Trading Metrics calculated at close of trading on 11-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,271.0 |
3,297.0 |
26.0 |
0.8% |
3,382.0 |
High |
3,305.0 |
3,301.0 |
-4.0 |
-0.1% |
3,389.0 |
Low |
3,270.0 |
3,268.0 |
-2.0 |
-0.1% |
3,256.0 |
Close |
3,293.0 |
3,293.0 |
0.0 |
0.0% |
3,272.0 |
Range |
35.0 |
33.0 |
-2.0 |
-5.7% |
133.0 |
ATR |
35.1 |
34.9 |
-0.1 |
-0.4% |
0.0 |
Volume |
70,836 |
169,102 |
98,266 |
138.7% |
241,897 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,386.3 |
3,372.7 |
3,311.2 |
|
R3 |
3,353.3 |
3,339.7 |
3,302.1 |
|
R2 |
3,320.3 |
3,320.3 |
3,299.1 |
|
R1 |
3,306.7 |
3,306.7 |
3,296.0 |
3,297.0 |
PP |
3,287.3 |
3,287.3 |
3,287.3 |
3,282.5 |
S1 |
3,273.7 |
3,273.7 |
3,290.0 |
3,264.0 |
S2 |
3,254.3 |
3,254.3 |
3,287.0 |
|
S3 |
3,221.3 |
3,240.7 |
3,283.9 |
|
S4 |
3,188.3 |
3,207.7 |
3,274.9 |
|
|
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 |
3,337.0 |
3,256.0 |
81.0 |
2.5% |
35.4 |
1.1% |
46% |
False |
False |
92,314 |
10 |
3,444.0 |
3,256.0 |
188.0 |
5.7% |
35.4 |
1.1% |
20% |
False |
False |
49,245 |
20 |
3,444.0 |
3,256.0 |
188.0 |
5.7% |
32.5 |
1.0% |
20% |
False |
False |
25,908 |
40 |
3,515.0 |
3,256.0 |
259.0 |
7.9% |
30.1 |
0.9% |
14% |
False |
False |
13,343 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.9% |
31.5 |
1.0% |
14% |
False |
False |
10,017 |
80 |
3,546.0 |
3,256.0 |
290.0 |
8.8% |
33.9 |
1.0% |
13% |
False |
False |
10,090 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.8% |
30.0 |
0.9% |
13% |
False |
False |
8,274 |
120 |
3,547.0 |
3,150.0 |
397.0 |
12.1% |
29.4 |
0.9% |
36% |
False |
False |
7,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,441.3 |
2.618 |
3,387.4 |
1.618 |
3,354.4 |
1.000 |
3,334.0 |
0.618 |
3,321.4 |
HIGH |
3,301.0 |
0.618 |
3,288.4 |
0.500 |
3,284.5 |
0.382 |
3,280.6 |
LOW |
3,268.0 |
0.618 |
3,247.6 |
1.000 |
3,235.0 |
1.618 |
3,214.6 |
2.618 |
3,181.6 |
4.250 |
3,127.8 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,290.2 |
3,288.8 |
PP |
3,287.3 |
3,284.7 |
S1 |
3,284.5 |
3,280.5 |
|