Trading Metrics calculated at close of trading on 20-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,343.0 |
3,348.0 |
5.0 |
0.1% |
3,271.0 |
High |
3,355.0 |
3,396.0 |
41.0 |
1.2% |
3,337.0 |
Low |
3,332.0 |
3,346.0 |
14.0 |
0.4% |
3,268.0 |
Close |
3,350.0 |
3,387.0 |
37.0 |
1.1% |
3,329.0 |
Range |
23.0 |
50.0 |
27.0 |
117.4% |
69.0 |
ATR |
32.1 |
33.3 |
1.3 |
4.0% |
0.0 |
Volume |
1,381,159 |
1,263,679 |
-117,480 |
-8.5% |
1,340,640 |
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,526.3 |
3,506.7 |
3,414.5 |
|
R3 |
3,476.3 |
3,456.7 |
3,400.8 |
|
R2 |
3,426.3 |
3,426.3 |
3,396.2 |
|
R1 |
3,406.7 |
3,406.7 |
3,391.6 |
3,416.5 |
PP |
3,376.3 |
3,376.3 |
3,376.3 |
3,381.3 |
S1 |
3,356.7 |
3,356.7 |
3,382.4 |
3,366.5 |
S2 |
3,326.3 |
3,326.3 |
3,377.8 |
|
S3 |
3,276.3 |
3,306.7 |
3,373.3 |
|
S4 |
3,226.3 |
3,256.7 |
3,359.5 |
|
|
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 |
3,396.0 |
3,313.0 |
83.0 |
2.5% |
29.6 |
0.9% |
89% |
True |
False |
1,171,843 |
10 |
3,396.0 |
3,256.0 |
140.0 |
4.1% |
31.0 |
0.9% |
94% |
True |
False |
682,691 |
20 |
3,444.0 |
3,256.0 |
188.0 |
5.6% |
31.2 |
0.9% |
70% |
False |
False |
350,211 |
40 |
3,515.0 |
3,256.0 |
259.0 |
7.6% |
30.1 |
0.9% |
51% |
False |
False |
175,942 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.6% |
29.8 |
0.9% |
51% |
False |
False |
117,385 |
80 |
3,516.0 |
3,256.0 |
260.0 |
7.7% |
32.8 |
1.0% |
50% |
False |
False |
90,616 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.6% |
30.7 |
0.9% |
45% |
False |
False |
73,271 |
120 |
3,547.0 |
3,189.0 |
358.0 |
10.6% |
28.9 |
0.9% |
55% |
False |
False |
61,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,608.5 |
2.618 |
3,526.9 |
1.618 |
3,476.9 |
1.000 |
3,446.0 |
0.618 |
3,426.9 |
HIGH |
3,396.0 |
0.618 |
3,376.9 |
0.500 |
3,371.0 |
0.382 |
3,365.1 |
LOW |
3,346.0 |
0.618 |
3,315.1 |
1.000 |
3,296.0 |
1.618 |
3,265.1 |
2.618 |
3,215.1 |
4.250 |
3,133.5 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,381.7 |
3,376.5 |
PP |
3,376.3 |
3,366.0 |
S1 |
3,371.0 |
3,355.5 |
|