Trading Metrics calculated at close of trading on 26-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
23,750 |
23,870 |
120 |
0.5% |
23,055 |
High |
23,905 |
24,060 |
155 |
0.6% |
23,855 |
Low |
23,690 |
23,865 |
175 |
0.7% |
22,905 |
Close |
23,840 |
23,915 |
75 |
0.3% |
23,770 |
Range |
215 |
195 |
-20 |
-9.3% |
950 |
ATR |
273 |
269 |
-4 |
-1.4% |
0 |
Volume |
7,713 |
8,561 |
848 |
11.0% |
54,203 |
|
Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,532 |
24,418 |
24,022 |
|
R3 |
24,337 |
24,223 |
23,969 |
|
R2 |
24,142 |
24,142 |
23,951 |
|
R1 |
24,028 |
24,028 |
23,933 |
24,085 |
PP |
23,947 |
23,947 |
23,947 |
23,975 |
S1 |
23,833 |
23,833 |
23,897 |
23,890 |
S2 |
23,752 |
23,752 |
23,879 |
|
S3 |
23,557 |
23,638 |
23,862 |
|
S4 |
23,362 |
23,443 |
23,808 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,360 |
26,015 |
24,293 |
|
R3 |
25,410 |
25,065 |
24,031 |
|
R2 |
24,460 |
24,460 |
23,944 |
|
R1 |
24,115 |
24,115 |
23,857 |
24,288 |
PP |
23,510 |
23,510 |
23,510 |
23,596 |
S1 |
23,165 |
23,165 |
23,683 |
23,338 |
S2 |
22,560 |
22,560 |
23,596 |
|
S3 |
21,610 |
22,215 |
23,509 |
|
S4 |
20,660 |
21,265 |
23,248 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,060 |
23,455 |
605 |
2.5% |
205 |
0.9% |
76% |
True |
False |
7,900 |
10 |
24,060 |
22,500 |
1,560 |
6.5% |
299 |
1.3% |
91% |
True |
False |
10,588 |
20 |
24,060 |
22,045 |
2,015 |
8.4% |
275 |
1.1% |
93% |
True |
False |
7,578 |
40 |
24,060 |
21,745 |
2,315 |
9.7% |
259 |
1.1% |
94% |
True |
False |
3,796 |
60 |
24,060 |
21,420 |
2,640 |
11.0% |
214 |
0.9% |
95% |
True |
False |
2,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,889 |
2.618 |
24,571 |
1.618 |
24,376 |
1.000 |
24,255 |
0.618 |
24,181 |
HIGH |
24,060 |
0.618 |
23,986 |
0.500 |
23,963 |
0.382 |
23,940 |
LOW |
23,865 |
0.618 |
23,745 |
1.000 |
23,670 |
1.618 |
23,550 |
2.618 |
23,355 |
4.250 |
23,036 |
|
|
Fisher Pivots for day following 26-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
23,963 |
23,891 |
PP |
23,947 |
23,867 |
S1 |
23,931 |
23,843 |
|