Trading Metrics calculated at close of trading on 11-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,462.00 |
7,488.00 |
26.00 |
0.3% |
7,697.25 |
High |
7,510.50 |
7,551.75 |
41.25 |
0.5% |
7,720.50 |
Low |
7,442.25 |
7,432.00 |
-10.25 |
-0.1% |
7,420.50 |
Close |
7,487.75 |
7,539.25 |
51.50 |
0.7% |
7,465.75 |
Range |
68.25 |
119.75 |
51.50 |
75.5% |
300.00 |
ATR |
88.38 |
90.62 |
2.24 |
2.5% |
0.00 |
Volume |
3,573 |
9,027 |
5,454 |
152.6% |
15,253 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,867.00 |
7,822.75 |
7,605.00 |
|
R3 |
7,747.25 |
7,703.00 |
7,572.25 |
|
R2 |
7,627.50 |
7,627.50 |
7,561.25 |
|
R1 |
7,583.25 |
7,583.25 |
7,550.25 |
7,605.50 |
PP |
7,507.75 |
7,507.75 |
7,507.75 |
7,518.75 |
S1 |
7,463.50 |
7,463.50 |
7,528.25 |
7,485.50 |
S2 |
7,388.00 |
7,388.00 |
7,517.25 |
|
S3 |
7,268.25 |
7,343.75 |
7,506.25 |
|
S4 |
7,148.50 |
7,224.00 |
7,473.50 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,435.50 |
8,250.75 |
7,630.75 |
|
R3 |
8,135.50 |
7,950.75 |
7,548.25 |
|
R2 |
7,835.50 |
7,835.50 |
7,520.75 |
|
R1 |
7,650.75 |
7,650.75 |
7,493.25 |
7,593.00 |
PP |
7,535.50 |
7,535.50 |
7,535.50 |
7,506.75 |
S1 |
7,350.75 |
7,350.75 |
7,438.25 |
7,293.00 |
S2 |
7,235.50 |
7,235.50 |
7,410.75 |
|
S3 |
6,935.50 |
7,050.75 |
7,383.25 |
|
S4 |
6,635.50 |
6,750.75 |
7,300.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,670.50 |
7,420.50 |
250.00 |
3.3% |
112.75 |
1.5% |
48% |
False |
False |
5,065 |
10 |
7,723.50 |
7,420.50 |
303.00 |
4.0% |
91.50 |
1.2% |
39% |
False |
False |
3,307 |
20 |
7,723.50 |
7,342.00 |
381.50 |
5.1% |
86.50 |
1.1% |
52% |
False |
False |
2,071 |
40 |
7,723.50 |
7,193.50 |
530.00 |
7.0% |
90.00 |
1.2% |
65% |
False |
False |
1,304 |
60 |
7,723.50 |
6,985.75 |
737.75 |
9.8% |
96.25 |
1.3% |
75% |
False |
False |
994 |
80 |
7,723.50 |
6,887.00 |
836.50 |
11.1% |
89.75 |
1.2% |
78% |
False |
False |
777 |
100 |
7,723.50 |
6,493.00 |
1,230.50 |
16.3% |
91.00 |
1.2% |
85% |
False |
False |
624 |
120 |
7,723.50 |
6,398.75 |
1,324.75 |
17.6% |
95.25 |
1.3% |
86% |
False |
False |
522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,060.75 |
2.618 |
7,865.25 |
1.618 |
7,745.50 |
1.000 |
7,671.50 |
0.618 |
7,625.75 |
HIGH |
7,551.75 |
0.618 |
7,506.00 |
0.500 |
7,492.00 |
0.382 |
7,477.75 |
LOW |
7,432.00 |
0.618 |
7,358.00 |
1.000 |
7,312.25 |
1.618 |
7,238.25 |
2.618 |
7,118.50 |
4.250 |
6,923.00 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,523.50 |
7,521.50 |
PP |
7,507.75 |
7,503.75 |
S1 |
7,492.00 |
7,486.00 |
|