Trading Metrics calculated at close of trading on 21-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,529.75 |
7,609.00 |
79.25 |
1.1% |
7,566.25 |
High |
7,616.75 |
7,637.50 |
20.75 |
0.3% |
7,637.50 |
Low |
7,514.00 |
7,547.50 |
33.50 |
0.4% |
7,422.25 |
Close |
7,608.75 |
7,550.50 |
-58.25 |
-0.8% |
7,550.50 |
Range |
102.75 |
90.00 |
-12.75 |
-12.4% |
215.25 |
ATR |
97.06 |
96.56 |
-0.50 |
-0.5% |
0.00 |
Volume |
403,730 |
371,830 |
-31,900 |
-7.9% |
2,107,472 |
|
Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,848.50 |
7,789.50 |
7,600.00 |
|
R3 |
7,758.50 |
7,699.50 |
7,575.25 |
|
R2 |
7,668.50 |
7,668.50 |
7,567.00 |
|
R1 |
7,609.50 |
7,609.50 |
7,558.75 |
7,594.00 |
PP |
7,578.50 |
7,578.50 |
7,578.50 |
7,570.75 |
S1 |
7,519.50 |
7,519.50 |
7,542.25 |
7,504.00 |
S2 |
7,488.50 |
7,488.50 |
7,534.00 |
|
S3 |
7,398.50 |
7,429.50 |
7,525.75 |
|
S4 |
7,308.50 |
7,339.50 |
7,501.00 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,182.50 |
8,081.75 |
7,669.00 |
|
R3 |
7,967.25 |
7,866.50 |
7,609.75 |
|
R2 |
7,752.00 |
7,752.00 |
7,590.00 |
|
R1 |
7,651.25 |
7,651.25 |
7,570.25 |
7,594.00 |
PP |
7,536.75 |
7,536.75 |
7,536.75 |
7,508.00 |
S1 |
7,436.00 |
7,436.00 |
7,530.75 |
7,378.75 |
S2 |
7,321.50 |
7,321.50 |
7,511.00 |
|
S3 |
7,106.25 |
7,220.75 |
7,491.25 |
|
S4 |
6,891.00 |
7,005.50 |
7,432.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,637.50 |
7,422.25 |
215.25 |
2.9% |
105.50 |
1.4% |
60% |
True |
False |
421,494 |
10 |
7,637.50 |
7,422.25 |
215.25 |
2.9% |
102.75 |
1.4% |
60% |
True |
False |
255,716 |
20 |
7,723.50 |
7,420.50 |
303.00 |
4.0% |
95.00 |
1.3% |
43% |
False |
False |
128,953 |
40 |
7,723.50 |
7,193.50 |
530.00 |
7.0% |
92.25 |
1.2% |
67% |
False |
False |
64,837 |
60 |
7,723.50 |
6,985.75 |
737.75 |
9.8% |
93.75 |
1.2% |
77% |
False |
False |
43,361 |
80 |
7,723.50 |
6,985.75 |
737.75 |
9.8% |
93.25 |
1.2% |
77% |
False |
False |
32,582 |
100 |
7,723.50 |
6,590.50 |
1,133.00 |
15.0% |
88.25 |
1.2% |
85% |
False |
False |
26,069 |
120 |
7,723.50 |
6,398.75 |
1,324.75 |
17.5% |
93.00 |
1.2% |
87% |
False |
False |
21,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,020.00 |
2.618 |
7,873.00 |
1.618 |
7,783.00 |
1.000 |
7,727.50 |
0.618 |
7,693.00 |
HIGH |
7,637.50 |
0.618 |
7,603.00 |
0.500 |
7,592.50 |
0.382 |
7,582.00 |
LOW |
7,547.50 |
0.618 |
7,492.00 |
1.000 |
7,457.50 |
1.618 |
7,402.00 |
2.618 |
7,312.00 |
4.250 |
7,165.00 |
|
|
Fisher Pivots for day following 21-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,592.50 |
7,554.00 |
PP |
7,578.50 |
7,553.00 |
S1 |
7,564.50 |
7,551.75 |
|