Trading Metrics calculated at close of trading on 28-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,393.0 |
3,419.0 |
26.0 |
0.8% |
3,388.0 |
High |
3,429.0 |
3,419.0 |
-10.0 |
-0.3% |
3,429.0 |
Low |
3,388.0 |
3,356.0 |
-32.0 |
-0.9% |
3,356.0 |
Close |
3,425.0 |
3,376.0 |
-49.0 |
-1.4% |
3,376.0 |
Range |
41.0 |
63.0 |
22.0 |
53.7% |
73.0 |
ATR |
26.0 |
29.1 |
3.1 |
11.8% |
0.0 |
Volume |
146 |
36 |
-110 |
-75.3% |
19,543 |
|
Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,572.7 |
3,537.3 |
3,410.7 |
|
R3 |
3,509.7 |
3,474.3 |
3,393.3 |
|
R2 |
3,446.7 |
3,446.7 |
3,387.6 |
|
R1 |
3,411.3 |
3,411.3 |
3,381.8 |
3,397.5 |
PP |
3,383.7 |
3,383.7 |
3,383.7 |
3,376.8 |
S1 |
3,348.3 |
3,348.3 |
3,370.2 |
3,334.5 |
S2 |
3,320.7 |
3,320.7 |
3,364.5 |
|
S3 |
3,257.7 |
3,285.3 |
3,358.7 |
|
S4 |
3,194.7 |
3,222.3 |
3,341.4 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,606.0 |
3,564.0 |
3,416.2 |
|
R3 |
3,533.0 |
3,491.0 |
3,396.1 |
|
R2 |
3,460.0 |
3,460.0 |
3,389.4 |
|
R1 |
3,418.0 |
3,418.0 |
3,382.7 |
3,402.5 |
PP |
3,387.0 |
3,387.0 |
3,387.0 |
3,379.3 |
S1 |
3,345.0 |
3,345.0 |
3,369.3 |
3,329.5 |
S2 |
3,314.0 |
3,314.0 |
3,362.6 |
|
S3 |
3,241.0 |
3,272.0 |
3,355.9 |
|
S4 |
3,168.0 |
3,199.0 |
3,335.9 |
|
|
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 |
3,356.0 |
73.0 |
2.2% |
27.6 |
0.8% |
27% |
False |
True |
3,908 |
10 |
3,429.0 |
3,303.0 |
126.0 |
3.7% |
25.6 |
0.8% |
58% |
False |
False |
3,799 |
20 |
3,429.0 |
3,246.0 |
183.0 |
5.4% |
24.3 |
0.7% |
71% |
False |
False |
2,706 |
40 |
3,478.0 |
3,246.0 |
232.0 |
6.9% |
22.2 |
0.7% |
56% |
False |
False |
1,533 |
60 |
3,495.0 |
3,246.0 |
249.0 |
7.4% |
19.9 |
0.6% |
52% |
False |
False |
1,024 |
80 |
3,495.0 |
3,246.0 |
249.0 |
7.4% |
18.9 |
0.6% |
52% |
False |
False |
1,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,686.8 |
2.618 |
3,583.9 |
1.618 |
3,520.9 |
1.000 |
3,482.0 |
0.618 |
3,457.9 |
HIGH |
3,419.0 |
0.618 |
3,394.9 |
0.500 |
3,387.5 |
0.382 |
3,380.1 |
LOW |
3,356.0 |
0.618 |
3,317.1 |
1.000 |
3,293.0 |
1.618 |
3,254.1 |
2.618 |
3,191.1 |
4.250 |
3,088.3 |
|
|
Fisher Pivots for day following 28-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,387.5 |
3,392.5 |
PP |
3,383.7 |
3,387.0 |
S1 |
3,379.8 |
3,381.5 |
|