Trading Metrics calculated at close of trading on 25-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,388.0 |
3,392.0 |
4.0 |
0.1% |
3,303.0 |
High |
3,392.0 |
3,398.0 |
6.0 |
0.2% |
3,405.0 |
Low |
3,380.0 |
3,388.0 |
8.0 |
0.2% |
3,303.0 |
Close |
3,380.0 |
3,393.0 |
13.0 |
0.4% |
3,401.0 |
Range |
12.0 |
10.0 |
-2.0 |
-16.7% |
102.0 |
ATR |
26.0 |
25.5 |
-0.6 |
-2.2% |
0.0 |
Volume |
6,315 |
5,012 |
-1,303 |
-20.6% |
18,448 |
|
Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,423.0 |
3,418.0 |
3,398.5 |
|
R3 |
3,413.0 |
3,408.0 |
3,395.8 |
|
R2 |
3,403.0 |
3,403.0 |
3,394.8 |
|
R1 |
3,398.0 |
3,398.0 |
3,393.9 |
3,400.5 |
PP |
3,393.0 |
3,393.0 |
3,393.0 |
3,394.3 |
S1 |
3,388.0 |
3,388.0 |
3,392.1 |
3,390.5 |
S2 |
3,383.0 |
3,383.0 |
3,391.2 |
|
S3 |
3,373.0 |
3,378.0 |
3,390.3 |
|
S4 |
3,363.0 |
3,368.0 |
3,387.5 |
|
|
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 |
3,322.0 |
83.0 |
2.4% |
20.0 |
0.6% |
86% |
False |
False |
4,415 |
10 |
3,405.0 |
3,284.0 |
121.0 |
3.6% |
19.5 |
0.6% |
90% |
False |
False |
3,140 |
20 |
3,427.0 |
3,246.0 |
181.0 |
5.3% |
21.5 |
0.6% |
81% |
False |
False |
2,298 |
40 |
3,489.0 |
3,246.0 |
243.0 |
7.2% |
20.6 |
0.6% |
60% |
False |
False |
1,328 |
60 |
3,495.0 |
3,246.0 |
249.0 |
7.3% |
18.8 |
0.6% |
59% |
False |
False |
905 |
80 |
3,495.0 |
3,246.0 |
249.0 |
7.3% |
17.5 |
0.5% |
59% |
False |
False |
961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,440.5 |
2.618 |
3,424.2 |
1.618 |
3,414.2 |
1.000 |
3,408.0 |
0.618 |
3,404.2 |
HIGH |
3,398.0 |
0.618 |
3,394.2 |
0.500 |
3,393.0 |
0.382 |
3,391.8 |
LOW |
3,388.0 |
0.618 |
3,381.8 |
1.000 |
3,378.0 |
1.618 |
3,371.8 |
2.618 |
3,361.8 |
4.250 |
3,345.5 |
|
|
Fisher Pivots for day following 25-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,393.0 |
3,392.8 |
PP |
3,393.0 |
3,392.7 |
S1 |
3,393.0 |
3,392.5 |
|