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 |
7,352.5 |
7,421.0 |
68.5 |
0.9% |
7,271.5 |
High |
7,465.5 |
7,449.5 |
-16.0 |
-0.2% |
7,465.5 |
Low |
7,344.0 |
7,411.5 |
67.5 |
0.9% |
7,192.0 |
Close |
7,438.5 |
7,425.0 |
-13.5 |
-0.2% |
7,438.5 |
Range |
121.5 |
38.0 |
-83.5 |
-68.7% |
273.5 |
ATR |
71.5 |
69.1 |
-2.4 |
-3.3% |
0.0 |
Volume |
141,442 |
77,362 |
-64,080 |
-45.3% |
1,121,459 |
|
Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,542.5 |
7,522.0 |
7,446.0 |
|
R3 |
7,504.5 |
7,484.0 |
7,435.5 |
|
R2 |
7,466.5 |
7,466.5 |
7,432.0 |
|
R1 |
7,446.0 |
7,446.0 |
7,428.5 |
7,456.0 |
PP |
7,428.5 |
7,428.5 |
7,428.5 |
7,434.0 |
S1 |
7,408.0 |
7,408.0 |
7,421.5 |
7,418.0 |
S2 |
7,390.5 |
7,390.5 |
7,418.0 |
|
S3 |
7,352.5 |
7,370.0 |
7,414.5 |
|
S4 |
7,314.5 |
7,332.0 |
7,404.0 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,186.0 |
8,085.5 |
7,589.0 |
|
R3 |
7,912.5 |
7,812.0 |
7,513.5 |
|
R2 |
7,639.0 |
7,639.0 |
7,488.5 |
|
R1 |
7,538.5 |
7,538.5 |
7,463.5 |
7,589.0 |
PP |
7,365.5 |
7,365.5 |
7,365.5 |
7,390.5 |
S1 |
7,265.0 |
7,265.0 |
7,413.5 |
7,315.0 |
S2 |
7,092.0 |
7,092.0 |
7,388.5 |
|
S3 |
6,818.5 |
6,991.5 |
7,363.5 |
|
S4 |
6,545.0 |
6,718.0 |
7,288.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,465.5 |
7,192.0 |
273.5 |
3.7% |
76.5 |
1.0% |
85% |
False |
False |
189,113 |
10 |
7,465.5 |
7,184.0 |
281.5 |
3.8% |
67.0 |
0.9% |
86% |
False |
False |
139,383 |
20 |
7,596.0 |
7,184.0 |
412.0 |
5.5% |
69.0 |
0.9% |
58% |
False |
False |
71,150 |
40 |
7,701.0 |
7,184.0 |
517.0 |
7.0% |
55.5 |
0.7% |
47% |
False |
False |
35,591 |
60 |
7,701.0 |
7,184.0 |
517.0 |
7.0% |
46.5 |
0.6% |
47% |
False |
False |
23,730 |
80 |
7,701.0 |
7,184.0 |
517.0 |
7.0% |
42.5 |
0.6% |
47% |
False |
False |
17,825 |
100 |
7,770.5 |
7,184.0 |
586.5 |
7.9% |
35.5 |
0.5% |
41% |
False |
False |
14,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,611.0 |
2.618 |
7,549.0 |
1.618 |
7,511.0 |
1.000 |
7,487.5 |
0.618 |
7,473.0 |
HIGH |
7,449.5 |
0.618 |
7,435.0 |
0.500 |
7,430.5 |
0.382 |
7,426.0 |
LOW |
7,411.5 |
0.618 |
7,388.0 |
1.000 |
7,373.5 |
1.618 |
7,350.0 |
2.618 |
7,312.0 |
4.250 |
7,250.0 |
|
|
Fisher Pivots for day following 24-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,430.5 |
7,408.5 |
PP |
7,428.5 |
7,392.0 |
S1 |
7,427.0 |
7,375.5 |
|