Trading Metrics calculated at close of trading on 13-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,300.0 |
3,302.0 |
2.0 |
0.1% |
3,382.0 |
High |
3,312.0 |
3,337.0 |
25.0 |
0.8% |
3,389.0 |
Low |
3,287.0 |
3,298.0 |
11.0 |
0.3% |
3,256.0 |
Close |
3,310.0 |
3,317.0 |
7.0 |
0.2% |
3,272.0 |
Range |
25.0 |
39.0 |
14.0 |
56.0% |
133.0 |
ATR |
34.2 |
34.6 |
0.3 |
1.0% |
0.0 |
Volume |
320,514 |
325,067 |
4,553 |
1.4% |
241,897 |
|
Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,434.3 |
3,414.7 |
3,338.5 |
|
R3 |
3,395.3 |
3,375.7 |
3,327.7 |
|
R2 |
3,356.3 |
3,356.3 |
3,324.2 |
|
R1 |
3,336.7 |
3,336.7 |
3,320.6 |
3,346.5 |
PP |
3,317.3 |
3,317.3 |
3,317.3 |
3,322.3 |
S1 |
3,297.7 |
3,297.7 |
3,313.4 |
3,307.5 |
S2 |
3,278.3 |
3,278.3 |
3,309.9 |
|
S3 |
3,239.3 |
3,258.7 |
3,306.3 |
|
S4 |
3,200.3 |
3,219.7 |
3,295.6 |
|
|
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 |
2.4% |
32.4 |
1.0% |
75% |
True |
False |
193,540 |
10 |
3,431.0 |
3,256.0 |
175.0 |
5.3% |
38.1 |
1.1% |
35% |
False |
False |
113,457 |
20 |
3,444.0 |
3,256.0 |
188.0 |
5.7% |
30.1 |
0.9% |
32% |
False |
False |
57,613 |
40 |
3,515.0 |
3,256.0 |
259.0 |
7.8% |
30.2 |
0.9% |
24% |
False |
False |
29,479 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.8% |
31.6 |
1.0% |
24% |
False |
False |
20,270 |
80 |
3,516.0 |
3,256.0 |
260.0 |
7.8% |
34.0 |
1.0% |
23% |
False |
False |
17,774 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.8% |
29.9 |
0.9% |
21% |
False |
False |
14,679 |
120 |
3,547.0 |
3,151.0 |
396.0 |
11.9% |
29.0 |
0.9% |
42% |
False |
False |
12,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,502.8 |
2.618 |
3,439.1 |
1.618 |
3,400.1 |
1.000 |
3,376.0 |
0.618 |
3,361.1 |
HIGH |
3,337.0 |
0.618 |
3,322.1 |
0.500 |
3,317.5 |
0.382 |
3,312.9 |
LOW |
3,298.0 |
0.618 |
3,273.9 |
1.000 |
3,259.0 |
1.618 |
3,234.9 |
2.618 |
3,195.9 |
4.250 |
3,132.3 |
|
|
Fisher Pivots for day following 13-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,317.5 |
3,312.2 |
PP |
3,317.3 |
3,307.3 |
S1 |
3,317.2 |
3,302.5 |
|