Trading Metrics calculated at close of trading on 20-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,529.25 |
7,529.75 |
0.50 |
0.0% |
7,462.00 |
High |
7,546.00 |
7,616.75 |
70.75 |
0.9% |
7,627.00 |
Low |
7,470.75 |
7,514.00 |
43.25 |
0.6% |
7,432.00 |
Close |
7,526.50 |
7,608.75 |
82.25 |
1.1% |
7,573.50 |
Range |
75.25 |
102.75 |
27.50 |
36.5% |
195.00 |
ATR |
96.62 |
97.06 |
0.44 |
0.5% |
0.00 |
Volume |
407,425 |
403,730 |
-3,695 |
-0.9% |
449,691 |
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,888.00 |
7,851.25 |
7,665.25 |
|
R3 |
7,785.25 |
7,748.50 |
7,637.00 |
|
R2 |
7,682.50 |
7,682.50 |
7,627.50 |
|
R1 |
7,645.75 |
7,645.75 |
7,618.25 |
7,664.00 |
PP |
7,579.75 |
7,579.75 |
7,579.75 |
7,589.00 |
S1 |
7,543.00 |
7,543.00 |
7,599.25 |
7,561.50 |
S2 |
7,477.00 |
7,477.00 |
7,590.00 |
|
S3 |
7,374.25 |
7,440.25 |
7,580.50 |
|
S4 |
7,271.50 |
7,337.50 |
7,552.25 |
|
|
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% |
104.00 |
1.4% |
91% |
False |
False |
414,047 |
10 |
7,627.00 |
7,420.50 |
206.50 |
2.7% |
104.00 |
1.4% |
91% |
False |
False |
218,924 |
20 |
7,723.50 |
7,420.50 |
303.00 |
4.0% |
93.75 |
1.2% |
62% |
False |
False |
110,385 |
40 |
7,723.50 |
7,193.50 |
530.00 |
7.0% |
92.25 |
1.2% |
78% |
False |
False |
55,553 |
60 |
7,723.50 |
6,985.75 |
737.75 |
9.7% |
95.00 |
1.2% |
84% |
False |
False |
37,172 |
80 |
7,723.50 |
6,970.75 |
752.75 |
9.9% |
93.00 |
1.2% |
85% |
False |
False |
27,935 |
100 |
7,723.50 |
6,590.50 |
1,133.00 |
14.9% |
88.75 |
1.2% |
90% |
False |
False |
22,351 |
120 |
7,723.50 |
6,398.75 |
1,324.75 |
17.4% |
93.00 |
1.2% |
91% |
False |
False |
18,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,053.50 |
2.618 |
7,885.75 |
1.618 |
7,783.00 |
1.000 |
7,719.50 |
0.618 |
7,680.25 |
HIGH |
7,616.75 |
0.618 |
7,577.50 |
0.500 |
7,565.50 |
0.382 |
7,553.25 |
LOW |
7,514.00 |
0.618 |
7,450.50 |
1.000 |
7,411.25 |
1.618 |
7,347.75 |
2.618 |
7,245.00 |
4.250 |
7,077.25 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,594.25 |
7,579.00 |
PP |
7,579.75 |
7,549.25 |
S1 |
7,565.50 |
7,519.50 |
|