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 |
26,524 |
26,417 |
-107 |
-0.4% |
26,189 |
High |
26,627 |
26,576 |
-51 |
-0.2% |
26,820 |
Low |
26,369 |
26,357 |
-12 |
0.0% |
25,991 |
Close |
26,419 |
26,473 |
54 |
0.2% |
26,754 |
Range |
258 |
219 |
-39 |
-15.1% |
829 |
ATR |
211 |
212 |
1 |
0.3% |
0 |
Volume |
152,942 |
163,378 |
10,436 |
6.8% |
782,128 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,126 |
27,018 |
26,594 |
|
R3 |
26,907 |
26,799 |
26,533 |
|
R2 |
26,688 |
26,688 |
26,513 |
|
R1 |
26,580 |
26,580 |
26,493 |
26,634 |
PP |
26,469 |
26,469 |
26,469 |
26,496 |
S1 |
26,361 |
26,361 |
26,453 |
26,415 |
S2 |
26,250 |
26,250 |
26,433 |
|
S3 |
26,031 |
26,142 |
26,413 |
|
S4 |
25,812 |
25,923 |
26,353 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,009 |
28,710 |
27,210 |
|
R3 |
28,180 |
27,881 |
26,982 |
|
R2 |
27,351 |
27,351 |
26,906 |
|
R1 |
27,052 |
27,052 |
26,830 |
27,202 |
PP |
26,522 |
26,522 |
26,522 |
26,596 |
S1 |
26,223 |
26,223 |
26,678 |
26,373 |
S2 |
25,693 |
25,693 |
26,602 |
|
S3 |
24,864 |
25,394 |
26,526 |
|
S4 |
24,035 |
24,565 |
26,298 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,820 |
26,357 |
463 |
1.7% |
190 |
0.7% |
25% |
False |
True |
149,438 |
10 |
26,820 |
25,991 |
829 |
3.1% |
216 |
0.8% |
58% |
False |
False |
151,435 |
20 |
26,820 |
25,784 |
1,036 |
3.9% |
213 |
0.8% |
67% |
False |
False |
78,797 |
40 |
26,820 |
24,966 |
1,854 |
7.0% |
203 |
0.8% |
81% |
False |
False |
39,513 |
60 |
26,820 |
24,130 |
2,690 |
10.2% |
200 |
0.8% |
87% |
False |
False |
26,376 |
80 |
26,820 |
24,000 |
2,820 |
10.7% |
217 |
0.8% |
88% |
False |
False |
19,818 |
100 |
26,820 |
24,000 |
2,820 |
10.7% |
210 |
0.8% |
88% |
False |
False |
15,857 |
120 |
26,820 |
23,535 |
3,285 |
12.4% |
215 |
0.8% |
89% |
False |
False |
13,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,507 |
2.618 |
27,149 |
1.618 |
26,930 |
1.000 |
26,795 |
0.618 |
26,711 |
HIGH |
26,576 |
0.618 |
26,492 |
0.500 |
26,467 |
0.382 |
26,441 |
LOW |
26,357 |
0.618 |
26,222 |
1.000 |
26,138 |
1.618 |
26,003 |
2.618 |
25,784 |
4.250 |
25,426 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
26,471 |
26,531 |
PP |
26,469 |
26,511 |
S1 |
26,467 |
26,492 |
|