1 |
118.8 |
9.9% |
12.2 |
1.0% |
33% |
False |
False |
171,409 |
80 |
1,325.4 |
1,167.1 |
158.3 |
13.1% |
11.8 |
1.0% |
24% |
False |
False |
130,270 |
100 |
1,345.6 |
1,167.1 |
178.5 |
14.8% |
11.7 |
1.0% |
22% |
False |
False |
105,112 |
120 |
1,388.2 |
1,167.1 |
221.1 |
18.3% |
12.0 |
1.0% |
18% |
False |
False |
88,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,261.6 |
2.618 |
1,241.6 |
1.618 |
1,229.4 |
1.000 |
1,221.9 |
0.618 |
1,217.2 |
HIGH |
1,209.7 |
0.618 |
1,205.0 |
0.500 |
1,203.6 |
0.382 |
1,202.2 |
LOW |
1,197.5 |
0.618 |
1,190.0 |
1.000 |
1,185.3 |
1.618 |
1,177.8 |
2.618 |
1,165.6 |
4.250 |
1,145.7 |
|
|
Fisher Pivots for day following 17-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,205.1 |
1,207.8 |
PP |
1,204.3 |
1,207.1 |
S1 |
1,203.6 |
1,206.5 |
|