Trading Metrics calculated at close of trading on 27-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,412.0 |
3,403.0 |
-9.0 |
-0.3% |
3,313.0 |
High |
3,424.0 |
3,442.0 |
18.0 |
0.5% |
3,419.0 |
Low |
3,402.0 |
3,394.0 |
-8.0 |
-0.2% |
3,313.0 |
Close |
3,421.0 |
3,436.0 |
15.0 |
0.4% |
3,413.0 |
Range |
22.0 |
48.0 |
26.0 |
118.2% |
106.0 |
ATR |
31.1 |
32.3 |
1.2 |
3.9% |
0.0 |
Volume |
804,640 |
1,483,555 |
678,915 |
84.4% |
6,036,873 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,568.0 |
3,550.0 |
3,462.4 |
|
R3 |
3,520.0 |
3,502.0 |
3,449.2 |
|
R2 |
3,472.0 |
3,472.0 |
3,444.8 |
|
R1 |
3,454.0 |
3,454.0 |
3,440.4 |
3,463.0 |
PP |
3,424.0 |
3,424.0 |
3,424.0 |
3,428.5 |
S1 |
3,406.0 |
3,406.0 |
3,431.6 |
3,415.0 |
S2 |
3,376.0 |
3,376.0 |
3,427.2 |
|
S3 |
3,328.0 |
3,358.0 |
3,422.8 |
|
S4 |
3,280.0 |
3,310.0 |
3,409.6 |
|
|
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 |
3,442.0 |
3,388.0 |
54.0 |
1.6% |
26.8 |
0.8% |
89% |
True |
False |
833,008 |
10 |
3,442.0 |
3,313.0 |
129.0 |
3.8% |
28.2 |
0.8% |
95% |
True |
False |
1,002,425 |
20 |
3,442.0 |
3,256.0 |
186.0 |
5.4% |
33.2 |
1.0% |
97% |
True |
False |
557,941 |
40 |
3,494.0 |
3,256.0 |
238.0 |
6.9% |
30.5 |
0.9% |
76% |
False |
False |
280,036 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.5% |
29.1 |
0.8% |
69% |
False |
False |
186,745 |
80 |
3,516.0 |
3,256.0 |
260.0 |
7.6% |
32.2 |
0.9% |
69% |
False |
False |
142,550 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.5% |
31.4 |
0.9% |
62% |
False |
False |
114,921 |
120 |
3,547.0 |
3,256.0 |
291.0 |
8.5% |
28.7 |
0.8% |
62% |
False |
False |
95,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,646.0 |
2.618 |
3,567.7 |
1.618 |
3,519.7 |
1.000 |
3,490.0 |
0.618 |
3,471.7 |
HIGH |
3,442.0 |
0.618 |
3,423.7 |
0.500 |
3,418.0 |
0.382 |
3,412.3 |
LOW |
3,394.0 |
0.618 |
3,364.3 |
1.000 |
3,346.0 |
1.618 |
3,316.3 |
2.618 |
3,268.3 |
4.250 |
3,190.0 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,430.0 |
3,429.7 |
PP |
3,424.0 |
3,423.3 |
S1 |
3,418.0 |
3,417.0 |
|