Trading Metrics calculated at close of trading on 25-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,421.0 |
7,416.0 |
-5.0 |
-0.1% |
7,271.5 |
High |
7,449.5 |
7,479.0 |
29.5 |
0.4% |
7,465.5 |
Low |
7,411.5 |
7,407.5 |
-4.0 |
-0.1% |
7,192.0 |
Close |
7,425.0 |
7,467.5 |
42.5 |
0.6% |
7,438.5 |
Range |
38.0 |
71.5 |
33.5 |
88.2% |
273.5 |
ATR |
69.1 |
69.3 |
0.2 |
0.2% |
0.0 |
Volume |
77,362 |
79,628 |
2,266 |
2.9% |
1,121,459 |
|
Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,666.0 |
7,638.0 |
7,507.0 |
|
R3 |
7,594.5 |
7,566.5 |
7,487.0 |
|
R2 |
7,523.0 |
7,523.0 |
7,480.5 |
|
R1 |
7,495.0 |
7,495.0 |
7,474.0 |
7,509.0 |
PP |
7,451.5 |
7,451.5 |
7,451.5 |
7,458.0 |
S1 |
7,423.5 |
7,423.5 |
7,461.0 |
7,437.5 |
S2 |
7,380.0 |
7,380.0 |
7,454.5 |
|
S3 |
7,308.5 |
7,352.0 |
7,448.0 |
|
S4 |
7,237.0 |
7,280.5 |
7,428.0 |
|
|
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 |
7,479.0 |
7,241.5 |
237.5 |
3.2% |
72.5 |
1.0% |
95% |
True |
False |
126,313 |
10 |
7,479.0 |
7,192.0 |
287.0 |
3.8% |
67.0 |
0.9% |
96% |
True |
False |
146,195 |
20 |
7,596.0 |
7,184.0 |
412.0 |
5.5% |
71.0 |
0.9% |
69% |
False |
False |
75,124 |
40 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
56.0 |
0.7% |
55% |
False |
False |
37,581 |
60 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
47.0 |
0.6% |
55% |
False |
False |
25,057 |
80 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
43.5 |
0.6% |
55% |
False |
False |
18,820 |
100 |
7,770.5 |
7,184.0 |
586.5 |
7.9% |
36.5 |
0.5% |
48% |
False |
False |
15,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,783.0 |
2.618 |
7,666.0 |
1.618 |
7,594.5 |
1.000 |
7,550.5 |
0.618 |
7,523.0 |
HIGH |
7,479.0 |
0.618 |
7,451.5 |
0.500 |
7,443.0 |
0.382 |
7,435.0 |
LOW |
7,407.5 |
0.618 |
7,363.5 |
1.000 |
7,336.0 |
1.618 |
7,292.0 |
2.618 |
7,220.5 |
4.250 |
7,103.5 |
|
|
Fisher Pivots for day following 25-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,459.5 |
7,449.0 |
PP |
7,451.5 |
7,430.0 |
S1 |
7,443.0 |
7,411.5 |
|