Trading Metrics calculated at close of trading on 11-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,256.0 |
7,240.0 |
-16.0 |
-0.2% |
7,395.0 |
High |
7,268.5 |
7,255.5 |
-13.0 |
-0.2% |
7,488.0 |
Low |
7,228.5 |
7,184.0 |
-44.5 |
-0.6% |
7,195.5 |
Close |
7,242.0 |
7,231.0 |
-11.0 |
-0.2% |
7,240.0 |
Range |
40.0 |
71.5 |
31.5 |
78.8% |
292.5 |
ATR |
68.1 |
68.4 |
0.2 |
0.4% |
0.0 |
Volume |
2,879 |
11,501 |
8,622 |
299.5% |
23,211 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,438.0 |
7,406.0 |
7,270.5 |
|
R3 |
7,366.5 |
7,334.5 |
7,250.5 |
|
R2 |
7,295.0 |
7,295.0 |
7,244.0 |
|
R1 |
7,263.0 |
7,263.0 |
7,237.5 |
7,243.0 |
PP |
7,223.5 |
7,223.5 |
7,223.5 |
7,213.5 |
S1 |
7,191.5 |
7,191.5 |
7,224.5 |
7,172.0 |
S2 |
7,152.0 |
7,152.0 |
7,218.0 |
|
S3 |
7,080.5 |
7,120.0 |
7,211.5 |
|
S4 |
7,009.0 |
7,048.5 |
7,191.5 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,185.5 |
8,005.0 |
7,401.0 |
|
R3 |
7,893.0 |
7,712.5 |
7,320.5 |
|
R2 |
7,600.5 |
7,600.5 |
7,293.5 |
|
R1 |
7,420.0 |
7,420.0 |
7,267.0 |
7,364.0 |
PP |
7,308.0 |
7,308.0 |
7,308.0 |
7,280.0 |
S1 |
7,127.5 |
7,127.5 |
7,213.0 |
7,071.5 |
S2 |
7,015.5 |
7,015.5 |
7,186.5 |
|
S3 |
6,723.0 |
6,835.0 |
7,159.5 |
|
S4 |
6,430.5 |
6,542.5 |
7,079.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,412.0 |
7,184.0 |
228.0 |
3.2% |
77.0 |
1.1% |
21% |
False |
True |
7,218 |
10 |
7,596.0 |
7,184.0 |
412.0 |
5.7% |
75.0 |
1.0% |
11% |
False |
True |
4,053 |
20 |
7,596.0 |
7,184.0 |
412.0 |
5.7% |
54.0 |
0.7% |
11% |
False |
True |
2,038 |
40 |
7,701.0 |
7,184.0 |
517.0 |
7.1% |
45.5 |
0.6% |
9% |
False |
True |
1,035 |
60 |
7,701.0 |
7,184.0 |
517.0 |
7.1% |
42.0 |
0.6% |
9% |
False |
True |
703 |
80 |
7,770.5 |
7,184.0 |
586.5 |
8.1% |
36.0 |
0.5% |
8% |
False |
True |
547 |
100 |
7,770.5 |
7,184.0 |
586.5 |
8.1% |
30.0 |
0.4% |
8% |
False |
True |
441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,559.5 |
2.618 |
7,442.5 |
1.618 |
7,371.0 |
1.000 |
7,327.0 |
0.618 |
7,299.5 |
HIGH |
7,255.5 |
0.618 |
7,228.0 |
0.500 |
7,220.0 |
0.382 |
7,211.5 |
LOW |
7,184.0 |
0.618 |
7,140.0 |
1.000 |
7,112.5 |
1.618 |
7,068.5 |
2.618 |
6,997.0 |
4.250 |
6,880.0 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,227.0 |
7,238.0 |
PP |
7,223.5 |
7,235.5 |
S1 |
7,220.0 |
7,233.5 |
|