Trading Metrics calculated at close of trading on 26-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,392.0 |
3,398.0 |
6.0 |
0.2% |
3,303.0 |
High |
3,398.0 |
3,410.0 |
12.0 |
0.4% |
3,405.0 |
Low |
3,388.0 |
3,398.0 |
10.0 |
0.3% |
3,303.0 |
Close |
3,393.0 |
3,410.0 |
17.0 |
0.5% |
3,401.0 |
Range |
10.0 |
12.0 |
2.0 |
20.0% |
102.0 |
ATR |
25.5 |
24.9 |
-0.6 |
-2.4% |
0.0 |
Volume |
5,012 |
8,034 |
3,022 |
60.3% |
18,448 |
|
Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,442.0 |
3,438.0 |
3,416.6 |
|
R3 |
3,430.0 |
3,426.0 |
3,413.3 |
|
R2 |
3,418.0 |
3,418.0 |
3,412.2 |
|
R1 |
3,414.0 |
3,414.0 |
3,411.1 |
3,416.0 |
PP |
3,406.0 |
3,406.0 |
3,406.0 |
3,407.0 |
S1 |
3,402.0 |
3,402.0 |
3,408.9 |
3,404.0 |
S2 |
3,394.0 |
3,394.0 |
3,407.8 |
|
S3 |
3,382.0 |
3,390.0 |
3,406.7 |
|
S4 |
3,370.0 |
3,378.0 |
3,403.4 |
|
|
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 |
3,410.0 |
3,338.0 |
72.0 |
2.1% |
18.8 |
0.6% |
100% |
True |
False |
4,890 |
10 |
3,410.0 |
3,294.0 |
116.0 |
3.4% |
19.3 |
0.6% |
100% |
True |
False |
3,938 |
20 |
3,411.0 |
3,246.0 |
165.0 |
4.8% |
21.3 |
0.6% |
99% |
False |
False |
2,699 |
40 |
3,478.0 |
3,246.0 |
232.0 |
6.8% |
20.5 |
0.6% |
71% |
False |
False |
1,529 |
60 |
3,495.0 |
3,246.0 |
249.0 |
7.3% |
18.9 |
0.6% |
66% |
False |
False |
1,039 |
80 |
3,495.0 |
3,246.0 |
249.0 |
7.3% |
17.6 |
0.5% |
66% |
False |
False |
1,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,461.0 |
2.618 |
3,441.4 |
1.618 |
3,429.4 |
1.000 |
3,422.0 |
0.618 |
3,417.4 |
HIGH |
3,410.0 |
0.618 |
3,405.4 |
0.500 |
3,404.0 |
0.382 |
3,402.6 |
LOW |
3,398.0 |
0.618 |
3,390.6 |
1.000 |
3,386.0 |
1.618 |
3,378.6 |
2.618 |
3,366.6 |
4.250 |
3,347.0 |
|
|
Fisher Pivots for day following 26-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,408.0 |
3,405.0 |
PP |
3,406.0 |
3,400.0 |
S1 |
3,404.0 |
3,395.0 |
|