Trading Metrics calculated at close of trading on 19-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,319.0 |
3,332.0 |
13.0 |
0.4% |
3,268.0 |
High |
3,336.0 |
3,340.0 |
4.0 |
0.1% |
3,320.0 |
Low |
3,312.0 |
3,322.0 |
10.0 |
0.3% |
3,268.0 |
Close |
3,326.0 |
3,339.0 |
13.0 |
0.4% |
3,317.0 |
Range |
24.0 |
18.0 |
-6.0 |
-25.0% |
52.0 |
ATR |
25.3 |
24.8 |
-0.5 |
-2.1% |
0.0 |
Volume |
7,389 |
5,658 |
-1,731 |
-23.4% |
1,911 |
|
Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,387.7 |
3,381.3 |
3,348.9 |
|
R3 |
3,369.7 |
3,363.3 |
3,344.0 |
|
R2 |
3,351.7 |
3,351.7 |
3,342.3 |
|
R1 |
3,345.3 |
3,345.3 |
3,340.7 |
3,348.5 |
PP |
3,333.7 |
3,333.7 |
3,333.7 |
3,335.3 |
S1 |
3,327.3 |
3,327.3 |
3,337.4 |
3,330.5 |
S2 |
3,315.7 |
3,315.7 |
3,335.7 |
|
S3 |
3,297.7 |
3,309.3 |
3,334.1 |
|
S4 |
3,279.7 |
3,291.3 |
3,329.1 |
|
|
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 |
3,340.0 |
3,294.0 |
46.0 |
1.4% |
19.8 |
0.6% |
98% |
True |
False |
2,986 |
10 |
3,340.0 |
3,246.0 |
94.0 |
2.8% |
19.3 |
0.6% |
99% |
True |
False |
2,508 |
20 |
3,431.0 |
3,246.0 |
185.0 |
5.5% |
20.0 |
0.6% |
50% |
False |
False |
1,763 |
40 |
3,495.0 |
3,246.0 |
249.0 |
7.5% |
20.0 |
0.6% |
37% |
False |
False |
918 |
60 |
3,495.0 |
3,246.0 |
249.0 |
7.5% |
18.4 |
0.5% |
37% |
False |
False |
665 |
80 |
3,495.0 |
3,246.0 |
249.0 |
7.5% |
16.5 |
0.5% |
37% |
False |
False |
756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,416.5 |
2.618 |
3,387.1 |
1.618 |
3,369.1 |
1.000 |
3,358.0 |
0.618 |
3,351.1 |
HIGH |
3,340.0 |
0.618 |
3,333.1 |
0.500 |
3,331.0 |
0.382 |
3,328.9 |
LOW |
3,322.0 |
0.618 |
3,310.9 |
1.000 |
3,304.0 |
1.618 |
3,292.9 |
2.618 |
3,274.9 |
4.250 |
3,245.5 |
|
|
Fisher Pivots for day following 19-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,336.3 |
3,333.2 |
PP |
3,333.7 |
3,327.3 |
S1 |
3,331.0 |
3,321.5 |
|