Trading Metrics calculated at close of trading on 25-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
1,204.0 |
1,203.1 |
-0.9 |
-0.1% |
1,199.8 |
High |
1,208.8 |
1,207.9 |
-0.9 |
-0.1% |
1,215.8 |
Low |
1,198.6 |
1,201.3 |
2.7 |
0.2% |
1,196.0 |
Close |
1,204.4 |
1,205.1 |
0.7 |
0.1% |
1,201.3 |
Range |
10.2 |
6.6 |
-3.6 |
-35.3% |
19.8 |
ATR |
12.2 |
11.8 |
-0.4 |
-3.3% |
0.0 |
Volume |
214,291 |
197,635 |
-16,656 |
-7.8% |
1,259,276 |
|
Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,224.6 |
1,221.4 |
1,208.7 |
|
R3 |
1,218.0 |
1,214.8 |
1,206.9 |
|
R2 |
1,211.4 |
1,211.4 |
1,206.3 |
|
R1 |
1,208.2 |
1,208.2 |
1,205.7 |
1,209.8 |
PP |
1,204.8 |
1,204.8 |
1,204.8 |
1,205.6 |
S1 |
1,201.6 |
1,201.6 |
1,204.5 |
1,203.2 |
S2 |
1,198.2 |
1,198.2 |
1,203.9 |
|
S3 |
1,191.6 |
1,195.0 |
1,203.3 |
|
S4 |
1,185.0 |
1,188.4 |
1,201.5 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.8 |
1,252.3 |
1,212.2 |
|
R3 |
1,244.0 |
1,232.5 |
1,206.7 |
|
R2 |
1,224.2 |
1,224.2 |
1,204.9 |
|
R1 |
1,212.7 |
1,212.7 |
1,203.1 |
1,218.5 |
PP |
1,204.4 |
1,204.4 |
1,204.4 |
1,207.2 |
S1 |
1,192.9 |
1,192.9 |
1,199.5 |
1,198.7 |
S2 |
1,184.6 |
1,184.6 |
1,197.7 |
|
S3 |
1,164.8 |
1,173.1 |
1,195.9 |
|
S4 |
1,145.0 |
1,153.3 |
1,190.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,215.8 |
1,196.0 |
19.8 |
1.6% |
10.7 |
0.9% |
46% |
False |
False |
246,431 |
10 |
1,218.0 |
1,196.0 |
22.0 |
1.8% |
11.9 |
1.0% |
41% |
False |
False |
256,213 |
20 |
1,220.7 |
1,192.7 |
28.0 |
2.3% |
11.4 |
0.9% |
44% |
False |
False |
265,486 |
40 |
1,237.8 |
1,167.1 |
70.7 |
5.9% |
12.4 |
1.0% |
54% |
False |
False |
264,394 |
60 |
1,278.2 |
1,167.1 |
111.1 |
9.2% |
12.3 |
1.0% |
34% |
False |
False |
194,999 |
80 |
1,325.4 |
1,167.1 |
158.3 |
13.1% |
11.7 |
1.0% |
24% |
False |
False |
148,019 |
100 |
1,345.0 |
1,167.1 |
177.9 |
14.8% |
11.6 |
1.0% |
21% |
False |
False |
119,515 |
120 |
1,388.2 |
1,167.1 |
221.1 |
18.3% |
11.8 |
1.0% |
17% |
False |
False |
100,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,236.0 |
2.618 |
1,225.2 |
1.618 |
1,218.6 |
1.000 |
1,214.5 |
0.618 |
1,212.0 |
HIGH |
1,207.9 |
0.618 |
1,205.4 |
0.500 |
1,204.6 |
0.382 |
1,203.8 |
LOW |
1,201.3 |
0.618 |
1,197.2 |
1.000 |
1,194.7 |
1.618 |
1,190.6 |
2.618 |
1,184.0 |
4.250 |
1,173.3 |
|
|
Fisher Pivots for day following 25-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,204.9 |
1,205.9 |
PP |
1,204.8 |
1,205.6 |
S1 |
1,204.6 |
1,205.4 |
|