Trading Metrics calculated at close of trading on 27-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,439.0 |
7,456.0 |
17.0 |
0.2% |
7,271.5 |
High |
7,485.5 |
7,523.0 |
37.5 |
0.5% |
7,465.5 |
Low |
7,439.0 |
7,448.5 |
9.5 |
0.1% |
7,192.0 |
Close |
7,475.5 |
7,514.0 |
38.5 |
0.5% |
7,438.5 |
Range |
46.5 |
74.5 |
28.0 |
60.2% |
273.5 |
ATR |
67.7 |
68.2 |
0.5 |
0.7% |
0.0 |
Volume |
82,977 |
87,159 |
4,182 |
5.0% |
1,121,459 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,718.5 |
7,691.0 |
7,555.0 |
|
R3 |
7,644.0 |
7,616.5 |
7,534.5 |
|
R2 |
7,569.5 |
7,569.5 |
7,527.5 |
|
R1 |
7,542.0 |
7,542.0 |
7,521.0 |
7,556.0 |
PP |
7,495.0 |
7,495.0 |
7,495.0 |
7,502.0 |
S1 |
7,467.5 |
7,467.5 |
7,507.0 |
7,481.0 |
S2 |
7,420.5 |
7,420.5 |
7,500.5 |
|
S3 |
7,346.0 |
7,393.0 |
7,493.5 |
|
S4 |
7,271.5 |
7,318.5 |
7,473.0 |
|
|
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 |
7,523.0 |
7,344.0 |
179.0 |
2.4% |
70.5 |
0.9% |
95% |
True |
False |
93,713 |
10 |
7,523.0 |
7,192.0 |
331.0 |
4.4% |
67.0 |
0.9% |
97% |
True |
False |
155,187 |
20 |
7,523.0 |
7,184.0 |
339.0 |
4.5% |
71.0 |
0.9% |
97% |
True |
False |
83,600 |
40 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
55.0 |
0.7% |
64% |
False |
False |
41,834 |
60 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
48.5 |
0.6% |
64% |
False |
False |
27,893 |
80 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
44.5 |
0.6% |
64% |
False |
False |
20,947 |
100 |
7,770.5 |
7,184.0 |
586.5 |
7.8% |
37.5 |
0.5% |
56% |
False |
False |
16,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,839.5 |
2.618 |
7,718.0 |
1.618 |
7,643.5 |
1.000 |
7,597.5 |
0.618 |
7,569.0 |
HIGH |
7,523.0 |
0.618 |
7,494.5 |
0.500 |
7,486.0 |
0.382 |
7,477.0 |
LOW |
7,448.5 |
0.618 |
7,402.5 |
1.000 |
7,374.0 |
1.618 |
7,328.0 |
2.618 |
7,253.5 |
4.250 |
7,132.0 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,504.5 |
7,498.0 |
PP |
7,495.0 |
7,481.5 |
S1 |
7,486.0 |
7,465.0 |
|