Trading Metrics calculated at close of trading on 14-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
1,217.2 |
1,213.5 |
-3.7 |
-0.3% |
1,206.2 |
High |
1,223.6 |
1,219.0 |
-4.6 |
-0.4% |
1,223.6 |
Low |
1,211.5 |
1,203.4 |
-8.1 |
-0.7% |
1,198.5 |
Close |
1,214.0 |
1,206.8 |
-7.2 |
-0.6% |
1,206.8 |
Range |
12.1 |
15.6 |
3.5 |
28.9% |
25.1 |
ATR |
11.4 |
11.7 |
0.3 |
2.7% |
0.0 |
Volume |
2,768 |
2,885 |
117 |
4.2% |
11,972 |
|
Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.5 |
1,247.3 |
1,215.4 |
|
R3 |
1,240.9 |
1,231.7 |
1,211.1 |
|
R2 |
1,225.3 |
1,225.3 |
1,209.7 |
|
R1 |
1,216.1 |
1,216.1 |
1,208.2 |
1,212.9 |
PP |
1,209.7 |
1,209.7 |
1,209.7 |
1,208.2 |
S1 |
1,200.5 |
1,200.5 |
1,205.4 |
1,197.3 |
S2 |
1,194.1 |
1,194.1 |
1,203.9 |
|
S3 |
1,178.5 |
1,184.9 |
1,202.5 |
|
S4 |
1,162.9 |
1,169.3 |
1,198.2 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.9 |
1,271.0 |
1,220.6 |
|
R3 |
1,259.8 |
1,245.9 |
1,213.7 |
|
R2 |
1,234.7 |
1,234.7 |
1,211.4 |
|
R1 |
1,220.8 |
1,220.8 |
1,209.1 |
1,227.8 |
PP |
1,209.6 |
1,209.6 |
1,209.6 |
1,213.1 |
S1 |
1,195.7 |
1,195.7 |
1,204.5 |
1,202.7 |
S2 |
1,184.5 |
1,184.5 |
1,202.2 |
|
S3 |
1,159.4 |
1,170.6 |
1,199.9 |
|
S4 |
1,134.3 |
1,145.5 |
1,193.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,223.6 |
1,198.5 |
25.1 |
2.1% |
12.3 |
1.0% |
33% |
False |
False |
2,394 |
10 |
1,223.6 |
1,198.5 |
25.1 |
2.1% |
11.2 |
0.9% |
33% |
False |
False |
2,904 |
20 |
1,226.0 |
1,185.0 |
41.0 |
3.4% |
11.1 |
0.9% |
53% |
False |
False |
2,084 |
40 |
1,250.0 |
1,173.2 |
76.8 |
6.4% |
11.3 |
0.9% |
44% |
False |
False |
2,127 |
60 |
1,289.6 |
1,173.2 |
116.4 |
9.6% |
10.5 |
0.9% |
29% |
False |
False |
2,047 |
80 |
1,330.9 |
1,173.2 |
157.7 |
13.1% |
9.9 |
0.8% |
21% |
False |
False |
1,788 |
100 |
1,353.7 |
1,173.2 |
180.5 |
15.0% |
9.3 |
0.8% |
19% |
False |
False |
1,513 |
120 |
1,393.7 |
1,173.2 |
220.5 |
18.3% |
9.3 |
0.8% |
15% |
False |
False |
1,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.3 |
2.618 |
1,259.8 |
1.618 |
1,244.2 |
1.000 |
1,234.6 |
0.618 |
1,228.6 |
HIGH |
1,219.0 |
0.618 |
1,213.0 |
0.500 |
1,211.2 |
0.382 |
1,209.4 |
LOW |
1,203.4 |
0.618 |
1,193.8 |
1.000 |
1,187.8 |
1.618 |
1,178.2 |
2.618 |
1,162.6 |
4.250 |
1,137.1 |
|
|
Fisher Pivots for day following 14-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,211.2 |
1,213.5 |
PP |
1,209.7 |
1,211.3 |
S1 |
1,208.3 |
1,209.0 |
|