Trading Metrics calculated at close of trading on 27-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,598.00 |
7,590.25 |
-7.75 |
-0.1% |
7,566.25 |
High |
7,668.00 |
7,686.25 |
18.25 |
0.2% |
7,637.50 |
Low |
7,577.50 |
7,586.00 |
8.50 |
0.1% |
7,422.25 |
Close |
7,590.25 |
7,657.25 |
67.00 |
0.9% |
7,550.50 |
Range |
90.50 |
100.25 |
9.75 |
10.8% |
215.25 |
ATR |
94.68 |
95.08 |
0.40 |
0.4% |
0.00 |
Volume |
405,833 |
377,694 |
-28,139 |
-6.9% |
2,107,472 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,944.00 |
7,900.75 |
7,712.50 |
|
R3 |
7,843.75 |
7,800.50 |
7,684.75 |
|
R2 |
7,743.50 |
7,743.50 |
7,675.75 |
|
R1 |
7,700.25 |
7,700.25 |
7,666.50 |
7,722.00 |
PP |
7,643.25 |
7,643.25 |
7,643.25 |
7,654.00 |
S1 |
7,600.00 |
7,600.00 |
7,648.00 |
7,621.50 |
S2 |
7,543.00 |
7,543.00 |
7,638.75 |
|
S3 |
7,442.75 |
7,499.75 |
7,629.75 |
|
S4 |
7,342.50 |
7,399.50 |
7,602.00 |
|
|
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 |
7,686.25 |
7,473.75 |
212.50 |
2.8% |
90.75 |
1.2% |
86% |
True |
False |
372,890 |
10 |
7,686.25 |
7,422.25 |
264.00 |
3.4% |
97.25 |
1.3% |
89% |
True |
False |
393,469 |
20 |
7,723.50 |
7,420.50 |
303.00 |
4.0% |
99.50 |
1.3% |
78% |
False |
False |
203,366 |
40 |
7,723.50 |
7,242.00 |
481.50 |
6.3% |
88.50 |
1.2% |
86% |
False |
False |
102,082 |
60 |
7,723.50 |
7,042.25 |
681.25 |
8.9% |
92.25 |
1.2% |
90% |
False |
False |
68,214 |
80 |
7,723.50 |
6,985.75 |
737.75 |
9.6% |
94.75 |
1.2% |
91% |
False |
False |
51,230 |
100 |
7,723.50 |
6,839.50 |
884.00 |
11.5% |
87.75 |
1.1% |
93% |
False |
False |
40,994 |
120 |
7,723.50 |
6,493.00 |
1,230.50 |
16.1% |
91.00 |
1.2% |
95% |
False |
False |
34,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,112.25 |
2.618 |
7,948.75 |
1.618 |
7,848.50 |
1.000 |
7,786.50 |
0.618 |
7,748.25 |
HIGH |
7,686.25 |
0.618 |
7,648.00 |
0.500 |
7,636.00 |
0.382 |
7,624.25 |
LOW |
7,586.00 |
0.618 |
7,524.00 |
1.000 |
7,485.75 |
1.618 |
7,423.75 |
2.618 |
7,323.50 |
4.250 |
7,160.00 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,650.25 |
7,644.25 |
PP |
7,643.25 |
7,631.25 |
S1 |
7,636.00 |
7,618.50 |
|