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 |
3,332.0 |
3,338.0 |
6.0 |
0.2% |
3,268.0 |
High |
3,340.0 |
3,382.0 |
42.0 |
1.3% |
3,320.0 |
Low |
3,322.0 |
3,338.0 |
16.0 |
0.5% |
3,268.0 |
Close |
3,339.0 |
3,375.0 |
36.0 |
1.1% |
3,317.0 |
Range |
18.0 |
44.0 |
26.0 |
144.4% |
52.0 |
ATR |
24.8 |
26.1 |
1.4 |
5.5% |
0.0 |
Volume |
5,658 |
5,063 |
-595 |
-10.5% |
1,911 |
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,497.0 |
3,480.0 |
3,399.2 |
|
R3 |
3,453.0 |
3,436.0 |
3,387.1 |
|
R2 |
3,409.0 |
3,409.0 |
3,383.1 |
|
R1 |
3,392.0 |
3,392.0 |
3,379.0 |
3,400.5 |
PP |
3,365.0 |
3,365.0 |
3,365.0 |
3,369.3 |
S1 |
3,348.0 |
3,348.0 |
3,371.0 |
3,356.5 |
S2 |
3,321.0 |
3,321.0 |
3,366.9 |
|
S3 |
3,277.0 |
3,304.0 |
3,362.9 |
|
S4 |
3,233.0 |
3,260.0 |
3,350.8 |
|
|
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 |
3,382.0 |
3,303.0 |
79.0 |
2.3% |
23.4 |
0.7% |
91% |
True |
False |
3,694 |
10 |
3,382.0 |
3,246.0 |
136.0 |
4.0% |
21.1 |
0.6% |
95% |
True |
False |
2,063 |
20 |
3,431.0 |
3,246.0 |
185.0 |
5.5% |
22.2 |
0.7% |
70% |
False |
False |
2,016 |
40 |
3,495.0 |
3,246.0 |
249.0 |
7.4% |
20.7 |
0.6% |
52% |
False |
False |
1,045 |
60 |
3,495.0 |
3,246.0 |
249.0 |
7.4% |
19.1 |
0.6% |
52% |
False |
False |
716 |
80 |
3,495.0 |
3,246.0 |
249.0 |
7.4% |
17.0 |
0.5% |
52% |
False |
False |
819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,569.0 |
2.618 |
3,497.2 |
1.618 |
3,453.2 |
1.000 |
3,426.0 |
0.618 |
3,409.2 |
HIGH |
3,382.0 |
0.618 |
3,365.2 |
0.500 |
3,360.0 |
0.382 |
3,354.8 |
LOW |
3,338.0 |
0.618 |
3,310.8 |
1.000 |
3,294.0 |
1.618 |
3,266.8 |
2.618 |
3,222.8 |
4.250 |
3,151.0 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,370.0 |
3,365.7 |
PP |
3,365.0 |
3,356.3 |
S1 |
3,360.0 |
3,347.0 |
|