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 |
1,195.63 |
1,195.89 |
0.26 |
0.0% |
1,200.84 |
High |
1,197.92 |
1,198.98 |
1.06 |
0.1% |
1,206.35 |
Low |
1,191.58 |
1,187.94 |
-3.64 |
-0.3% |
1,189.80 |
Close |
1,195.68 |
1,198.48 |
2.80 |
0.2% |
1,194.70 |
Range |
6.34 |
11.04 |
4.70 |
74.1% |
16.55 |
ATR |
10.60 |
10.63 |
0.03 |
0.3% |
0.00 |
Volume |
8,226 |
9,838 |
1,612 |
19.6% |
50,967 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,228.25 |
1,224.41 |
1,204.55 |
|
R3 |
1,217.21 |
1,213.37 |
1,201.52 |
|
R2 |
1,206.17 |
1,206.17 |
1,200.50 |
|
R1 |
1,202.33 |
1,202.33 |
1,199.49 |
1,204.25 |
PP |
1,195.13 |
1,195.13 |
1,195.13 |
1,196.10 |
S1 |
1,191.29 |
1,191.29 |
1,197.47 |
1,193.21 |
S2 |
1,184.09 |
1,184.09 |
1,196.46 |
|
S3 |
1,173.05 |
1,180.25 |
1,195.44 |
|
S4 |
1,162.01 |
1,169.21 |
1,192.41 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,246.60 |
1,237.20 |
1,203.80 |
|
R3 |
1,230.05 |
1,220.65 |
1,199.25 |
|
R2 |
1,213.50 |
1,213.50 |
1,197.73 |
|
R1 |
1,204.10 |
1,204.10 |
1,196.22 |
1,200.53 |
PP |
1,196.95 |
1,196.95 |
1,196.95 |
1,195.16 |
S1 |
1,187.55 |
1,187.55 |
1,193.18 |
1,183.98 |
S2 |
1,180.40 |
1,180.40 |
1,191.67 |
|
S3 |
1,163.85 |
1,171.00 |
1,190.15 |
|
S4 |
1,147.30 |
1,154.45 |
1,185.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,206.35 |
1,187.94 |
18.41 |
1.5% |
8.81 |
0.7% |
57% |
False |
True |
9,988 |
10 |
1,208.28 |
1,187.94 |
20.34 |
1.7% |
8.98 |
0.7% |
52% |
False |
True |
9,995 |
20 |
1,214.10 |
1,160.75 |
53.35 |
4.5% |
11.48 |
1.0% |
71% |
False |
False |
10,222 |
40 |
1,234.76 |
1,160.75 |
74.01 |
6.2% |
11.28 |
0.9% |
51% |
False |
False |
10,197 |
60 |
1,275.97 |
1,160.75 |
115.22 |
9.6% |
10.92 |
0.9% |
33% |
False |
False |
10,573 |
80 |
1,308.89 |
1,160.75 |
148.14 |
12.4% |
10.60 |
0.9% |
25% |
False |
False |
10,453 |
100 |
1,331.68 |
1,160.75 |
170.93 |
14.3% |
10.72 |
0.9% |
22% |
False |
False |
10,496 |
120 |
1,364.36 |
1,160.75 |
203.61 |
17.0% |
11.15 |
0.9% |
19% |
False |
False |
10,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,245.90 |
2.618 |
1,227.88 |
1.618 |
1,216.84 |
1.000 |
1,210.02 |
0.618 |
1,205.80 |
HIGH |
1,198.98 |
0.618 |
1,194.76 |
0.500 |
1,193.46 |
0.382 |
1,192.16 |
LOW |
1,187.94 |
0.618 |
1,181.12 |
1.000 |
1,176.90 |
1.618 |
1,170.08 |
2.618 |
1,159.04 |
4.250 |
1,141.02 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,196.81 |
1,197.46 |
PP |
1,195.13 |
1,196.44 |
S1 |
1,193.46 |
1,195.42 |
|