Trading Metrics calculated at close of trading on 28-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,403.0 |
3,430.0 |
27.0 |
0.8% |
3,403.0 |
High |
3,442.0 |
3,432.0 |
-10.0 |
-0.3% |
3,442.0 |
Low |
3,394.0 |
3,365.0 |
-29.0 |
-0.9% |
3,365.0 |
Close |
3,436.0 |
3,387.0 |
-49.0 |
-1.4% |
3,387.0 |
Range |
48.0 |
67.0 |
19.0 |
39.6% |
77.0 |
ATR |
32.3 |
35.0 |
2.8 |
8.6% |
0.0 |
Volume |
1,483,555 |
731,423 |
-752,132 |
-50.7% |
4,263,688 |
|
Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,595.7 |
3,558.3 |
3,423.9 |
|
R3 |
3,528.7 |
3,491.3 |
3,405.4 |
|
R2 |
3,461.7 |
3,461.7 |
3,399.3 |
|
R1 |
3,424.3 |
3,424.3 |
3,393.1 |
3,409.5 |
PP |
3,394.7 |
3,394.7 |
3,394.7 |
3,387.3 |
S1 |
3,357.3 |
3,357.3 |
3,380.9 |
3,342.5 |
S2 |
3,327.7 |
3,327.7 |
3,374.7 |
|
S3 |
3,260.7 |
3,290.3 |
3,368.6 |
|
S4 |
3,193.7 |
3,223.3 |
3,350.2 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,629.0 |
3,585.0 |
3,429.4 |
|
R3 |
3,552.0 |
3,508.0 |
3,408.2 |
|
R2 |
3,475.0 |
3,475.0 |
3,401.1 |
|
R1 |
3,431.0 |
3,431.0 |
3,394.1 |
3,414.5 |
PP |
3,398.0 |
3,398.0 |
3,398.0 |
3,389.8 |
S1 |
3,354.0 |
3,354.0 |
3,379.9 |
3,337.5 |
S2 |
3,321.0 |
3,321.0 |
3,372.9 |
|
S3 |
3,244.0 |
3,277.0 |
3,365.8 |
|
S4 |
3,167.0 |
3,200.0 |
3,344.7 |
|
|
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 |
3,365.0 |
77.0 |
2.3% |
35.2 |
1.0% |
29% |
False |
True |
852,737 |
10 |
3,442.0 |
3,313.0 |
129.0 |
3.8% |
33.1 |
1.0% |
57% |
False |
False |
1,030,056 |
20 |
3,442.0 |
3,256.0 |
186.0 |
5.5% |
35.1 |
1.0% |
70% |
False |
False |
594,333 |
40 |
3,494.0 |
3,256.0 |
238.0 |
7.0% |
31.3 |
0.9% |
55% |
False |
False |
298,307 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.6% |
29.5 |
0.9% |
51% |
False |
False |
198,934 |
80 |
3,516.0 |
3,256.0 |
260.0 |
7.7% |
32.3 |
1.0% |
50% |
False |
False |
151,692 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.6% |
32.0 |
0.9% |
45% |
False |
False |
122,235 |
120 |
3,547.0 |
3,256.0 |
291.0 |
8.6% |
29.1 |
0.9% |
45% |
False |
False |
101,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,716.8 |
2.618 |
3,607.4 |
1.618 |
3,540.4 |
1.000 |
3,499.0 |
0.618 |
3,473.4 |
HIGH |
3,432.0 |
0.618 |
3,406.4 |
0.500 |
3,398.5 |
0.382 |
3,390.6 |
LOW |
3,365.0 |
0.618 |
3,323.6 |
1.000 |
3,298.0 |
1.618 |
3,256.6 |
2.618 |
3,189.6 |
4.250 |
3,080.3 |
|
|
Fisher Pivots for day following 28-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,398.5 |
3,403.5 |
PP |
3,394.7 |
3,398.0 |
S1 |
3,390.8 |
3,392.5 |
|