Trading Metrics calculated at close of trading on 26-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,591.00 |
7,598.00 |
7.00 |
0.1% |
7,566.25 |
High |
7,603.25 |
7,668.00 |
64.75 |
0.9% |
7,637.50 |
Low |
7,550.50 |
7,577.50 |
27.00 |
0.4% |
7,422.25 |
Close |
7,595.25 |
7,590.25 |
-5.00 |
-0.1% |
7,550.50 |
Range |
52.75 |
90.50 |
37.75 |
71.6% |
215.25 |
ATR |
95.00 |
94.68 |
-0.32 |
-0.3% |
0.00 |
Volume |
318,332 |
405,833 |
87,501 |
27.5% |
2,107,472 |
|
Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,883.50 |
7,827.25 |
7,640.00 |
|
R3 |
7,793.00 |
7,736.75 |
7,615.25 |
|
R2 |
7,702.50 |
7,702.50 |
7,606.75 |
|
R1 |
7,646.25 |
7,646.25 |
7,598.50 |
7,629.00 |
PP |
7,612.00 |
7,612.00 |
7,612.00 |
7,603.25 |
S1 |
7,555.75 |
7,555.75 |
7,582.00 |
7,538.50 |
S2 |
7,521.50 |
7,521.50 |
7,573.75 |
|
S3 |
7,431.00 |
7,465.25 |
7,565.25 |
|
S4 |
7,340.50 |
7,374.75 |
7,540.50 |
|
|
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 |
7,668.00 |
7,473.75 |
194.25 |
2.6% |
91.25 |
1.2% |
60% |
True |
False |
378,097 |
10 |
7,668.00 |
7,422.25 |
245.75 |
3.2% |
98.75 |
1.3% |
68% |
True |
False |
363,403 |
20 |
7,723.50 |
7,420.50 |
303.00 |
4.0% |
99.50 |
1.3% |
56% |
False |
False |
184,561 |
40 |
7,723.50 |
7,242.00 |
481.50 |
6.3% |
87.50 |
1.2% |
72% |
False |
False |
92,661 |
60 |
7,723.50 |
7,042.25 |
681.25 |
9.0% |
93.00 |
1.2% |
80% |
False |
False |
61,924 |
80 |
7,723.50 |
6,985.75 |
737.75 |
9.7% |
94.00 |
1.2% |
82% |
False |
False |
46,509 |
100 |
7,723.50 |
6,839.50 |
884.00 |
11.6% |
87.25 |
1.1% |
85% |
False |
False |
37,217 |
120 |
7,723.50 |
6,493.00 |
1,230.50 |
16.2% |
91.25 |
1.2% |
89% |
False |
False |
31,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,052.50 |
2.618 |
7,905.00 |
1.618 |
7,814.50 |
1.000 |
7,758.50 |
0.618 |
7,724.00 |
HIGH |
7,668.00 |
0.618 |
7,633.50 |
0.500 |
7,622.75 |
0.382 |
7,612.00 |
LOW |
7,577.50 |
0.618 |
7,521.50 |
1.000 |
7,487.00 |
1.618 |
7,431.00 |
2.618 |
7,340.50 |
4.250 |
7,193.00 |
|
|
Fisher Pivots for day following 26-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,622.75 |
7,583.75 |
PP |
7,612.00 |
7,577.25 |
S1 |
7,601.00 |
7,571.00 |
|