Trading Metrics calculated at close of trading on 27-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
23,870 |
23,900 |
30 |
0.1% |
23,055 |
High |
24,060 |
24,155 |
95 |
0.4% |
23,855 |
Low |
23,865 |
23,810 |
-55 |
-0.2% |
22,905 |
Close |
23,915 |
24,055 |
140 |
0.6% |
23,770 |
Range |
195 |
345 |
150 |
76.9% |
950 |
ATR |
269 |
275 |
5 |
2.0% |
0 |
Volume |
8,561 |
12,520 |
3,959 |
46.2% |
54,203 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,042 |
24,893 |
24,245 |
|
R3 |
24,697 |
24,548 |
24,150 |
|
R2 |
24,352 |
24,352 |
24,118 |
|
R1 |
24,203 |
24,203 |
24,087 |
24,278 |
PP |
24,007 |
24,007 |
24,007 |
24,044 |
S1 |
23,858 |
23,858 |
24,024 |
23,933 |
S2 |
23,662 |
23,662 |
23,992 |
|
S3 |
23,317 |
23,513 |
23,960 |
|
S4 |
22,972 |
23,168 |
23,865 |
|
|
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 |
24,155 |
23,625 |
530 |
2.2% |
217 |
0.9% |
81% |
True |
False |
8,558 |
10 |
24,155 |
22,820 |
1,335 |
5.5% |
296 |
1.2% |
93% |
True |
False |
10,584 |
20 |
24,155 |
22,045 |
2,110 |
8.8% |
282 |
1.2% |
95% |
True |
False |
8,198 |
40 |
24,155 |
21,745 |
2,410 |
10.0% |
263 |
1.1% |
96% |
True |
False |
4,109 |
60 |
24,155 |
21,420 |
2,735 |
11.4% |
215 |
0.9% |
96% |
True |
False |
2,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,621 |
2.618 |
25,058 |
1.618 |
24,713 |
1.000 |
24,500 |
0.618 |
24,368 |
HIGH |
24,155 |
0.618 |
24,023 |
0.500 |
23,983 |
0.382 |
23,942 |
LOW |
23,810 |
0.618 |
23,597 |
1.000 |
23,465 |
1.618 |
23,252 |
2.618 |
22,907 |
4.250 |
22,344 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
24,031 |
24,011 |
PP |
24,007 |
23,967 |
S1 |
23,983 |
23,923 |
|