Trading Metrics calculated at close of trading on 20-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
1,208.5 |
1,214.0 |
5.5 |
0.5% |
1,206.2 |
High |
1,216.6 |
1,218.2 |
1.6 |
0.1% |
1,223.6 |
Low |
1,208.5 |
1,212.0 |
3.5 |
0.3% |
1,198.5 |
Close |
1,214.0 |
1,217.0 |
3.0 |
0.2% |
1,206.8 |
Range |
8.1 |
6.2 |
-1.9 |
-23.5% |
25.1 |
ATR |
11.1 |
10.8 |
-0.4 |
-3.2% |
0.0 |
Volume |
1,887 |
1,338 |
-549 |
-29.1% |
11,972 |
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.3 |
1,231.9 |
1,220.4 |
|
R3 |
1,228.1 |
1,225.7 |
1,218.7 |
|
R2 |
1,221.9 |
1,221.9 |
1,218.1 |
|
R1 |
1,219.5 |
1,219.5 |
1,217.6 |
1,220.7 |
PP |
1,215.7 |
1,215.7 |
1,215.7 |
1,216.4 |
S1 |
1,213.3 |
1,213.3 |
1,216.4 |
1,214.5 |
S2 |
1,209.5 |
1,209.5 |
1,215.9 |
|
S3 |
1,203.3 |
1,207.1 |
1,215.3 |
|
S4 |
1,197.1 |
1,200.9 |
1,213.6 |
|
|
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 |
1,219.0 |
1,203.4 |
15.6 |
1.3% |
9.8 |
0.8% |
87% |
False |
False |
1,706 |
10 |
1,223.6 |
1,198.5 |
25.1 |
2.1% |
10.4 |
0.9% |
74% |
False |
False |
1,880 |
20 |
1,226.0 |
1,195.0 |
31.0 |
2.5% |
10.9 |
0.9% |
71% |
False |
False |
2,168 |
40 |
1,247.4 |
1,173.2 |
74.2 |
6.1% |
11.0 |
0.9% |
59% |
False |
False |
1,980 |
60 |
1,284.1 |
1,173.2 |
110.9 |
9.1% |
10.7 |
0.9% |
39% |
False |
False |
2,101 |
80 |
1,330.4 |
1,173.2 |
157.2 |
12.9% |
9.9 |
0.8% |
28% |
False |
False |
1,746 |
100 |
1,351.2 |
1,173.2 |
178.0 |
14.6% |
9.3 |
0.8% |
25% |
False |
False |
1,567 |
120 |
1,393.7 |
1,173.2 |
220.5 |
18.1% |
9.2 |
0.8% |
20% |
False |
False |
1,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,244.6 |
2.618 |
1,234.4 |
1.618 |
1,228.2 |
1.000 |
1,224.4 |
0.618 |
1,222.0 |
HIGH |
1,218.2 |
0.618 |
1,215.8 |
0.500 |
1,215.1 |
0.382 |
1,214.4 |
LOW |
1,212.0 |
0.618 |
1,208.2 |
1.000 |
1,205.8 |
1.618 |
1,202.0 |
2.618 |
1,195.8 |
4.250 |
1,185.7 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,216.4 |
1,215.4 |
PP |
1,215.7 |
1,213.8 |
S1 |
1,215.1 |
1,212.2 |
|