Trading Metrics calculated at close of trading on 19-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,463.50 |
7,529.25 |
65.75 |
0.9% |
7,462.00 |
High |
7,564.25 |
7,546.00 |
-18.25 |
-0.2% |
7,627.00 |
Low |
7,422.25 |
7,470.75 |
48.50 |
0.7% |
7,432.00 |
Close |
7,524.50 |
7,526.50 |
2.00 |
0.0% |
7,573.50 |
Range |
142.00 |
75.25 |
-66.75 |
-47.0% |
195.00 |
ATR |
98.27 |
96.62 |
-1.64 |
-1.7% |
0.00 |
Volume |
472,740 |
407,425 |
-65,315 |
-13.8% |
449,691 |
|
Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,740.25 |
7,708.50 |
7,568.00 |
|
R3 |
7,665.00 |
7,633.25 |
7,547.25 |
|
R2 |
7,589.75 |
7,589.75 |
7,540.25 |
|
R1 |
7,558.00 |
7,558.00 |
7,533.50 |
7,536.25 |
PP |
7,514.50 |
7,514.50 |
7,514.50 |
7,503.50 |
S1 |
7,482.75 |
7,482.75 |
7,519.50 |
7,461.00 |
S2 |
7,439.25 |
7,439.25 |
7,512.75 |
|
S3 |
7,364.00 |
7,407.50 |
7,505.75 |
|
S4 |
7,288.75 |
7,332.25 |
7,485.00 |
|
|
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% |
106.25 |
1.4% |
51% |
False |
False |
348,710 |
10 |
7,627.00 |
7,420.50 |
206.50 |
2.7% |
107.25 |
1.4% |
51% |
False |
False |
179,046 |
20 |
7,723.50 |
7,378.25 |
345.25 |
4.6% |
93.00 |
1.2% |
43% |
False |
False |
90,230 |
40 |
7,723.50 |
7,193.50 |
530.00 |
7.0% |
92.75 |
1.2% |
63% |
False |
False |
45,472 |
60 |
7,723.50 |
6,985.75 |
737.75 |
9.8% |
94.75 |
1.3% |
73% |
False |
False |
30,449 |
80 |
7,723.50 |
6,942.00 |
781.50 |
10.4% |
93.00 |
1.2% |
75% |
False |
False |
22,889 |
100 |
7,723.50 |
6,590.50 |
1,133.00 |
15.1% |
88.75 |
1.2% |
83% |
False |
False |
18,313 |
120 |
7,723.50 |
6,398.75 |
1,324.75 |
17.6% |
93.25 |
1.2% |
85% |
False |
False |
15,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,865.75 |
2.618 |
7,743.00 |
1.618 |
7,667.75 |
1.000 |
7,621.25 |
0.618 |
7,592.50 |
HIGH |
7,546.00 |
0.618 |
7,517.25 |
0.500 |
7,508.50 |
0.382 |
7,499.50 |
LOW |
7,470.75 |
0.618 |
7,424.25 |
1.000 |
7,395.50 |
1.618 |
7,349.00 |
2.618 |
7,273.75 |
4.250 |
7,151.00 |
|
|
Fisher Pivots for day following 19-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,520.50 |
7,517.25 |
PP |
7,514.50 |
7,508.00 |
S1 |
7,508.50 |
7,498.50 |
|