Trading Metrics calculated at close of trading on 17-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,321.0 |
3,313.0 |
-8.0 |
-0.2% |
3,271.0 |
High |
3,334.0 |
3,334.0 |
0.0 |
0.0% |
3,337.0 |
Low |
3,316.0 |
3,313.0 |
-3.0 |
-0.1% |
3,268.0 |
Close |
3,329.0 |
3,331.0 |
2.0 |
0.1% |
3,329.0 |
Range |
18.0 |
21.0 |
3.0 |
16.7% |
69.0 |
ATR |
33.4 |
32.5 |
-0.9 |
-2.6% |
0.0 |
Volume |
455,121 |
1,434,646 |
979,525 |
215.2% |
1,340,640 |
|
Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,389.0 |
3,381.0 |
3,342.6 |
|
R3 |
3,368.0 |
3,360.0 |
3,336.8 |
|
R2 |
3,347.0 |
3,347.0 |
3,334.9 |
|
R1 |
3,339.0 |
3,339.0 |
3,332.9 |
3,343.0 |
PP |
3,326.0 |
3,326.0 |
3,326.0 |
3,328.0 |
S1 |
3,318.0 |
3,318.0 |
3,329.1 |
3,322.0 |
S2 |
3,305.0 |
3,305.0 |
3,327.2 |
|
S3 |
3,284.0 |
3,297.0 |
3,325.2 |
|
S4 |
3,263.0 |
3,276.0 |
3,319.5 |
|
|
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% |
27.2 |
0.8% |
91% |
False |
False |
540,890 |
10 |
3,389.0 |
3,256.0 |
133.0 |
4.0% |
34.4 |
1.0% |
56% |
False |
False |
301,718 |
20 |
3,444.0 |
3,256.0 |
188.0 |
5.6% |
29.2 |
0.9% |
40% |
False |
False |
152,011 |
40 |
3,515.0 |
3,256.0 |
259.0 |
7.8% |
29.4 |
0.9% |
29% |
False |
False |
76,712 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.8% |
30.7 |
0.9% |
29% |
False |
False |
51,398 |
80 |
3,516.0 |
3,256.0 |
260.0 |
7.8% |
33.3 |
1.0% |
29% |
False |
False |
41,054 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.7% |
30.0 |
0.9% |
26% |
False |
False |
33,577 |
120 |
3,547.0 |
3,180.0 |
367.0 |
11.0% |
28.7 |
0.9% |
41% |
False |
False |
28,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,423.3 |
2.618 |
3,389.0 |
1.618 |
3,368.0 |
1.000 |
3,355.0 |
0.618 |
3,347.0 |
HIGH |
3,334.0 |
0.618 |
3,326.0 |
0.500 |
3,323.5 |
0.382 |
3,321.0 |
LOW |
3,313.0 |
0.618 |
3,300.0 |
1.000 |
3,292.0 |
1.618 |
3,279.0 |
2.618 |
3,258.0 |
4.250 |
3,223.8 |
|
|
Fisher Pivots for day following 17-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,328.5 |
3,326.5 |
PP |
3,326.0 |
3,322.0 |
S1 |
3,323.5 |
3,317.5 |
|