Trading Metrics calculated at close of trading on 21-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,338.0 |
3,389.0 |
51.0 |
1.5% |
3,303.0 |
High |
3,382.0 |
3,405.0 |
23.0 |
0.7% |
3,405.0 |
Low |
3,338.0 |
3,389.0 |
51.0 |
1.5% |
3,303.0 |
Close |
3,375.0 |
3,401.0 |
26.0 |
0.8% |
3,401.0 |
Range |
44.0 |
16.0 |
-28.0 |
-63.6% |
102.0 |
ATR |
26.1 |
26.4 |
0.3 |
1.1% |
0.0 |
Volume |
5,063 |
30 |
-5,033 |
-99.4% |
18,448 |
|
Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,446.3 |
3,439.7 |
3,409.8 |
|
R3 |
3,430.3 |
3,423.7 |
3,405.4 |
|
R2 |
3,414.3 |
3,414.3 |
3,403.9 |
|
R1 |
3,407.7 |
3,407.7 |
3,402.5 |
3,411.0 |
PP |
3,398.3 |
3,398.3 |
3,398.3 |
3,400.0 |
S1 |
3,391.7 |
3,391.7 |
3,399.5 |
3,395.0 |
S2 |
3,382.3 |
3,382.3 |
3,398.1 |
|
S3 |
3,366.3 |
3,375.7 |
3,396.6 |
|
S4 |
3,350.3 |
3,359.7 |
3,392.2 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,675.7 |
3,640.3 |
3,457.1 |
|
R3 |
3,573.7 |
3,538.3 |
3,429.1 |
|
R2 |
3,471.7 |
3,471.7 |
3,419.7 |
|
R1 |
3,436.3 |
3,436.3 |
3,410.4 |
3,454.0 |
PP |
3,369.7 |
3,369.7 |
3,369.7 |
3,378.5 |
S1 |
3,334.3 |
3,334.3 |
3,391.7 |
3,352.0 |
S2 |
3,267.7 |
3,267.7 |
3,382.3 |
|
S3 |
3,165.7 |
3,232.3 |
3,373.0 |
|
S4 |
3,063.7 |
3,130.3 |
3,344.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,405.0 |
3,303.0 |
102.0 |
3.0% |
23.6 |
0.7% |
96% |
True |
False |
3,689 |
10 |
3,405.0 |
3,268.0 |
137.0 |
4.0% |
21.0 |
0.6% |
97% |
True |
False |
2,035 |
20 |
3,431.0 |
3,246.0 |
185.0 |
5.4% |
22.3 |
0.7% |
84% |
False |
False |
1,868 |
40 |
3,495.0 |
3,246.0 |
249.0 |
7.3% |
20.6 |
0.6% |
62% |
False |
False |
1,045 |
60 |
3,495.0 |
3,246.0 |
249.0 |
7.3% |
19.1 |
0.6% |
62% |
False |
False |
717 |
80 |
3,495.0 |
3,246.0 |
249.0 |
7.3% |
17.2 |
0.5% |
62% |
False |
False |
819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,473.0 |
2.618 |
3,446.9 |
1.618 |
3,430.9 |
1.000 |
3,421.0 |
0.618 |
3,414.9 |
HIGH |
3,405.0 |
0.618 |
3,398.9 |
0.500 |
3,397.0 |
0.382 |
3,395.1 |
LOW |
3,389.0 |
0.618 |
3,379.1 |
1.000 |
3,373.0 |
1.618 |
3,363.1 |
2.618 |
3,347.1 |
4.250 |
3,321.0 |
|
|
Fisher Pivots for day following 21-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,399.7 |
3,388.5 |
PP |
3,398.3 |
3,376.0 |
S1 |
3,397.0 |
3,363.5 |
|