Trading Metrics calculated at close of trading on 20-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
23,695 |
23,635 |
-60 |
-0.3% |
22,215 |
High |
23,730 |
23,740 |
10 |
0.0% |
23,130 |
Low |
23,545 |
23,455 |
-90 |
-0.4% |
22,120 |
Close |
23,615 |
23,720 |
105 |
0.4% |
23,095 |
Range |
185 |
285 |
100 |
54.1% |
1,010 |
ATR |
295 |
294 |
-1 |
-0.2% |
0 |
Volume |
11,286 |
9,229 |
-2,057 |
-18.2% |
64,951 |
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,493 |
24,392 |
23,877 |
|
R3 |
24,208 |
24,107 |
23,799 |
|
R2 |
23,923 |
23,923 |
23,772 |
|
R1 |
23,822 |
23,822 |
23,746 |
23,873 |
PP |
23,638 |
23,638 |
23,638 |
23,664 |
S1 |
23,537 |
23,537 |
23,694 |
23,588 |
S2 |
23,353 |
23,353 |
23,668 |
|
S3 |
23,068 |
23,252 |
23,642 |
|
S4 |
22,783 |
22,967 |
23,563 |
|
|
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 |
23,765 |
22,820 |
945 |
4.0% |
375 |
1.6% |
95% |
False |
False |
12,611 |
10 |
23,765 |
22,045 |
1,720 |
7.3% |
329 |
1.4% |
97% |
False |
False |
11,365 |
20 |
23,765 |
22,045 |
1,720 |
7.3% |
271 |
1.1% |
97% |
False |
False |
6,068 |
40 |
23,765 |
21,745 |
2,020 |
8.5% |
253 |
1.1% |
98% |
False |
False |
3,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,951 |
2.618 |
24,486 |
1.618 |
24,201 |
1.000 |
24,025 |
0.618 |
23,916 |
HIGH |
23,740 |
0.618 |
23,631 |
0.500 |
23,598 |
0.382 |
23,564 |
LOW |
23,455 |
0.618 |
23,279 |
1.000 |
23,170 |
1.618 |
22,994 |
2.618 |
22,709 |
4.250 |
22,244 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
23,679 |
23,592 |
PP |
23,638 |
23,463 |
S1 |
23,598 |
23,335 |
|