Trading Metrics calculated at close of trading on 25-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,403.0 |
3,392.0 |
-11.0 |
-0.3% |
3,313.0 |
High |
3,407.0 |
3,412.0 |
5.0 |
0.1% |
3,419.0 |
Low |
3,388.0 |
3,392.0 |
4.0 |
0.1% |
3,313.0 |
Close |
3,392.0 |
3,405.0 |
13.0 |
0.4% |
3,413.0 |
Range |
19.0 |
20.0 |
1.0 |
5.3% |
106.0 |
ATR |
32.7 |
31.7 |
-0.9 |
-2.8% |
0.0 |
Volume |
560,940 |
683,130 |
122,190 |
21.8% |
6,036,873 |
|
Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,463.0 |
3,454.0 |
3,416.0 |
|
R3 |
3,443.0 |
3,434.0 |
3,410.5 |
|
R2 |
3,423.0 |
3,423.0 |
3,408.7 |
|
R1 |
3,414.0 |
3,414.0 |
3,406.8 |
3,418.5 |
PP |
3,403.0 |
3,403.0 |
3,403.0 |
3,405.3 |
S1 |
3,394.0 |
3,394.0 |
3,403.2 |
3,398.5 |
S2 |
3,383.0 |
3,383.0 |
3,401.3 |
|
S3 |
3,363.0 |
3,374.0 |
3,399.5 |
|
S4 |
3,343.0 |
3,354.0 |
3,394.0 |
|
|
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 |
3,332.0 |
87.0 |
2.6% |
27.4 |
0.8% |
84% |
False |
False |
904,337 |
10 |
3,419.0 |
3,287.0 |
132.0 |
3.9% |
27.6 |
0.8% |
89% |
False |
False |
838,164 |
20 |
3,444.0 |
3,256.0 |
188.0 |
5.5% |
31.5 |
0.9% |
79% |
False |
False |
443,705 |
40 |
3,515.0 |
3,256.0 |
259.0 |
7.6% |
30.1 |
0.9% |
58% |
False |
False |
222,853 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.6% |
28.8 |
0.8% |
58% |
False |
False |
148,613 |
80 |
3,516.0 |
3,256.0 |
260.0 |
7.6% |
32.3 |
0.9% |
57% |
False |
False |
113,963 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.5% |
30.9 |
0.9% |
51% |
False |
False |
92,039 |
120 |
3,547.0 |
3,256.0 |
291.0 |
8.5% |
28.3 |
0.8% |
51% |
False |
False |
76,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,497.0 |
2.618 |
3,464.4 |
1.618 |
3,444.4 |
1.000 |
3,432.0 |
0.618 |
3,424.4 |
HIGH |
3,412.0 |
0.618 |
3,404.4 |
0.500 |
3,402.0 |
0.382 |
3,399.6 |
LOW |
3,392.0 |
0.618 |
3,379.6 |
1.000 |
3,372.0 |
1.618 |
3,359.6 |
2.618 |
3,339.6 |
4.250 |
3,307.0 |
|
|
Fisher Pivots for day following 25-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,404.0 |
3,404.5 |
PP |
3,403.0 |
3,404.0 |
S1 |
3,402.0 |
3,403.5 |
|