Trading Metrics calculated at close of trading on 26-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,392.0 |
3,412.0 |
20.0 |
0.6% |
3,313.0 |
High |
3,412.0 |
3,424.0 |
12.0 |
0.4% |
3,419.0 |
Low |
3,392.0 |
3,402.0 |
10.0 |
0.3% |
3,313.0 |
Close |
3,405.0 |
3,421.0 |
16.0 |
0.5% |
3,413.0 |
Range |
20.0 |
22.0 |
2.0 |
10.0% |
106.0 |
ATR |
31.7 |
31.1 |
-0.7 |
-2.2% |
0.0 |
Volume |
683,130 |
804,640 |
121,510 |
17.8% |
6,036,873 |
|
Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,481.7 |
3,473.3 |
3,433.1 |
|
R3 |
3,459.7 |
3,451.3 |
3,427.1 |
|
R2 |
3,437.7 |
3,437.7 |
3,425.0 |
|
R1 |
3,429.3 |
3,429.3 |
3,423.0 |
3,433.5 |
PP |
3,415.7 |
3,415.7 |
3,415.7 |
3,417.8 |
S1 |
3,407.3 |
3,407.3 |
3,419.0 |
3,411.5 |
S2 |
3,393.7 |
3,393.7 |
3,417.0 |
|
S3 |
3,371.7 |
3,385.3 |
3,415.0 |
|
S4 |
3,349.7 |
3,363.3 |
3,408.9 |
|
|
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 |
3,424.0 |
3,346.0 |
78.0 |
2.3% |
27.2 |
0.8% |
96% |
True |
False |
789,033 |
10 |
3,424.0 |
3,298.0 |
126.0 |
3.7% |
27.3 |
0.8% |
98% |
True |
False |
886,577 |
20 |
3,440.0 |
3,256.0 |
184.0 |
5.4% |
31.8 |
0.9% |
90% |
False |
False |
483,886 |
40 |
3,508.0 |
3,256.0 |
252.0 |
7.4% |
30.0 |
0.9% |
65% |
False |
False |
242,967 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.6% |
28.6 |
0.8% |
64% |
False |
False |
162,022 |
80 |
3,516.0 |
3,256.0 |
260.0 |
7.6% |
32.0 |
0.9% |
63% |
False |
False |
124,021 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.5% |
31.0 |
0.9% |
57% |
False |
False |
100,086 |
120 |
3,547.0 |
3,256.0 |
291.0 |
8.5% |
28.3 |
0.8% |
57% |
False |
False |
83,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,517.5 |
2.618 |
3,481.6 |
1.618 |
3,459.6 |
1.000 |
3,446.0 |
0.618 |
3,437.6 |
HIGH |
3,424.0 |
0.618 |
3,415.6 |
0.500 |
3,413.0 |
0.382 |
3,410.4 |
LOW |
3,402.0 |
0.618 |
3,388.4 |
1.000 |
3,380.0 |
1.618 |
3,366.4 |
2.618 |
3,344.4 |
4.250 |
3,308.5 |
|
|
Fisher Pivots for day following 26-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,418.3 |
3,416.0 |
PP |
3,415.7 |
3,411.0 |
S1 |
3,413.0 |
3,406.0 |
|