Trading Metrics calculated at close of trading on 20-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,283.0 |
7,324.0 |
41.0 |
0.6% |
7,256.0 |
High |
7,308.5 |
7,350.5 |
42.0 |
0.6% |
7,288.0 |
Low |
7,241.5 |
7,285.5 |
44.0 |
0.6% |
7,184.0 |
Close |
7,291.0 |
7,327.5 |
36.5 |
0.5% |
7,269.5 |
Range |
67.0 |
65.0 |
-2.0 |
-3.0% |
104.0 |
ATR |
66.5 |
66.4 |
-0.1 |
-0.2% |
0.0 |
Volume |
201,217 |
131,917 |
-69,300 |
-34.4% |
197,888 |
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,516.0 |
7,487.0 |
7,363.0 |
|
R3 |
7,451.0 |
7,422.0 |
7,345.5 |
|
R2 |
7,386.0 |
7,386.0 |
7,339.5 |
|
R1 |
7,357.0 |
7,357.0 |
7,333.5 |
7,371.5 |
PP |
7,321.0 |
7,321.0 |
7,321.0 |
7,328.5 |
S1 |
7,292.0 |
7,292.0 |
7,321.5 |
7,306.5 |
S2 |
7,256.0 |
7,256.0 |
7,315.5 |
|
S3 |
7,191.0 |
7,227.0 |
7,309.5 |
|
S4 |
7,126.0 |
7,162.0 |
7,292.0 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,559.0 |
7,518.5 |
7,326.5 |
|
R3 |
7,455.0 |
7,414.5 |
7,298.0 |
|
R2 |
7,351.0 |
7,351.0 |
7,288.5 |
|
R1 |
7,310.5 |
7,310.5 |
7,279.0 |
7,331.0 |
PP |
7,247.0 |
7,247.0 |
7,247.0 |
7,257.5 |
S1 |
7,206.5 |
7,206.5 |
7,260.0 |
7,227.0 |
S2 |
7,143.0 |
7,143.0 |
7,250.5 |
|
S3 |
7,039.0 |
7,102.5 |
7,241.0 |
|
S4 |
6,935.0 |
6,998.5 |
7,212.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,350.5 |
7,192.0 |
158.5 |
2.2% |
64.0 |
0.9% |
85% |
True |
False |
216,661 |
10 |
7,350.5 |
7,184.0 |
166.5 |
2.3% |
64.5 |
0.9% |
86% |
True |
False |
118,436 |
20 |
7,596.0 |
7,184.0 |
412.0 |
5.6% |
64.0 |
0.9% |
35% |
False |
False |
60,211 |
40 |
7,701.0 |
7,184.0 |
517.0 |
7.1% |
52.0 |
0.7% |
28% |
False |
False |
30,121 |
60 |
7,701.0 |
7,184.0 |
517.0 |
7.1% |
45.5 |
0.6% |
28% |
False |
False |
20,094 |
80 |
7,701.0 |
7,184.0 |
517.0 |
7.1% |
41.0 |
0.6% |
28% |
False |
False |
15,090 |
100 |
7,770.5 |
7,184.0 |
586.5 |
8.0% |
34.0 |
0.5% |
24% |
False |
False |
12,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,627.0 |
2.618 |
7,520.5 |
1.618 |
7,455.5 |
1.000 |
7,415.5 |
0.618 |
7,390.5 |
HIGH |
7,350.5 |
0.618 |
7,325.5 |
0.500 |
7,318.0 |
0.382 |
7,310.5 |
LOW |
7,285.5 |
0.618 |
7,245.5 |
1.000 |
7,220.5 |
1.618 |
7,180.5 |
2.618 |
7,115.5 |
4.250 |
7,009.0 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,324.5 |
7,309.0 |
PP |
7,321.0 |
7,290.0 |
S1 |
7,318.0 |
7,271.0 |
|