Trading Metrics calculated at close of trading on 18-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,566.25 |
7,463.50 |
-102.75 |
-1.4% |
7,462.00 |
High |
7,575.00 |
7,564.25 |
-10.75 |
-0.1% |
7,627.00 |
Low |
7,458.00 |
7,422.25 |
-35.75 |
-0.5% |
7,432.00 |
Close |
7,465.00 |
7,524.50 |
59.50 |
0.8% |
7,573.50 |
Range |
117.00 |
142.00 |
25.00 |
21.4% |
195.00 |
ATR |
94.90 |
98.27 |
3.36 |
3.5% |
0.00 |
Volume |
451,747 |
472,740 |
20,993 |
4.6% |
449,691 |
|
Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,929.75 |
7,869.00 |
7,602.50 |
|
R3 |
7,787.75 |
7,727.00 |
7,563.50 |
|
R2 |
7,645.75 |
7,645.75 |
7,550.50 |
|
R1 |
7,585.00 |
7,585.00 |
7,537.50 |
7,615.50 |
PP |
7,503.75 |
7,503.75 |
7,503.75 |
7,518.75 |
S1 |
7,443.00 |
7,443.00 |
7,511.50 |
7,473.50 |
S2 |
7,361.75 |
7,361.75 |
7,498.50 |
|
S3 |
7,219.75 |
7,301.00 |
7,485.50 |
|
S4 |
7,077.75 |
7,159.00 |
7,446.50 |
|
|
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 |
7,422.25 |
204.75 |
2.7% |
114.50 |
1.5% |
50% |
False |
True |
272,315 |
10 |
7,670.50 |
7,420.50 |
250.00 |
3.3% |
113.50 |
1.5% |
42% |
False |
False |
138,690 |
20 |
7,723.50 |
7,378.25 |
345.25 |
4.6% |
93.25 |
1.2% |
42% |
False |
False |
69,888 |
40 |
7,723.50 |
7,193.50 |
530.00 |
7.0% |
93.50 |
1.2% |
62% |
False |
False |
35,295 |
60 |
7,723.50 |
6,985.75 |
737.75 |
9.8% |
97.25 |
1.3% |
73% |
False |
False |
23,667 |
80 |
7,723.50 |
6,942.00 |
781.50 |
10.4% |
92.75 |
1.2% |
75% |
False |
False |
17,796 |
100 |
7,723.50 |
6,590.50 |
1,133.00 |
15.1% |
89.25 |
1.2% |
82% |
False |
False |
14,239 |
120 |
7,723.50 |
6,398.75 |
1,324.75 |
17.6% |
93.25 |
1.2% |
85% |
False |
False |
11,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,167.75 |
2.618 |
7,936.00 |
1.618 |
7,794.00 |
1.000 |
7,706.25 |
0.618 |
7,652.00 |
HIGH |
7,564.25 |
0.618 |
7,510.00 |
0.500 |
7,493.25 |
0.382 |
7,476.50 |
LOW |
7,422.25 |
0.618 |
7,334.50 |
1.000 |
7,280.25 |
1.618 |
7,192.50 |
2.618 |
7,050.50 |
4.250 |
6,818.75 |
|
|
Fisher Pivots for day following 18-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,514.00 |
7,524.50 |
PP |
7,503.75 |
7,524.50 |
S1 |
7,493.25 |
7,524.50 |
|