Trading Metrics calculated at close of trading on 19-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,315.0 |
3,343.0 |
28.0 |
0.8% |
3,271.0 |
High |
3,351.0 |
3,355.0 |
4.0 |
0.1% |
3,337.0 |
Low |
3,315.0 |
3,332.0 |
17.0 |
0.5% |
3,268.0 |
Close |
3,338.0 |
3,350.0 |
12.0 |
0.4% |
3,329.0 |
Range |
36.0 |
23.0 |
-13.0 |
-36.1% |
69.0 |
ATR |
32.7 |
32.1 |
-0.7 |
-2.1% |
0.0 |
Volume |
1,324,611 |
1,381,159 |
56,548 |
4.3% |
1,340,640 |
|
Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,414.7 |
3,405.3 |
3,362.7 |
|
R3 |
3,391.7 |
3,382.3 |
3,356.3 |
|
R2 |
3,368.7 |
3,368.7 |
3,354.2 |
|
R1 |
3,359.3 |
3,359.3 |
3,352.1 |
3,364.0 |
PP |
3,345.7 |
3,345.7 |
3,345.7 |
3,348.0 |
S1 |
3,336.3 |
3,336.3 |
3,347.9 |
3,341.0 |
S2 |
3,322.7 |
3,322.7 |
3,345.8 |
|
S3 |
3,299.7 |
3,313.3 |
3,343.7 |
|
S4 |
3,276.7 |
3,290.3 |
3,337.4 |
|
|
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 |
3,355.0 |
3,298.0 |
57.0 |
1.7% |
27.4 |
0.8% |
91% |
True |
False |
984,120 |
10 |
3,355.0 |
3,256.0 |
99.0 |
3.0% |
29.7 |
0.9% |
95% |
True |
False |
566,739 |
20 |
3,444.0 |
3,256.0 |
188.0 |
5.6% |
30.1 |
0.9% |
50% |
False |
False |
287,033 |
40 |
3,515.0 |
3,256.0 |
259.0 |
7.7% |
29.8 |
0.9% |
36% |
False |
False |
144,354 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.7% |
30.4 |
0.9% |
36% |
False |
False |
96,455 |
80 |
3,516.0 |
3,256.0 |
260.0 |
7.8% |
32.6 |
1.0% |
36% |
False |
False |
74,876 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.7% |
30.3 |
0.9% |
32% |
False |
False |
60,634 |
120 |
3,547.0 |
3,189.0 |
358.0 |
10.7% |
28.7 |
0.9% |
45% |
False |
False |
50,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,452.8 |
2.618 |
3,415.2 |
1.618 |
3,392.2 |
1.000 |
3,378.0 |
0.618 |
3,369.2 |
HIGH |
3,355.0 |
0.618 |
3,346.2 |
0.500 |
3,343.5 |
0.382 |
3,340.8 |
LOW |
3,332.0 |
0.618 |
3,317.8 |
1.000 |
3,309.0 |
1.618 |
3,294.8 |
2.618 |
3,271.8 |
4.250 |
3,234.3 |
|
|
Fisher Pivots for day following 19-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,347.8 |
3,344.7 |
PP |
3,345.7 |
3,339.3 |
S1 |
3,343.5 |
3,334.0 |
|