Trading Metrics calculated at close of trading on 27-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
1,205.5 |
1,198.9 |
-6.6 |
-0.5% |
1,199.8 |
High |
1,206.9 |
1,202.6 |
-4.3 |
-0.4% |
1,215.8 |
Low |
1,194.6 |
1,185.6 |
-9.0 |
-0.8% |
1,196.0 |
Close |
1,199.1 |
1,187.4 |
-11.7 |
-1.0% |
1,201.3 |
Range |
12.3 |
17.0 |
4.7 |
38.2% |
19.8 |
ATR |
11.8 |
12.2 |
0.4 |
3.1% |
0.0 |
Volume |
343,475 |
351,051 |
7,576 |
2.2% |
1,259,276 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.9 |
1,232.1 |
1,196.8 |
|
R3 |
1,225.9 |
1,215.1 |
1,192.1 |
|
R2 |
1,208.9 |
1,208.9 |
1,190.5 |
|
R1 |
1,198.1 |
1,198.1 |
1,189.0 |
1,195.0 |
PP |
1,191.9 |
1,191.9 |
1,191.9 |
1,190.3 |
S1 |
1,181.1 |
1,181.1 |
1,185.8 |
1,178.0 |
S2 |
1,174.9 |
1,174.9 |
1,184.3 |
|
S3 |
1,157.9 |
1,164.1 |
1,182.7 |
|
S4 |
1,140.9 |
1,147.1 |
1,178.1 |
|
|
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 |
1,185.6 |
30.2 |
2.5% |
13.2 |
1.1% |
6% |
False |
True |
290,241 |
10 |
1,215.8 |
1,185.6 |
30.2 |
2.5% |
11.9 |
1.0% |
6% |
False |
True |
264,798 |
20 |
1,218.0 |
1,185.6 |
32.4 |
2.7% |
11.8 |
1.0% |
6% |
False |
True |
274,459 |
40 |
1,230.0 |
1,167.1 |
62.9 |
5.3% |
12.5 |
1.1% |
32% |
False |
False |
268,851 |
60 |
1,278.2 |
1,167.1 |
111.1 |
9.4% |
12.2 |
1.0% |
18% |
False |
False |
205,776 |
80 |
1,325.4 |
1,167.1 |
158.3 |
13.3% |
11.9 |
1.0% |
13% |
False |
False |
156,630 |
100 |
1,345.0 |
1,167.1 |
177.9 |
15.0% |
11.7 |
1.0% |
11% |
False |
False |
126,411 |
120 |
1,388.2 |
1,167.1 |
221.1 |
18.6% |
11.8 |
1.0% |
9% |
False |
False |
106,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,274.9 |
2.618 |
1,247.1 |
1.618 |
1,230.1 |
1.000 |
1,219.6 |
0.618 |
1,213.1 |
HIGH |
1,202.6 |
0.618 |
1,196.1 |
0.500 |
1,194.1 |
0.382 |
1,192.1 |
LOW |
1,185.6 |
0.618 |
1,175.1 |
1.000 |
1,168.6 |
1.618 |
1,158.1 |
2.618 |
1,141.1 |
4.250 |
1,113.4 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,194.1 |
1,196.8 |
PP |
1,191.9 |
1,193.6 |
S1 |
1,189.6 |
1,190.5 |
|