Trading Metrics calculated at close of trading on 27-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,398.0 |
3,393.0 |
-5.0 |
-0.1% |
3,303.0 |
High |
3,410.0 |
3,429.0 |
19.0 |
0.6% |
3,405.0 |
Low |
3,398.0 |
3,388.0 |
-10.0 |
-0.3% |
3,303.0 |
Close |
3,410.0 |
3,425.0 |
15.0 |
0.4% |
3,401.0 |
Range |
12.0 |
41.0 |
29.0 |
241.7% |
102.0 |
ATR |
24.9 |
26.0 |
1.2 |
4.6% |
0.0 |
Volume |
8,034 |
146 |
-7,888 |
-98.2% |
18,448 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,537.0 |
3,522.0 |
3,447.6 |
|
R3 |
3,496.0 |
3,481.0 |
3,436.3 |
|
R2 |
3,455.0 |
3,455.0 |
3,432.5 |
|
R1 |
3,440.0 |
3,440.0 |
3,428.8 |
3,447.5 |
PP |
3,414.0 |
3,414.0 |
3,414.0 |
3,417.8 |
S1 |
3,399.0 |
3,399.0 |
3,421.2 |
3,406.5 |
S2 |
3,373.0 |
3,373.0 |
3,417.5 |
|
S3 |
3,332.0 |
3,358.0 |
3,413.7 |
|
S4 |
3,291.0 |
3,317.0 |
3,402.5 |
|
|
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 |
3,429.0 |
3,380.0 |
49.0 |
1.4% |
18.2 |
0.5% |
92% |
True |
False |
3,907 |
10 |
3,429.0 |
3,303.0 |
126.0 |
3.7% |
20.8 |
0.6% |
97% |
True |
False |
3,800 |
20 |
3,429.0 |
3,246.0 |
183.0 |
5.3% |
22.3 |
0.7% |
98% |
True |
False |
2,706 |
40 |
3,478.0 |
3,246.0 |
232.0 |
6.8% |
20.8 |
0.6% |
77% |
False |
False |
1,533 |
60 |
3,495.0 |
3,246.0 |
249.0 |
7.3% |
19.4 |
0.6% |
72% |
False |
False |
1,041 |
80 |
3,495.0 |
3,246.0 |
249.0 |
7.3% |
18.2 |
0.5% |
72% |
False |
False |
1,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,603.3 |
2.618 |
3,536.3 |
1.618 |
3,495.3 |
1.000 |
3,470.0 |
0.618 |
3,454.3 |
HIGH |
3,429.0 |
0.618 |
3,413.3 |
0.500 |
3,408.5 |
0.382 |
3,403.7 |
LOW |
3,388.0 |
0.618 |
3,362.7 |
1.000 |
3,347.0 |
1.618 |
3,321.7 |
2.618 |
3,280.7 |
4.250 |
3,213.8 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,419.5 |
3,419.5 |
PP |
3,414.0 |
3,414.0 |
S1 |
3,408.5 |
3,408.5 |
|