Trading Metrics calculated at close of trading on 26-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
1,203.1 |
1,205.5 |
2.4 |
0.2% |
1,199.8 |
High |
1,207.9 |
1,206.9 |
-1.0 |
-0.1% |
1,215.8 |
Low |
1,201.3 |
1,194.6 |
-6.7 |
-0.6% |
1,196.0 |
Close |
1,205.1 |
1,199.1 |
-6.0 |
-0.5% |
1,201.3 |
Range |
6.6 |
12.3 |
5.7 |
86.4% |
19.8 |
ATR |
11.8 |
11.8 |
0.0 |
0.3% |
0.0 |
Volume |
197,635 |
343,475 |
145,840 |
73.8% |
1,259,276 |
|
Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.1 |
1,230.4 |
1,205.9 |
|
R3 |
1,224.8 |
1,218.1 |
1,202.5 |
|
R2 |
1,212.5 |
1,212.5 |
1,201.4 |
|
R1 |
1,205.8 |
1,205.8 |
1,200.2 |
1,203.0 |
PP |
1,200.2 |
1,200.2 |
1,200.2 |
1,198.8 |
S1 |
1,193.5 |
1,193.5 |
1,198.0 |
1,190.7 |
S2 |
1,187.9 |
1,187.9 |
1,196.8 |
|
S3 |
1,175.6 |
1,181.2 |
1,195.7 |
|
S4 |
1,163.3 |
1,168.9 |
1,192.3 |
|
|
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 |
1,194.6 |
21.2 |
1.8% |
11.4 |
1.0% |
21% |
False |
True |
268,352 |
10 |
1,218.0 |
1,194.6 |
23.4 |
2.0% |
11.5 |
1.0% |
19% |
False |
True |
260,129 |
20 |
1,218.0 |
1,192.7 |
25.3 |
2.1% |
11.3 |
0.9% |
25% |
False |
False |
269,001 |
40 |
1,233.7 |
1,167.1 |
66.6 |
5.6% |
12.3 |
1.0% |
48% |
False |
False |
265,536 |
60 |
1,278.2 |
1,167.1 |
111.1 |
9.3% |
12.3 |
1.0% |
29% |
False |
False |
200,256 |
80 |
1,325.4 |
1,167.1 |
158.3 |
13.2% |
11.8 |
1.0% |
20% |
False |
False |
152,274 |
100 |
1,345.0 |
1,167.1 |
177.9 |
14.8% |
11.6 |
1.0% |
18% |
False |
False |
122,923 |
120 |
1,388.2 |
1,167.1 |
221.1 |
18.4% |
11.8 |
1.0% |
14% |
False |
False |
103,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,259.2 |
2.618 |
1,239.1 |
1.618 |
1,226.8 |
1.000 |
1,219.2 |
0.618 |
1,214.5 |
HIGH |
1,206.9 |
0.618 |
1,202.2 |
0.500 |
1,200.8 |
0.382 |
1,199.3 |
LOW |
1,194.6 |
0.618 |
1,187.0 |
1.000 |
1,182.3 |
1.618 |
1,174.7 |
2.618 |
1,162.4 |
4.250 |
1,142.3 |
|
|
Fisher Pivots for day following 26-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,200.8 |
1,201.7 |
PP |
1,200.2 |
1,200.8 |
S1 |
1,199.7 |
1,200.0 |
|