Trading Metrics calculated at close of trading on 14-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
22,520 |
22,855 |
335 |
1.5% |
22,215 |
High |
22,875 |
23,130 |
255 |
1.1% |
23,130 |
Low |
22,500 |
22,820 |
320 |
1.4% |
22,120 |
Close |
22,845 |
23,095 |
250 |
1.1% |
23,095 |
Range |
375 |
310 |
-65 |
-17.3% |
1,010 |
ATR |
258 |
262 |
4 |
1.4% |
0 |
Volume |
12,557 |
18,329 |
5,772 |
46.0% |
64,951 |
|
Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,945 |
23,830 |
23,266 |
|
R3 |
23,635 |
23,520 |
23,180 |
|
R2 |
23,325 |
23,325 |
23,152 |
|
R1 |
23,210 |
23,210 |
23,124 |
23,268 |
PP |
23,015 |
23,015 |
23,015 |
23,044 |
S1 |
22,900 |
22,900 |
23,067 |
22,958 |
S2 |
22,705 |
22,705 |
23,038 |
|
S3 |
22,395 |
22,590 |
23,010 |
|
S4 |
22,085 |
22,280 |
22,925 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,812 |
25,463 |
23,651 |
|
R3 |
24,802 |
24,453 |
23,373 |
|
R2 |
23,792 |
23,792 |
23,280 |
|
R1 |
23,443 |
23,443 |
23,188 |
23,618 |
PP |
22,782 |
22,782 |
22,782 |
22,869 |
S1 |
22,433 |
22,433 |
23,003 |
22,608 |
S2 |
21,772 |
21,772 |
22,910 |
|
S3 |
20,762 |
21,423 |
22,817 |
|
S4 |
19,752 |
20,413 |
22,540 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,130 |
22,120 |
1,010 |
4.4% |
290 |
1.3% |
97% |
True |
False |
12,990 |
10 |
23,130 |
22,045 |
1,085 |
4.7% |
255 |
1.1% |
97% |
True |
False |
7,627 |
20 |
23,130 |
21,940 |
1,190 |
5.2% |
236 |
1.0% |
97% |
True |
False |
3,838 |
40 |
23,130 |
21,745 |
1,385 |
6.0% |
229 |
1.0% |
97% |
True |
False |
1,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,448 |
2.618 |
23,942 |
1.618 |
23,632 |
1.000 |
23,440 |
0.618 |
23,322 |
HIGH |
23,130 |
0.618 |
23,012 |
0.500 |
22,975 |
0.382 |
22,939 |
LOW |
22,820 |
0.618 |
22,629 |
1.000 |
22,510 |
1.618 |
22,319 |
2.618 |
22,009 |
4.250 |
21,503 |
|
|
Fisher Pivots for day following 14-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
23,055 |
22,985 |
PP |
23,015 |
22,875 |
S1 |
22,975 |
22,765 |
|