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 |
12,312.5 |
12,413.5 |
101.0 |
0.8% |
12,360.0 |
High |
12,447.0 |
12,422.0 |
-25.0 |
-0.2% |
12,447.0 |
Low |
12,257.5 |
12,174.5 |
-83.0 |
-0.7% |
12,174.5 |
Close |
12,427.5 |
12,241.5 |
-186.0 |
-1.5% |
12,241.5 |
Range |
189.5 |
247.5 |
58.0 |
30.6% |
272.5 |
ATR |
123.7 |
133.0 |
9.2 |
7.5% |
0.0 |
Volume |
111,113 |
72,796 |
-38,317 |
-34.5% |
410,532 |
|
Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,021.8 |
12,879.2 |
12,377.6 |
|
R3 |
12,774.3 |
12,631.7 |
12,309.6 |
|
R2 |
12,526.8 |
12,526.8 |
12,286.9 |
|
R1 |
12,384.2 |
12,384.2 |
12,264.2 |
12,331.8 |
PP |
12,279.3 |
12,279.3 |
12,279.3 |
12,253.1 |
S1 |
12,136.7 |
12,136.7 |
12,218.8 |
12,084.3 |
S2 |
12,031.8 |
12,031.8 |
12,196.1 |
|
S3 |
11,784.3 |
11,889.2 |
12,173.4 |
|
S4 |
11,536.8 |
11,641.7 |
12,105.4 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,105.2 |
12,945.8 |
12,391.4 |
|
R3 |
12,832.7 |
12,673.3 |
12,316.4 |
|
R2 |
12,560.2 |
12,560.2 |
12,291.5 |
|
R1 |
12,400.8 |
12,400.8 |
12,266.5 |
12,344.3 |
PP |
12,287.7 |
12,287.7 |
12,287.7 |
12,259.4 |
S1 |
12,128.3 |
12,128.3 |
12,216.5 |
12,071.8 |
S2 |
12,015.2 |
12,015.2 |
12,191.5 |
|
S3 |
11,742.7 |
11,855.8 |
12,166.6 |
|
S4 |
11,470.2 |
11,583.3 |
12,091.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,447.0 |
12,174.5 |
272.5 |
2.2% |
139.7 |
1.1% |
25% |
False |
True |
82,106 |
10 |
12,447.0 |
12,024.0 |
423.0 |
3.5% |
125.6 |
1.0% |
51% |
False |
False |
73,472 |
20 |
12,447.0 |
11,846.0 |
601.0 |
4.9% |
127.0 |
1.0% |
66% |
False |
False |
39,741 |
40 |
12,713.0 |
11,846.0 |
867.0 |
7.1% |
117.6 |
1.0% |
46% |
False |
False |
19,918 |
60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.2% |
113.1 |
0.9% |
39% |
False |
False |
13,307 |
80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.6% |
120.6 |
1.0% |
30% |
False |
False |
10,000 |
100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.8% |
111.2 |
0.9% |
30% |
False |
False |
8,020 |
120 |
13,164.0 |
11,846.0 |
1,318.0 |
10.8% |
102.9 |
0.8% |
30% |
False |
False |
6,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,473.9 |
2.618 |
13,070.0 |
1.618 |
12,822.5 |
1.000 |
12,669.5 |
0.618 |
12,575.0 |
HIGH |
12,422.0 |
0.618 |
12,327.5 |
0.500 |
12,298.3 |
0.382 |
12,269.0 |
LOW |
12,174.5 |
0.618 |
12,021.5 |
1.000 |
11,927.0 |
1.618 |
11,774.0 |
2.618 |
11,526.5 |
4.250 |
11,122.6 |
|
|
Fisher Pivots for day following 28-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
12,298.3 |
12,310.8 |
PP |
12,279.3 |
12,287.7 |
S1 |
12,260.4 |
12,264.6 |
|