Trading Metrics calculated at close of trading on 28-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,590.25 |
7,663.50 |
73.25 |
1.0% |
7,539.75 |
High |
7,686.25 |
7,677.00 |
-9.25 |
-0.1% |
7,686.25 |
Low |
7,586.00 |
7,617.00 |
31.00 |
0.4% |
7,473.75 |
Close |
7,657.25 |
7,655.25 |
-2.00 |
0.0% |
7,655.25 |
Range |
100.25 |
60.00 |
-40.25 |
-40.1% |
212.50 |
ATR |
95.08 |
92.57 |
-2.51 |
-2.6% |
0.00 |
Volume |
377,694 |
381,496 |
3,802 |
1.0% |
1,874,117 |
|
Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,829.75 |
7,802.50 |
7,688.25 |
|
R3 |
7,769.75 |
7,742.50 |
7,671.75 |
|
R2 |
7,709.75 |
7,709.75 |
7,666.25 |
|
R1 |
7,682.50 |
7,682.50 |
7,660.75 |
7,666.00 |
PP |
7,649.75 |
7,649.75 |
7,649.75 |
7,641.50 |
S1 |
7,622.50 |
7,622.50 |
7,649.75 |
7,606.00 |
S2 |
7,589.75 |
7,589.75 |
7,644.25 |
|
S3 |
7,529.75 |
7,562.50 |
7,638.75 |
|
S4 |
7,469.75 |
7,502.50 |
7,622.25 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,242.50 |
8,161.50 |
7,772.00 |
|
R3 |
8,030.00 |
7,949.00 |
7,713.75 |
|
R2 |
7,817.50 |
7,817.50 |
7,694.25 |
|
R1 |
7,736.50 |
7,736.50 |
7,674.75 |
7,777.00 |
PP |
7,605.00 |
7,605.00 |
7,605.00 |
7,625.50 |
S1 |
7,524.00 |
7,524.00 |
7,635.75 |
7,564.50 |
S2 |
7,392.50 |
7,392.50 |
7,616.25 |
|
S3 |
7,180.00 |
7,311.50 |
7,596.75 |
|
S4 |
6,967.50 |
7,099.00 |
7,538.50 |
|
|
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% |
84.75 |
1.1% |
85% |
False |
False |
374,823 |
10 |
7,686.25 |
7,422.25 |
264.00 |
3.4% |
95.00 |
1.2% |
88% |
False |
False |
398,158 |
20 |
7,720.50 |
7,420.50 |
300.00 |
3.9% |
99.00 |
1.3% |
78% |
False |
False |
222,386 |
40 |
7,723.50 |
7,342.00 |
381.50 |
5.0% |
85.50 |
1.1% |
82% |
False |
False |
111,594 |
60 |
7,723.50 |
7,127.50 |
596.00 |
7.8% |
91.50 |
1.2% |
89% |
False |
False |
74,566 |
80 |
7,723.50 |
6,985.75 |
737.75 |
9.6% |
94.50 |
1.2% |
91% |
False |
False |
55,999 |
100 |
7,723.50 |
6,887.00 |
836.50 |
10.9% |
88.00 |
1.1% |
92% |
False |
False |
44,809 |
120 |
7,723.50 |
6,493.00 |
1,230.50 |
16.1% |
90.25 |
1.2% |
94% |
False |
False |
37,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,932.00 |
2.618 |
7,834.00 |
1.618 |
7,774.00 |
1.000 |
7,737.00 |
0.618 |
7,714.00 |
HIGH |
7,677.00 |
0.618 |
7,654.00 |
0.500 |
7,647.00 |
0.382 |
7,640.00 |
LOW |
7,617.00 |
0.618 |
7,580.00 |
1.000 |
7,557.00 |
1.618 |
7,520.00 |
2.618 |
7,460.00 |
4.250 |
7,362.00 |
|
|
Fisher Pivots for day following 28-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,652.50 |
7,647.50 |
PP |
7,649.75 |
7,639.75 |
S1 |
7,647.00 |
7,632.00 |
|