Trading Metrics calculated at close of trading on 19-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
1,206.4 |
1,202.8 |
-3.6 |
-0.3% |
1,200.7 |
High |
1,208.2 |
1,211.0 |
2.8 |
0.2% |
1,218.0 |
Low |
1,200.3 |
1,202.2 |
1.9 |
0.2% |
1,192.7 |
Close |
1,202.9 |
1,208.3 |
5.4 |
0.4% |
1,201.1 |
Range |
7.9 |
8.8 |
0.9 |
11.4% |
25.3 |
ATR |
12.3 |
12.1 |
-0.3 |
-2.0% |
0.0 |
Volume |
229,111 |
233,870 |
4,759 |
2.1% |
1,367,400 |
|
Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,233.6 |
1,229.7 |
1,213.1 |
|
R3 |
1,224.8 |
1,220.9 |
1,210.7 |
|
R2 |
1,216.0 |
1,216.0 |
1,209.9 |
|
R1 |
1,212.1 |
1,212.1 |
1,209.1 |
1,214.1 |
PP |
1,207.2 |
1,207.2 |
1,207.2 |
1,208.1 |
S1 |
1,203.3 |
1,203.3 |
1,207.5 |
1,205.3 |
S2 |
1,198.4 |
1,198.4 |
1,206.7 |
|
S3 |
1,189.6 |
1,194.5 |
1,205.9 |
|
S4 |
1,180.8 |
1,185.7 |
1,203.5 |
|
|
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 |
1,197.5 |
20.5 |
1.7% |
11.6 |
1.0% |
53% |
False |
False |
251,906 |
10 |
1,218.0 |
1,192.7 |
25.3 |
2.1% |
11.7 |
1.0% |
62% |
False |
False |
261,217 |
20 |
1,220.7 |
1,189.5 |
31.2 |
2.6% |
12.1 |
1.0% |
60% |
False |
False |
264,082 |
40 |
1,244.6 |
1,167.1 |
77.5 |
6.4% |
12.3 |
1.0% |
53% |
False |
False |
251,940 |
60 |
1,281.0 |
1,167.1 |
113.9 |
9.4% |
12.2 |
1.0% |
36% |
False |
False |
178,851 |
80 |
1,325.4 |
1,167.1 |
158.3 |
13.1% |
11.7 |
1.0% |
26% |
False |
False |
135,849 |
100 |
1,345.0 |
1,167.1 |
177.9 |
14.7% |
11.6 |
1.0% |
23% |
False |
False |
109,693 |
120 |
1,388.2 |
1,167.1 |
221.1 |
18.3% |
11.9 |
1.0% |
19% |
False |
False |
92,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,248.4 |
2.618 |
1,234.0 |
1.618 |
1,225.2 |
1.000 |
1,219.8 |
0.618 |
1,216.4 |
HIGH |
1,211.0 |
0.618 |
1,207.6 |
0.500 |
1,206.6 |
0.382 |
1,205.6 |
LOW |
1,202.2 |
0.618 |
1,196.8 |
1.000 |
1,193.4 |
1.618 |
1,188.0 |
2.618 |
1,179.2 |
4.250 |
1,164.8 |
|
|
Fisher Pivots for day following 19-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,207.7 |
1,207.0 |
PP |
1,207.2 |
1,205.6 |
S1 |
1,206.6 |
1,204.3 |
|