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 |
1,727.9 |
1,713.0 |
-14.9 |
-0.9% |
1,727.0 |
High |
1,731.3 |
1,717.3 |
-14.0 |
-0.8% |
1,731.3 |
Low |
1,714.5 |
1,699.4 |
-15.1 |
-0.9% |
1,702.7 |
Close |
1,717.4 |
1,709.4 |
-8.0 |
-0.5% |
1,717.4 |
Range |
16.8 |
17.9 |
1.1 |
6.5% |
28.6 |
ATR |
17.8 |
17.8 |
0.0 |
0.1% |
0.0 |
Volume |
126,125 |
99,941 |
-26,184 |
-20.8% |
964,692 |
|
Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.4 |
1,753.8 |
1,719.2 |
|
R3 |
1,744.5 |
1,735.9 |
1,714.3 |
|
R2 |
1,726.6 |
1,726.6 |
1,712.7 |
|
R1 |
1,718.0 |
1,718.0 |
1,711.0 |
1,713.4 |
PP |
1,708.7 |
1,708.7 |
1,708.7 |
1,706.4 |
S1 |
1,700.1 |
1,700.1 |
1,707.8 |
1,695.5 |
S2 |
1,690.8 |
1,690.8 |
1,706.1 |
|
S3 |
1,672.9 |
1,682.2 |
1,704.5 |
|
S4 |
1,655.0 |
1,664.3 |
1,699.6 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.9 |
1,788.8 |
1,733.1 |
|
R3 |
1,774.3 |
1,760.2 |
1,725.3 |
|
R2 |
1,745.7 |
1,745.7 |
1,722.6 |
|
R1 |
1,731.6 |
1,731.6 |
1,720.0 |
1,724.4 |
PP |
1,717.1 |
1,717.1 |
1,717.1 |
1,713.5 |
S1 |
1,703.0 |
1,703.0 |
1,714.8 |
1,695.8 |
S2 |
1,688.5 |
1,688.5 |
1,712.2 |
|
S3 |
1,659.9 |
1,674.4 |
1,709.5 |
|
S4 |
1,631.3 |
1,645.8 |
1,701.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,731.3 |
1,699.4 |
31.9 |
1.9% |
18.7 |
1.1% |
31% |
False |
True |
156,216 |
10 |
1,733.1 |
1,699.4 |
33.7 |
2.0% |
18.1 |
1.1% |
30% |
False |
True |
136,153 |
20 |
1,750.6 |
1,699.4 |
51.2 |
3.0% |
17.3 |
1.0% |
20% |
False |
True |
68,524 |
40 |
1,750.6 |
1,659.0 |
91.6 |
5.4% |
17.2 |
1.0% |
55% |
False |
False |
34,275 |
60 |
1,750.6 |
1,639.8 |
110.8 |
6.5% |
17.4 |
1.0% |
63% |
False |
False |
22,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,793.4 |
2.618 |
1,764.2 |
1.618 |
1,746.3 |
1.000 |
1,735.2 |
0.618 |
1,728.4 |
HIGH |
1,717.3 |
0.618 |
1,710.5 |
0.500 |
1,708.4 |
0.382 |
1,706.2 |
LOW |
1,699.4 |
0.618 |
1,688.3 |
1.000 |
1,681.5 |
1.618 |
1,670.4 |
2.618 |
1,652.5 |
4.250 |
1,623.3 |
|
|
Fisher Pivots for day following 24-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,709.1 |
1,715.4 |
PP |
1,708.7 |
1,713.4 |
S1 |
1,708.4 |
1,711.4 |
|