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 |
1,212.4 |
1,205.0 |
-7.4 |
-0.6% |
1,204.8 |
High |
1,212.4 |
1,208.0 |
-4.4 |
-0.4% |
1,221.3 |
Low |
1,200.3 |
1,191.4 |
-8.9 |
-0.7% |
1,202.0 |
Close |
1,204.7 |
1,192.9 |
-11.8 |
-1.0% |
1,206.9 |
Range |
12.1 |
16.6 |
4.5 |
37.2% |
19.3 |
ATR |
11.0 |
11.4 |
0.4 |
3.6% |
0.0 |
Volume |
2,061 |
7,622 |
5,561 |
269.8% |
8,160 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.2 |
1,236.7 |
1,202.0 |
|
R3 |
1,230.6 |
1,220.1 |
1,197.5 |
|
R2 |
1,214.0 |
1,214.0 |
1,195.9 |
|
R1 |
1,203.5 |
1,203.5 |
1,194.4 |
1,200.5 |
PP |
1,197.4 |
1,197.4 |
1,197.4 |
1,195.9 |
S1 |
1,186.9 |
1,186.9 |
1,191.4 |
1,183.9 |
S2 |
1,180.8 |
1,180.8 |
1,189.9 |
|
S3 |
1,164.2 |
1,170.3 |
1,188.3 |
|
S4 |
1,147.6 |
1,153.7 |
1,183.8 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.0 |
1,256.7 |
1,217.5 |
|
R3 |
1,248.7 |
1,237.4 |
1,212.2 |
|
R2 |
1,229.4 |
1,229.4 |
1,210.4 |
|
R1 |
1,218.1 |
1,218.1 |
1,208.7 |
1,223.8 |
PP |
1,210.1 |
1,210.1 |
1,210.1 |
1,212.9 |
S1 |
1,198.8 |
1,198.8 |
1,205.1 |
1,204.5 |
S2 |
1,190.8 |
1,190.8 |
1,203.4 |
|
S3 |
1,171.5 |
1,179.5 |
1,201.6 |
|
S4 |
1,152.2 |
1,160.2 |
1,196.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,221.3 |
1,191.4 |
29.9 |
2.5% |
12.8 |
1.1% |
5% |
False |
True |
3,397 |
10 |
1,221.3 |
1,191.4 |
29.9 |
2.5% |
11.3 |
0.9% |
5% |
False |
True |
2,551 |
20 |
1,223.6 |
1,191.4 |
32.2 |
2.7% |
11.0 |
0.9% |
5% |
False |
True |
2,693 |
40 |
1,234.2 |
1,173.2 |
61.0 |
5.1% |
11.4 |
1.0% |
32% |
False |
False |
2,172 |
60 |
1,284.1 |
1,173.2 |
110.9 |
9.3% |
11.0 |
0.9% |
18% |
False |
False |
2,292 |
80 |
1,330.4 |
1,173.2 |
157.2 |
13.2% |
10.3 |
0.9% |
13% |
False |
False |
1,935 |
100 |
1,351.2 |
1,173.2 |
178.0 |
14.9% |
9.7 |
0.8% |
11% |
False |
False |
1,723 |
120 |
1,393.7 |
1,173.2 |
220.5 |
18.5% |
9.4 |
0.8% |
9% |
False |
False |
1,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.6 |
2.618 |
1,251.5 |
1.618 |
1,234.9 |
1.000 |
1,224.6 |
0.618 |
1,218.3 |
HIGH |
1,208.0 |
0.618 |
1,201.7 |
0.500 |
1,199.7 |
0.382 |
1,197.7 |
LOW |
1,191.4 |
0.618 |
1,181.1 |
1.000 |
1,174.8 |
1.618 |
1,164.5 |
2.618 |
1,147.9 |
4.250 |
1,120.9 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,199.7 |
1,202.4 |
PP |
1,197.4 |
1,199.2 |
S1 |
1,195.2 |
1,196.1 |
|