Trading Metrics calculated at close of trading on 24-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,389.0 |
3,388.0 |
-1.0 |
0.0% |
3,303.0 |
High |
3,405.0 |
3,392.0 |
-13.0 |
-0.4% |
3,405.0 |
Low |
3,389.0 |
3,380.0 |
-9.0 |
-0.3% |
3,303.0 |
Close |
3,401.0 |
3,380.0 |
-21.0 |
-0.6% |
3,401.0 |
Range |
16.0 |
12.0 |
-4.0 |
-25.0% |
102.0 |
ATR |
26.4 |
26.0 |
-0.4 |
-1.5% |
0.0 |
Volume |
30 |
6,315 |
6,285 |
20,950.0% |
18,448 |
|
Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,420.0 |
3,412.0 |
3,386.6 |
|
R3 |
3,408.0 |
3,400.0 |
3,383.3 |
|
R2 |
3,396.0 |
3,396.0 |
3,382.2 |
|
R1 |
3,388.0 |
3,388.0 |
3,381.1 |
3,386.0 |
PP |
3,384.0 |
3,384.0 |
3,384.0 |
3,383.0 |
S1 |
3,376.0 |
3,376.0 |
3,378.9 |
3,374.0 |
S2 |
3,372.0 |
3,372.0 |
3,377.8 |
|
S3 |
3,360.0 |
3,364.0 |
3,376.7 |
|
S4 |
3,348.0 |
3,352.0 |
3,373.4 |
|
|
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 |
3,312.0 |
93.0 |
2.8% |
22.8 |
0.7% |
73% |
False |
False |
4,891 |
10 |
3,405.0 |
3,271.0 |
134.0 |
4.0% |
20.0 |
0.6% |
81% |
False |
False |
2,664 |
20 |
3,427.0 |
3,246.0 |
181.0 |
5.4% |
21.6 |
0.6% |
74% |
False |
False |
2,053 |
40 |
3,495.0 |
3,246.0 |
249.0 |
7.4% |
20.7 |
0.6% |
54% |
False |
False |
1,203 |
60 |
3,495.0 |
3,246.0 |
249.0 |
7.4% |
18.9 |
0.6% |
54% |
False |
False |
822 |
80 |
3,495.0 |
3,246.0 |
249.0 |
7.4% |
17.4 |
0.5% |
54% |
False |
False |
898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,443.0 |
2.618 |
3,423.4 |
1.618 |
3,411.4 |
1.000 |
3,404.0 |
0.618 |
3,399.4 |
HIGH |
3,392.0 |
0.618 |
3,387.4 |
0.500 |
3,386.0 |
0.382 |
3,384.6 |
LOW |
3,380.0 |
0.618 |
3,372.6 |
1.000 |
3,368.0 |
1.618 |
3,360.6 |
2.618 |
3,348.6 |
4.250 |
3,329.0 |
|
|
Fisher Pivots for day following 24-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,386.0 |
3,377.2 |
PP |
3,384.0 |
3,374.3 |
S1 |
3,382.0 |
3,371.5 |
|