Trading Metrics calculated at close of trading on 18-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,313.0 |
3,315.0 |
2.0 |
0.1% |
3,271.0 |
High |
3,334.0 |
3,351.0 |
17.0 |
0.5% |
3,337.0 |
Low |
3,313.0 |
3,315.0 |
2.0 |
0.1% |
3,268.0 |
Close |
3,331.0 |
3,338.0 |
7.0 |
0.2% |
3,329.0 |
Range |
21.0 |
36.0 |
15.0 |
71.4% |
69.0 |
ATR |
32.5 |
32.7 |
0.3 |
0.8% |
0.0 |
Volume |
1,434,646 |
1,324,611 |
-110,035 |
-7.7% |
1,340,640 |
|
Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,442.7 |
3,426.3 |
3,357.8 |
|
R3 |
3,406.7 |
3,390.3 |
3,347.9 |
|
R2 |
3,370.7 |
3,370.7 |
3,344.6 |
|
R1 |
3,354.3 |
3,354.3 |
3,341.3 |
3,362.5 |
PP |
3,334.7 |
3,334.7 |
3,334.7 |
3,338.8 |
S1 |
3,318.3 |
3,318.3 |
3,334.7 |
3,326.5 |
S2 |
3,298.7 |
3,298.7 |
3,331.4 |
|
S3 |
3,262.7 |
3,282.3 |
3,328.1 |
|
S4 |
3,226.7 |
3,246.3 |
3,318.2 |
|
|
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 |
3,351.0 |
3,287.0 |
64.0 |
1.9% |
27.8 |
0.8% |
80% |
True |
False |
771,991 |
10 |
3,351.0 |
3,256.0 |
95.0 |
2.8% |
31.6 |
0.9% |
86% |
True |
False |
432,153 |
20 |
3,444.0 |
3,256.0 |
188.0 |
5.6% |
30.2 |
0.9% |
44% |
False |
False |
217,982 |
40 |
3,515.0 |
3,256.0 |
259.0 |
7.8% |
29.8 |
0.9% |
32% |
False |
False |
109,827 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.8% |
30.3 |
0.9% |
32% |
False |
False |
73,472 |
80 |
3,516.0 |
3,256.0 |
260.0 |
7.8% |
33.1 |
1.0% |
32% |
False |
False |
57,612 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.7% |
30.2 |
0.9% |
28% |
False |
False |
46,823 |
120 |
3,547.0 |
3,189.0 |
358.0 |
10.7% |
28.6 |
0.9% |
42% |
False |
False |
39,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,504.0 |
2.618 |
3,445.2 |
1.618 |
3,409.2 |
1.000 |
3,387.0 |
0.618 |
3,373.2 |
HIGH |
3,351.0 |
0.618 |
3,337.2 |
0.500 |
3,333.0 |
0.382 |
3,328.8 |
LOW |
3,315.0 |
0.618 |
3,292.8 |
1.000 |
3,279.0 |
1.618 |
3,256.8 |
2.618 |
3,220.8 |
4.250 |
3,162.0 |
|
|
Fisher Pivots for day following 18-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,336.3 |
3,336.0 |
PP |
3,334.7 |
3,334.0 |
S1 |
3,333.0 |
3,332.0 |
|