Trading Metrics calculated at close of trading on 14-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,302.0 |
3,321.0 |
19.0 |
0.6% |
3,271.0 |
High |
3,337.0 |
3,334.0 |
-3.0 |
-0.1% |
3,337.0 |
Low |
3,298.0 |
3,316.0 |
18.0 |
0.5% |
3,268.0 |
Close |
3,317.0 |
3,329.0 |
12.0 |
0.4% |
3,329.0 |
Range |
39.0 |
18.0 |
-21.0 |
-53.8% |
69.0 |
ATR |
34.6 |
33.4 |
-1.2 |
-3.4% |
0.0 |
Volume |
325,067 |
455,121 |
130,054 |
40.0% |
1,340,640 |
|
Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,380.3 |
3,372.7 |
3,338.9 |
|
R3 |
3,362.3 |
3,354.7 |
3,334.0 |
|
R2 |
3,344.3 |
3,344.3 |
3,332.3 |
|
R1 |
3,336.7 |
3,336.7 |
3,330.7 |
3,340.5 |
PP |
3,326.3 |
3,326.3 |
3,326.3 |
3,328.3 |
S1 |
3,318.7 |
3,318.7 |
3,327.4 |
3,322.5 |
S2 |
3,308.3 |
3,308.3 |
3,325.7 |
|
S3 |
3,290.3 |
3,300.7 |
3,324.1 |
|
S4 |
3,272.3 |
3,282.7 |
3,319.1 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,518.3 |
3,492.7 |
3,367.0 |
|
R3 |
3,449.3 |
3,423.7 |
3,348.0 |
|
R2 |
3,380.3 |
3,380.3 |
3,341.7 |
|
R1 |
3,354.7 |
3,354.7 |
3,335.3 |
3,367.5 |
PP |
3,311.3 |
3,311.3 |
3,311.3 |
3,317.8 |
S1 |
3,285.7 |
3,285.7 |
3,322.7 |
3,298.5 |
S2 |
3,242.3 |
3,242.3 |
3,316.4 |
|
S3 |
3,173.3 |
3,216.7 |
3,310.0 |
|
S4 |
3,104.3 |
3,147.7 |
3,291.1 |
|
|
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 |
3,268.0 |
69.0 |
2.1% |
30.0 |
0.9% |
88% |
False |
False |
268,128 |
10 |
3,408.0 |
3,256.0 |
152.0 |
4.6% |
37.0 |
1.1% |
48% |
False |
False |
158,611 |
20 |
3,444.0 |
3,256.0 |
188.0 |
5.6% |
29.6 |
0.9% |
39% |
False |
False |
80,308 |
40 |
3,515.0 |
3,256.0 |
259.0 |
7.8% |
30.1 |
0.9% |
28% |
False |
False |
40,857 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.8% |
30.9 |
0.9% |
28% |
False |
False |
27,488 |
80 |
3,516.0 |
3,256.0 |
260.0 |
7.8% |
33.6 |
1.0% |
28% |
False |
False |
23,186 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.7% |
30.0 |
0.9% |
25% |
False |
False |
19,230 |
120 |
3,547.0 |
3,180.0 |
367.0 |
11.0% |
28.7 |
0.9% |
41% |
False |
False |
16,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,410.5 |
2.618 |
3,381.1 |
1.618 |
3,363.1 |
1.000 |
3,352.0 |
0.618 |
3,345.1 |
HIGH |
3,334.0 |
0.618 |
3,327.1 |
0.500 |
3,325.0 |
0.382 |
3,322.9 |
LOW |
3,316.0 |
0.618 |
3,304.9 |
1.000 |
3,298.0 |
1.618 |
3,286.9 |
2.618 |
3,268.9 |
4.250 |
3,239.5 |
|
|
Fisher Pivots for day following 14-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,327.7 |
3,323.3 |
PP |
3,326.3 |
3,317.7 |
S1 |
3,325.0 |
3,312.0 |
|