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 |
1,195.89 |
1,198.20 |
2.31 |
0.2% |
1,200.84 |
High |
1,198.98 |
1,208.23 |
9.25 |
0.8% |
1,206.35 |
Low |
1,187.94 |
1,192.85 |
4.91 |
0.4% |
1,189.80 |
Close |
1,198.48 |
1,205.78 |
7.30 |
0.6% |
1,194.70 |
Range |
11.04 |
15.38 |
4.34 |
39.3% |
16.55 |
ATR |
10.63 |
10.97 |
0.34 |
3.2% |
0.00 |
Volume |
9,838 |
10,177 |
339 |
3.4% |
50,967 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,248.43 |
1,242.48 |
1,214.24 |
|
R3 |
1,233.05 |
1,227.10 |
1,210.01 |
|
R2 |
1,217.67 |
1,217.67 |
1,208.60 |
|
R1 |
1,211.72 |
1,211.72 |
1,207.19 |
1,214.70 |
PP |
1,202.29 |
1,202.29 |
1,202.29 |
1,203.77 |
S1 |
1,196.34 |
1,196.34 |
1,204.37 |
1,199.32 |
S2 |
1,186.91 |
1,186.91 |
1,202.96 |
|
S3 |
1,171.53 |
1,180.96 |
1,201.55 |
|
S4 |
1,156.15 |
1,165.58 |
1,197.32 |
|
|
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 |
1,208.23 |
1,187.94 |
20.29 |
1.7% |
10.47 |
0.9% |
88% |
True |
False |
9,941 |
10 |
1,208.28 |
1,187.94 |
20.34 |
1.7% |
9.91 |
0.8% |
88% |
False |
False |
9,947 |
20 |
1,214.10 |
1,160.75 |
53.35 |
4.4% |
11.19 |
0.9% |
84% |
False |
False |
10,215 |
40 |
1,234.76 |
1,160.75 |
74.01 |
6.1% |
11.47 |
1.0% |
61% |
False |
False |
10,187 |
60 |
1,272.20 |
1,160.75 |
111.45 |
9.2% |
11.04 |
0.9% |
40% |
False |
False |
10,574 |
80 |
1,308.89 |
1,160.75 |
148.14 |
12.3% |
10.68 |
0.9% |
30% |
False |
False |
10,444 |
100 |
1,325.84 |
1,160.75 |
165.09 |
13.7% |
10.74 |
0.9% |
27% |
False |
False |
10,502 |
120 |
1,364.36 |
1,160.75 |
203.61 |
16.9% |
11.09 |
0.9% |
22% |
False |
False |
10,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,273.60 |
2.618 |
1,248.49 |
1.618 |
1,233.11 |
1.000 |
1,223.61 |
0.618 |
1,217.73 |
HIGH |
1,208.23 |
0.618 |
1,202.35 |
0.500 |
1,200.54 |
0.382 |
1,198.73 |
LOW |
1,192.85 |
0.618 |
1,183.35 |
1.000 |
1,177.47 |
1.618 |
1,167.97 |
2.618 |
1,152.59 |
4.250 |
1,127.49 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,204.03 |
1,203.22 |
PP |
1,202.29 |
1,200.65 |
S1 |
1,200.54 |
1,198.09 |
|