Trading Metrics calculated at close of trading on 24-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,609.00 |
7,539.75 |
-69.25 |
-0.9% |
7,566.25 |
High |
7,637.50 |
7,594.00 |
-43.50 |
-0.6% |
7,637.50 |
Low |
7,547.50 |
7,473.75 |
-73.75 |
-1.0% |
7,422.25 |
Close |
7,550.50 |
7,586.00 |
35.50 |
0.5% |
7,550.50 |
Range |
90.00 |
120.25 |
30.25 |
33.6% |
215.25 |
ATR |
96.56 |
98.25 |
1.69 |
1.8% |
0.00 |
Volume |
371,830 |
390,762 |
18,932 |
5.1% |
2,107,472 |
|
Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,912.00 |
7,869.25 |
7,652.25 |
|
R3 |
7,791.75 |
7,749.00 |
7,619.00 |
|
R2 |
7,671.50 |
7,671.50 |
7,608.00 |
|
R1 |
7,628.75 |
7,628.75 |
7,597.00 |
7,650.00 |
PP |
7,551.25 |
7,551.25 |
7,551.25 |
7,562.00 |
S1 |
7,508.50 |
7,508.50 |
7,575.00 |
7,530.00 |
S2 |
7,431.00 |
7,431.00 |
7,564.00 |
|
S3 |
7,310.75 |
7,388.25 |
7,553.00 |
|
S4 |
7,190.50 |
7,268.00 |
7,519.75 |
|
|
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 |
2.8% |
106.00 |
1.4% |
76% |
False |
False |
409,297 |
10 |
7,637.50 |
7,422.25 |
215.25 |
2.8% |
108.00 |
1.4% |
76% |
False |
False |
294,435 |
20 |
7,723.50 |
7,420.50 |
303.00 |
4.0% |
97.25 |
1.3% |
55% |
False |
False |
148,461 |
40 |
7,723.50 |
7,193.50 |
530.00 |
7.0% |
90.00 |
1.2% |
74% |
False |
False |
74,589 |
60 |
7,723.50 |
7,012.00 |
711.50 |
9.4% |
94.00 |
1.2% |
81% |
False |
False |
49,866 |
80 |
7,723.50 |
6,985.75 |
737.75 |
9.7% |
94.25 |
1.2% |
81% |
False |
False |
37,458 |
100 |
7,723.50 |
6,590.50 |
1,133.00 |
14.9% |
88.50 |
1.2% |
88% |
False |
False |
29,976 |
120 |
7,723.50 |
6,473.75 |
1,249.75 |
16.5% |
92.00 |
1.2% |
89% |
False |
False |
24,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,105.00 |
2.618 |
7,908.75 |
1.618 |
7,788.50 |
1.000 |
7,714.25 |
0.618 |
7,668.25 |
HIGH |
7,594.00 |
0.618 |
7,548.00 |
0.500 |
7,534.00 |
0.382 |
7,519.75 |
LOW |
7,473.75 |
0.618 |
7,399.50 |
1.000 |
7,353.50 |
1.618 |
7,279.25 |
2.618 |
7,159.00 |
4.250 |
6,962.75 |
|
|
Fisher Pivots for day following 24-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,568.50 |
7,576.00 |
PP |
7,551.25 |
7,565.75 |
S1 |
7,534.00 |
7,555.50 |
|