Trading Metrics calculated at close of trading on 18-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,303.0 |
3,319.0 |
16.0 |
0.5% |
3,268.0 |
High |
3,319.0 |
3,336.0 |
17.0 |
0.5% |
3,320.0 |
Low |
3,303.0 |
3,312.0 |
9.0 |
0.3% |
3,268.0 |
Close |
3,319.0 |
3,326.0 |
7.0 |
0.2% |
3,317.0 |
Range |
16.0 |
24.0 |
8.0 |
50.0% |
52.0 |
ATR |
25.4 |
25.3 |
-0.1 |
-0.4% |
0.0 |
Volume |
308 |
7,389 |
7,081 |
2,299.0% |
1,911 |
|
Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,396.7 |
3,385.3 |
3,339.2 |
|
R3 |
3,372.7 |
3,361.3 |
3,332.6 |
|
R2 |
3,348.7 |
3,348.7 |
3,330.4 |
|
R1 |
3,337.3 |
3,337.3 |
3,328.2 |
3,343.0 |
PP |
3,324.7 |
3,324.7 |
3,324.7 |
3,327.5 |
S1 |
3,313.3 |
3,313.3 |
3,323.8 |
3,319.0 |
S2 |
3,300.7 |
3,300.7 |
3,321.6 |
|
S3 |
3,276.7 |
3,289.3 |
3,319.4 |
|
S4 |
3,252.7 |
3,265.3 |
3,312.8 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,457.7 |
3,439.3 |
3,345.6 |
|
R3 |
3,405.7 |
3,387.3 |
3,331.3 |
|
R2 |
3,353.7 |
3,353.7 |
3,326.5 |
|
R1 |
3,335.3 |
3,335.3 |
3,321.8 |
3,344.5 |
PP |
3,301.7 |
3,301.7 |
3,301.7 |
3,306.3 |
S1 |
3,283.3 |
3,283.3 |
3,312.2 |
3,292.5 |
S2 |
3,249.7 |
3,249.7 |
3,307.5 |
|
S3 |
3,197.7 |
3,231.3 |
3,302.7 |
|
S4 |
3,145.7 |
3,179.3 |
3,288.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,336.0 |
3,284.0 |
52.0 |
1.6% |
19.0 |
0.6% |
81% |
True |
False |
1,865 |
10 |
3,336.0 |
3,246.0 |
90.0 |
2.7% |
20.3 |
0.6% |
89% |
True |
False |
2,081 |
20 |
3,431.0 |
3,246.0 |
185.0 |
5.6% |
20.4 |
0.6% |
43% |
False |
False |
1,481 |
40 |
3,495.0 |
3,246.0 |
249.0 |
7.5% |
20.4 |
0.6% |
32% |
False |
False |
777 |
60 |
3,495.0 |
3,246.0 |
249.0 |
7.5% |
19.0 |
0.6% |
32% |
False |
False |
659 |
80 |
3,495.0 |
3,246.0 |
249.0 |
7.5% |
16.2 |
0.5% |
32% |
False |
False |
741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,438.0 |
2.618 |
3,398.8 |
1.618 |
3,374.8 |
1.000 |
3,360.0 |
0.618 |
3,350.8 |
HIGH |
3,336.0 |
0.618 |
3,326.8 |
0.500 |
3,324.0 |
0.382 |
3,321.2 |
LOW |
3,312.0 |
0.618 |
3,297.2 |
1.000 |
3,288.0 |
1.618 |
3,273.2 |
2.618 |
3,249.2 |
4.250 |
3,210.0 |
|
|
Fisher Pivots for day following 18-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,325.3 |
3,323.8 |
PP |
3,324.7 |
3,321.7 |
S1 |
3,324.0 |
3,319.5 |
|