Trading Metrics calculated at close of trading on 10-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,279.0 |
3,271.0 |
-8.0 |
-0.2% |
3,382.0 |
High |
3,286.0 |
3,305.0 |
19.0 |
0.6% |
3,389.0 |
Low |
3,256.0 |
3,270.0 |
14.0 |
0.4% |
3,256.0 |
Close |
3,272.0 |
3,293.0 |
21.0 |
0.6% |
3,272.0 |
Range |
30.0 |
35.0 |
5.0 |
16.7% |
133.0 |
ATR |
35.1 |
35.1 |
0.0 |
0.0% |
0.0 |
Volume |
82,184 |
70,836 |
-11,348 |
-13.8% |
241,897 |
|
Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,394.3 |
3,378.7 |
3,312.3 |
|
R3 |
3,359.3 |
3,343.7 |
3,302.6 |
|
R2 |
3,324.3 |
3,324.3 |
3,299.4 |
|
R1 |
3,308.7 |
3,308.7 |
3,296.2 |
3,316.5 |
PP |
3,289.3 |
3,289.3 |
3,289.3 |
3,293.3 |
S1 |
3,273.7 |
3,273.7 |
3,289.8 |
3,281.5 |
S2 |
3,254.3 |
3,254.3 |
3,286.6 |
|
S3 |
3,219.3 |
3,238.7 |
3,283.4 |
|
S4 |
3,184.3 |
3,203.7 |
3,273.8 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,704.7 |
3,621.3 |
3,345.2 |
|
R3 |
3,571.7 |
3,488.3 |
3,308.6 |
|
R2 |
3,438.7 |
3,438.7 |
3,296.4 |
|
R1 |
3,355.3 |
3,355.3 |
3,284.2 |
3,330.5 |
PP |
3,305.7 |
3,305.7 |
3,305.7 |
3,293.3 |
S1 |
3,222.3 |
3,222.3 |
3,259.8 |
3,197.5 |
S2 |
3,172.7 |
3,172.7 |
3,247.6 |
|
S3 |
3,039.7 |
3,089.3 |
3,235.4 |
|
S4 |
2,906.7 |
2,956.3 |
3,198.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,389.0 |
3,256.0 |
133.0 |
4.0% |
41.6 |
1.3% |
28% |
False |
False |
62,546 |
10 |
3,444.0 |
3,256.0 |
188.0 |
5.7% |
34.9 |
1.1% |
20% |
False |
False |
32,426 |
20 |
3,444.0 |
3,256.0 |
188.0 |
5.7% |
31.7 |
1.0% |
20% |
False |
False |
17,987 |
40 |
3,515.0 |
3,256.0 |
259.0 |
7.9% |
29.8 |
0.9% |
14% |
False |
False |
9,120 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.9% |
31.6 |
1.0% |
14% |
False |
False |
7,200 |
80 |
3,547.0 |
3,256.0 |
291.0 |
8.8% |
33.7 |
1.0% |
13% |
False |
False |
7,976 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.8% |
29.6 |
0.9% |
13% |
False |
False |
6,583 |
120 |
3,547.0 |
3,150.0 |
397.0 |
12.1% |
29.4 |
0.9% |
36% |
False |
False |
5,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,453.8 |
2.618 |
3,396.6 |
1.618 |
3,361.6 |
1.000 |
3,340.0 |
0.618 |
3,326.6 |
HIGH |
3,305.0 |
0.618 |
3,291.6 |
0.500 |
3,287.5 |
0.382 |
3,283.4 |
LOW |
3,270.0 |
0.618 |
3,248.4 |
1.000 |
3,235.0 |
1.618 |
3,213.4 |
2.618 |
3,178.4 |
4.250 |
3,121.3 |
|
|
Fisher Pivots for day following 10-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,291.2 |
3,289.8 |
PP |
3,289.3 |
3,286.7 |
S1 |
3,287.5 |
3,283.5 |
|