Trading Metrics calculated at close of trading on 21-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,348.0 |
3,399.0 |
51.0 |
1.5% |
3,313.0 |
High |
3,396.0 |
3,419.0 |
23.0 |
0.7% |
3,419.0 |
Low |
3,346.0 |
3,394.0 |
48.0 |
1.4% |
3,313.0 |
Close |
3,387.0 |
3,413.0 |
26.0 |
0.8% |
3,413.0 |
Range |
50.0 |
25.0 |
-25.0 |
-50.0% |
106.0 |
ATR |
33.3 |
33.2 |
-0.1 |
-0.3% |
0.0 |
Volume |
1,263,679 |
632,778 |
-630,901 |
-49.9% |
6,036,873 |
|
Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,483.7 |
3,473.3 |
3,426.8 |
|
R3 |
3,458.7 |
3,448.3 |
3,419.9 |
|
R2 |
3,433.7 |
3,433.7 |
3,417.6 |
|
R1 |
3,423.3 |
3,423.3 |
3,415.3 |
3,428.5 |
PP |
3,408.7 |
3,408.7 |
3,408.7 |
3,411.3 |
S1 |
3,398.3 |
3,398.3 |
3,410.7 |
3,403.5 |
S2 |
3,383.7 |
3,383.7 |
3,408.4 |
|
S3 |
3,358.7 |
3,373.3 |
3,406.1 |
|
S4 |
3,333.7 |
3,348.3 |
3,399.3 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,699.7 |
3,662.3 |
3,471.3 |
|
R3 |
3,593.7 |
3,556.3 |
3,442.2 |
|
R2 |
3,487.7 |
3,487.7 |
3,432.4 |
|
R1 |
3,450.3 |
3,450.3 |
3,422.7 |
3,469.0 |
PP |
3,381.7 |
3,381.7 |
3,381.7 |
3,391.0 |
S1 |
3,344.3 |
3,344.3 |
3,403.3 |
3,363.0 |
S2 |
3,275.7 |
3,275.7 |
3,393.6 |
|
S3 |
3,169.7 |
3,238.3 |
3,383.9 |
|
S4 |
3,063.7 |
3,132.3 |
3,354.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,419.0 |
3,313.0 |
106.0 |
3.1% |
31.0 |
0.9% |
94% |
True |
False |
1,207,374 |
10 |
3,419.0 |
3,268.0 |
151.0 |
4.4% |
30.5 |
0.9% |
96% |
True |
False |
737,751 |
20 |
3,444.0 |
3,256.0 |
188.0 |
5.5% |
31.8 |
0.9% |
84% |
False |
False |
381,564 |
40 |
3,515.0 |
3,256.0 |
259.0 |
7.6% |
30.1 |
0.9% |
61% |
False |
False |
191,755 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.6% |
29.4 |
0.9% |
61% |
False |
False |
127,930 |
80 |
3,516.0 |
3,256.0 |
260.0 |
7.6% |
32.4 |
0.9% |
60% |
False |
False |
98,491 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.5% |
30.7 |
0.9% |
54% |
False |
False |
79,599 |
120 |
3,547.0 |
3,256.0 |
291.0 |
8.5% |
28.5 |
0.8% |
54% |
False |
False |
66,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,525.3 |
2.618 |
3,484.5 |
1.618 |
3,459.5 |
1.000 |
3,444.0 |
0.618 |
3,434.5 |
HIGH |
3,419.0 |
0.618 |
3,409.5 |
0.500 |
3,406.5 |
0.382 |
3,403.6 |
LOW |
3,394.0 |
0.618 |
3,378.6 |
1.000 |
3,369.0 |
1.618 |
3,353.6 |
2.618 |
3,328.6 |
4.250 |
3,287.8 |
|
|
Fisher Pivots for day following 21-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,410.8 |
3,400.5 |
PP |
3,408.7 |
3,388.0 |
S1 |
3,406.5 |
3,375.5 |
|