Trading Metrics calculated at close of trading on 24-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,399.0 |
3,403.0 |
4.0 |
0.1% |
3,313.0 |
High |
3,419.0 |
3,407.0 |
-12.0 |
-0.4% |
3,419.0 |
Low |
3,394.0 |
3,388.0 |
-6.0 |
-0.2% |
3,313.0 |
Close |
3,413.0 |
3,392.0 |
-21.0 |
-0.6% |
3,413.0 |
Range |
25.0 |
19.0 |
-6.0 |
-24.0% |
106.0 |
ATR |
33.2 |
32.7 |
-0.6 |
-1.8% |
0.0 |
Volume |
632,778 |
560,940 |
-71,838 |
-11.4% |
6,036,873 |
|
Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,452.7 |
3,441.3 |
3,402.5 |
|
R3 |
3,433.7 |
3,422.3 |
3,397.2 |
|
R2 |
3,414.7 |
3,414.7 |
3,395.5 |
|
R1 |
3,403.3 |
3,403.3 |
3,393.7 |
3,399.5 |
PP |
3,395.7 |
3,395.7 |
3,395.7 |
3,393.8 |
S1 |
3,384.3 |
3,384.3 |
3,390.3 |
3,380.5 |
S2 |
3,376.7 |
3,376.7 |
3,388.5 |
|
S3 |
3,357.7 |
3,365.3 |
3,386.8 |
|
S4 |
3,338.7 |
3,346.3 |
3,381.6 |
|
|
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 |
3,315.0 |
104.0 |
3.1% |
30.6 |
0.9% |
74% |
False |
False |
1,032,633 |
10 |
3,419.0 |
3,268.0 |
151.0 |
4.5% |
28.9 |
0.9% |
82% |
False |
False |
786,761 |
20 |
3,444.0 |
3,256.0 |
188.0 |
5.5% |
31.9 |
0.9% |
72% |
False |
False |
409,593 |
40 |
3,515.0 |
3,256.0 |
259.0 |
7.6% |
30.0 |
0.9% |
53% |
False |
False |
205,777 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.6% |
29.1 |
0.9% |
53% |
False |
False |
137,229 |
80 |
3,516.0 |
3,256.0 |
260.0 |
7.7% |
32.2 |
0.9% |
52% |
False |
False |
105,503 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.6% |
30.8 |
0.9% |
47% |
False |
False |
85,208 |
120 |
3,547.0 |
3,256.0 |
291.0 |
8.6% |
28.3 |
0.8% |
47% |
False |
False |
71,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,487.8 |
2.618 |
3,456.7 |
1.618 |
3,437.7 |
1.000 |
3,426.0 |
0.618 |
3,418.7 |
HIGH |
3,407.0 |
0.618 |
3,399.7 |
0.500 |
3,397.5 |
0.382 |
3,395.3 |
LOW |
3,388.0 |
0.618 |
3,376.3 |
1.000 |
3,369.0 |
1.618 |
3,357.3 |
2.618 |
3,338.3 |
4.250 |
3,307.3 |
|
|
Fisher Pivots for day following 24-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,397.5 |
3,388.8 |
PP |
3,395.7 |
3,385.7 |
S1 |
3,393.8 |
3,382.5 |
|