Trading Metrics calculated at close of trading on 12-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
1,212.0 |
1,211.1 |
-0.9 |
-0.1% |
1,219.1 |
High |
1,213.7 |
1,224.6 |
10.9 |
0.9% |
1,223.4 |
Low |
1,204.5 |
1,209.8 |
5.3 |
0.4% |
1,206.2 |
Close |
1,213.5 |
1,222.3 |
8.8 |
0.7% |
1,211.7 |
Range |
9.2 |
14.8 |
5.6 |
60.9% |
17.2 |
ATR |
9.3 |
9.7 |
0.4 |
4.2% |
0.0 |
Volume |
1,639 |
1,141 |
-498 |
-30.4% |
3,288 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.3 |
1,257.6 |
1,230.4 |
|
R3 |
1,248.5 |
1,242.8 |
1,226.4 |
|
R2 |
1,233.7 |
1,233.7 |
1,225.0 |
|
R1 |
1,228.0 |
1,228.0 |
1,223.7 |
1,230.9 |
PP |
1,218.9 |
1,218.9 |
1,218.9 |
1,220.3 |
S1 |
1,213.2 |
1,213.2 |
1,220.9 |
1,216.1 |
S2 |
1,204.1 |
1,204.1 |
1,219.6 |
|
S3 |
1,189.3 |
1,198.4 |
1,218.2 |
|
S4 |
1,174.5 |
1,183.6 |
1,214.2 |
|
|
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 |
1,224.6 |
1,204.5 |
20.1 |
1.6% |
9.8 |
0.8% |
89% |
True |
False |
1,081 |
10 |
1,224.6 |
1,204.5 |
20.1 |
1.6% |
8.5 |
0.7% |
89% |
True |
False |
798 |
20 |
1,231.4 |
1,182.7 |
48.7 |
4.0% |
9.8 |
0.8% |
81% |
False |
False |
632 |
40 |
1,254.0 |
1,182.7 |
71.3 |
5.8% |
8.7 |
0.7% |
56% |
False |
False |
647 |
60 |
1,309.4 |
1,182.7 |
126.7 |
10.4% |
7.8 |
0.6% |
31% |
False |
False |
568 |
80 |
1,337.8 |
1,182.7 |
155.1 |
12.7% |
7.0 |
0.6% |
26% |
False |
False |
492 |
100 |
1,367.0 |
1,182.7 |
184.3 |
15.1% |
6.7 |
0.5% |
21% |
False |
False |
412 |
120 |
1,399.1 |
1,182.7 |
216.4 |
17.7% |
6.6 |
0.5% |
18% |
False |
False |
370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.5 |
2.618 |
1,263.3 |
1.618 |
1,248.5 |
1.000 |
1,239.4 |
0.618 |
1,233.7 |
HIGH |
1,224.6 |
0.618 |
1,218.9 |
0.500 |
1,217.2 |
0.382 |
1,215.5 |
LOW |
1,209.8 |
0.618 |
1,200.7 |
1.000 |
1,195.0 |
1.618 |
1,185.9 |
2.618 |
1,171.1 |
4.250 |
1,146.9 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,220.6 |
1,219.7 |
PP |
1,218.9 |
1,217.1 |
S1 |
1,217.2 |
1,214.6 |
|