Trading Metrics calculated at close of trading on 12-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,488.00 |
7,543.25 |
55.25 |
0.7% |
7,697.25 |
High |
7,551.75 |
7,568.00 |
16.25 |
0.2% |
7,720.50 |
Low |
7,432.00 |
7,452.00 |
20.00 |
0.3% |
7,420.50 |
Close |
7,539.25 |
7,513.75 |
-25.50 |
-0.3% |
7,465.75 |
Range |
119.75 |
116.00 |
-3.75 |
-3.1% |
300.00 |
ATR |
90.62 |
92.43 |
1.81 |
2.0% |
0.00 |
Volume |
9,027 |
25,451 |
16,424 |
181.9% |
15,253 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,859.25 |
7,802.50 |
7,577.50 |
|
R3 |
7,743.25 |
7,686.50 |
7,545.75 |
|
R2 |
7,627.25 |
7,627.25 |
7,535.00 |
|
R1 |
7,570.50 |
7,570.50 |
7,524.50 |
7,541.00 |
PP |
7,511.25 |
7,511.25 |
7,511.25 |
7,496.50 |
S1 |
7,454.50 |
7,454.50 |
7,503.00 |
7,425.00 |
S2 |
7,395.25 |
7,395.25 |
7,492.50 |
|
S3 |
7,279.25 |
7,338.50 |
7,481.75 |
|
S4 |
7,163.25 |
7,222.50 |
7,450.00 |
|
|
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 |
7,571.75 |
7,420.50 |
151.25 |
2.0% |
108.00 |
1.4% |
62% |
False |
False |
9,382 |
10 |
7,723.50 |
7,420.50 |
303.00 |
4.0% |
100.00 |
1.3% |
31% |
False |
False |
5,718 |
20 |
7,723.50 |
7,342.00 |
381.50 |
5.1% |
89.00 |
1.2% |
45% |
False |
False |
3,319 |
40 |
7,723.50 |
7,193.50 |
530.00 |
7.1% |
89.25 |
1.2% |
60% |
False |
False |
1,921 |
60 |
7,723.50 |
6,985.75 |
737.75 |
9.8% |
96.75 |
1.3% |
72% |
False |
False |
1,417 |
80 |
7,723.50 |
6,887.00 |
836.50 |
11.1% |
90.50 |
1.2% |
75% |
False |
False |
1,095 |
100 |
7,723.50 |
6,493.00 |
1,230.50 |
16.4% |
90.75 |
1.2% |
83% |
False |
False |
878 |
120 |
7,723.50 |
6,398.75 |
1,324.75 |
17.6% |
94.50 |
1.3% |
84% |
False |
False |
734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,061.00 |
2.618 |
7,871.75 |
1.618 |
7,755.75 |
1.000 |
7,684.00 |
0.618 |
7,639.75 |
HIGH |
7,568.00 |
0.618 |
7,523.75 |
0.500 |
7,510.00 |
0.382 |
7,496.25 |
LOW |
7,452.00 |
0.618 |
7,380.25 |
1.000 |
7,336.00 |
1.618 |
7,264.25 |
2.618 |
7,148.25 |
4.250 |
6,959.00 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,512.50 |
7,509.25 |
PP |
7,511.25 |
7,504.50 |
S1 |
7,510.00 |
7,500.00 |
|