Trading Metrics calculated at close of trading on 25-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,539.75 |
7,591.00 |
51.25 |
0.7% |
7,566.25 |
High |
7,594.00 |
7,603.25 |
9.25 |
0.1% |
7,637.50 |
Low |
7,473.75 |
7,550.50 |
76.75 |
1.0% |
7,422.25 |
Close |
7,586.00 |
7,595.25 |
9.25 |
0.1% |
7,550.50 |
Range |
120.25 |
52.75 |
-67.50 |
-56.1% |
215.25 |
ATR |
98.25 |
95.00 |
-3.25 |
-3.3% |
0.00 |
Volume |
390,762 |
318,332 |
-72,430 |
-18.5% |
2,107,472 |
|
Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,741.25 |
7,721.00 |
7,624.25 |
|
R3 |
7,688.50 |
7,668.25 |
7,609.75 |
|
R2 |
7,635.75 |
7,635.75 |
7,605.00 |
|
R1 |
7,615.50 |
7,615.50 |
7,600.00 |
7,625.50 |
PP |
7,583.00 |
7,583.00 |
7,583.00 |
7,588.00 |
S1 |
7,562.75 |
7,562.75 |
7,590.50 |
7,573.00 |
S2 |
7,530.25 |
7,530.25 |
7,585.50 |
|
S3 |
7,477.50 |
7,510.00 |
7,580.75 |
|
S4 |
7,424.75 |
7,457.25 |
7,566.25 |
|
|
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 |
7,470.75 |
166.75 |
2.2% |
88.25 |
1.2% |
75% |
False |
False |
378,415 |
10 |
7,637.50 |
7,422.25 |
215.25 |
2.8% |
101.25 |
1.3% |
80% |
False |
False |
325,365 |
20 |
7,723.50 |
7,420.50 |
303.00 |
4.0% |
96.50 |
1.3% |
58% |
False |
False |
164,336 |
40 |
7,723.50 |
7,215.00 |
508.50 |
6.7% |
88.00 |
1.2% |
75% |
False |
False |
82,527 |
60 |
7,723.50 |
7,012.00 |
711.50 |
9.4% |
93.75 |
1.2% |
82% |
False |
False |
55,166 |
80 |
7,723.50 |
6,985.75 |
737.75 |
9.7% |
93.75 |
1.2% |
83% |
False |
False |
41,437 |
100 |
7,723.50 |
6,670.25 |
1,053.25 |
13.9% |
88.00 |
1.2% |
88% |
False |
False |
33,159 |
120 |
7,723.50 |
6,473.75 |
1,249.75 |
16.5% |
92.00 |
1.2% |
90% |
False |
False |
27,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,827.50 |
2.618 |
7,741.25 |
1.618 |
7,688.50 |
1.000 |
7,656.00 |
0.618 |
7,635.75 |
HIGH |
7,603.25 |
0.618 |
7,583.00 |
0.500 |
7,577.00 |
0.382 |
7,570.75 |
LOW |
7,550.50 |
0.618 |
7,518.00 |
1.000 |
7,497.75 |
1.618 |
7,465.25 |
2.618 |
7,412.50 |
4.250 |
7,326.25 |
|
|
Fisher Pivots for day following 25-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,589.00 |
7,582.00 |
PP |
7,583.00 |
7,568.75 |
S1 |
7,577.00 |
7,555.50 |
|