Trading Metrics calculated at close of trading on 11-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
1,212.4 |
1,212.0 |
-0.4 |
0.0% |
1,219.1 |
High |
1,213.8 |
1,213.7 |
-0.1 |
0.0% |
1,223.4 |
Low |
1,209.1 |
1,204.5 |
-4.6 |
-0.4% |
1,206.2 |
Close |
1,211.1 |
1,213.5 |
2.4 |
0.2% |
1,211.7 |
Range |
4.7 |
9.2 |
4.5 |
95.7% |
17.2 |
ATR |
9.3 |
9.3 |
0.0 |
-0.1% |
0.0 |
Volume |
712 |
1,639 |
927 |
130.2% |
3,288 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.2 |
1,235.0 |
1,218.6 |
|
R3 |
1,229.0 |
1,225.8 |
1,216.0 |
|
R2 |
1,219.8 |
1,219.8 |
1,215.2 |
|
R1 |
1,216.6 |
1,216.6 |
1,214.3 |
1,218.2 |
PP |
1,210.6 |
1,210.6 |
1,210.6 |
1,211.4 |
S1 |
1,207.4 |
1,207.4 |
1,212.7 |
1,209.0 |
S2 |
1,201.4 |
1,201.4 |
1,211.8 |
|
S3 |
1,192.2 |
1,198.2 |
1,211.0 |
|
S4 |
1,183.0 |
1,189.0 |
1,208.4 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.4 |
1,255.7 |
1,221.2 |
|
R3 |
1,248.2 |
1,238.5 |
1,216.4 |
|
R2 |
1,231.0 |
1,231.0 |
1,214.9 |
|
R1 |
1,221.3 |
1,221.3 |
1,213.3 |
1,217.6 |
PP |
1,213.8 |
1,213.8 |
1,213.8 |
1,211.9 |
S1 |
1,204.1 |
1,204.1 |
1,210.1 |
1,200.4 |
S2 |
1,196.6 |
1,196.6 |
1,208.5 |
|
S3 |
1,179.4 |
1,186.9 |
1,207.0 |
|
S4 |
1,162.2 |
1,169.7 |
1,202.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,223.4 |
1,204.5 |
18.9 |
1.6% |
8.0 |
0.7% |
48% |
False |
True |
1,030 |
10 |
1,231.4 |
1,204.5 |
26.9 |
2.2% |
8.3 |
0.7% |
33% |
False |
True |
820 |
20 |
1,231.4 |
1,182.7 |
48.7 |
4.0% |
9.3 |
0.8% |
63% |
False |
False |
591 |
40 |
1,255.2 |
1,182.7 |
72.5 |
6.0% |
8.5 |
0.7% |
42% |
False |
False |
648 |
60 |
1,309.4 |
1,182.7 |
126.7 |
10.4% |
7.5 |
0.6% |
24% |
False |
False |
549 |
80 |
1,337.8 |
1,182.7 |
155.1 |
12.8% |
6.9 |
0.6% |
20% |
False |
False |
481 |
100 |
1,370.6 |
1,182.7 |
187.9 |
15.5% |
6.5 |
0.5% |
16% |
False |
False |
402 |
120 |
1,399.1 |
1,182.7 |
216.4 |
17.8% |
6.5 |
0.5% |
14% |
False |
False |
360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,252.8 |
2.618 |
1,237.8 |
1.618 |
1,228.6 |
1.000 |
1,222.9 |
0.618 |
1,219.4 |
HIGH |
1,213.7 |
0.618 |
1,210.2 |
0.500 |
1,209.1 |
0.382 |
1,208.0 |
LOW |
1,204.5 |
0.618 |
1,198.8 |
1.000 |
1,195.3 |
1.618 |
1,189.6 |
2.618 |
1,180.4 |
4.250 |
1,165.4 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,212.0 |
1,213.1 |
PP |
1,210.6 |
1,212.7 |
S1 |
1,209.1 |
1,212.3 |
|