Trading Metrics calculated at close of trading on 17-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,593.00 |
7,566.25 |
-26.75 |
-0.4% |
7,462.00 |
High |
7,627.00 |
7,575.00 |
-52.00 |
-0.7% |
7,627.00 |
Low |
7,544.25 |
7,458.00 |
-86.25 |
-1.1% |
7,432.00 |
Close |
7,573.50 |
7,465.00 |
-108.50 |
-1.4% |
7,573.50 |
Range |
82.75 |
117.00 |
34.25 |
41.4% |
195.00 |
ATR |
93.20 |
94.90 |
1.70 |
1.8% |
0.00 |
Volume |
334,597 |
451,747 |
117,150 |
35.0% |
449,691 |
|
Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,850.25 |
7,774.75 |
7,529.25 |
|
R3 |
7,733.25 |
7,657.75 |
7,497.25 |
|
R2 |
7,616.25 |
7,616.25 |
7,486.50 |
|
R1 |
7,540.75 |
7,540.75 |
7,475.75 |
7,520.00 |
PP |
7,499.25 |
7,499.25 |
7,499.25 |
7,489.00 |
S1 |
7,423.75 |
7,423.75 |
7,454.25 |
7,403.00 |
S2 |
7,382.25 |
7,382.25 |
7,443.50 |
|
S3 |
7,265.25 |
7,306.75 |
7,432.75 |
|
S4 |
7,148.25 |
7,189.75 |
7,400.75 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,129.25 |
8,046.25 |
7,680.75 |
|
R3 |
7,934.25 |
7,851.25 |
7,627.00 |
|
R2 |
7,739.25 |
7,739.25 |
7,609.25 |
|
R1 |
7,656.25 |
7,656.25 |
7,591.50 |
7,697.75 |
PP |
7,544.25 |
7,544.25 |
7,544.25 |
7,565.00 |
S1 |
7,461.25 |
7,461.25 |
7,555.50 |
7,502.75 |
S2 |
7,349.25 |
7,349.25 |
7,537.75 |
|
S3 |
7,154.25 |
7,266.25 |
7,520.00 |
|
S4 |
6,959.25 |
7,071.25 |
7,466.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,627.00 |
7,432.00 |
195.00 |
2.6% |
110.00 |
1.5% |
17% |
False |
False |
179,573 |
10 |
7,720.50 |
7,420.50 |
300.00 |
4.0% |
110.00 |
1.5% |
15% |
False |
False |
91,669 |
20 |
7,723.50 |
7,376.25 |
347.25 |
4.7% |
89.75 |
1.2% |
26% |
False |
False |
46,289 |
40 |
7,723.50 |
7,193.50 |
530.00 |
7.1% |
93.00 |
1.2% |
51% |
False |
False |
23,484 |
60 |
7,723.50 |
6,985.75 |
737.75 |
9.9% |
96.25 |
1.3% |
65% |
False |
False |
15,791 |
80 |
7,723.50 |
6,942.00 |
781.50 |
10.5% |
91.75 |
1.2% |
67% |
False |
False |
11,887 |
100 |
7,723.50 |
6,590.50 |
1,133.00 |
15.2% |
89.50 |
1.2% |
77% |
False |
False |
9,512 |
120 |
7,723.50 |
6,398.75 |
1,324.75 |
17.7% |
93.25 |
1.2% |
80% |
False |
False |
7,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,072.25 |
2.618 |
7,881.25 |
1.618 |
7,764.25 |
1.000 |
7,692.00 |
0.618 |
7,647.25 |
HIGH |
7,575.00 |
0.618 |
7,530.25 |
0.500 |
7,516.50 |
0.382 |
7,502.75 |
LOW |
7,458.00 |
0.618 |
7,385.75 |
1.000 |
7,341.00 |
1.618 |
7,268.75 |
2.618 |
7,151.75 |
4.250 |
6,960.75 |
|
|
Fisher Pivots for day following 17-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,516.50 |
7,542.50 |
PP |
7,499.25 |
7,516.75 |
S1 |
7,482.25 |
7,490.75 |
|