Trading Metrics calculated at close of trading on 20-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
1,198.04 |
1,203.88 |
5.84 |
0.5% |
1,195.63 |
High |
1,205.75 |
1,207.65 |
1.90 |
0.2% |
1,212.06 |
Low |
1,197.72 |
1,201.31 |
3.59 |
0.3% |
1,187.94 |
Close |
1,203.75 |
1,206.96 |
3.21 |
0.3% |
1,193.36 |
Range |
8.03 |
6.34 |
-1.69 |
-21.0% |
24.12 |
ATR |
10.78 |
10.46 |
-0.32 |
-2.9% |
0.00 |
Volume |
10,005 |
9,812 |
-193 |
-1.9% |
48,631 |
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,224.33 |
1,221.98 |
1,210.45 |
|
R3 |
1,217.99 |
1,215.64 |
1,208.70 |
|
R2 |
1,211.65 |
1,211.65 |
1,208.12 |
|
R1 |
1,209.30 |
1,209.30 |
1,207.54 |
1,210.48 |
PP |
1,205.31 |
1,205.31 |
1,205.31 |
1,205.89 |
S1 |
1,202.96 |
1,202.96 |
1,206.38 |
1,204.14 |
S2 |
1,198.97 |
1,198.97 |
1,205.80 |
|
S3 |
1,192.63 |
1,196.62 |
1,205.22 |
|
S4 |
1,186.29 |
1,190.28 |
1,203.47 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.15 |
1,255.87 |
1,206.63 |
|
R3 |
1,246.03 |
1,231.75 |
1,199.99 |
|
R2 |
1,221.91 |
1,221.91 |
1,197.78 |
|
R1 |
1,207.63 |
1,207.63 |
1,195.57 |
1,202.71 |
PP |
1,197.79 |
1,197.79 |
1,197.79 |
1,195.33 |
S1 |
1,183.51 |
1,183.51 |
1,191.15 |
1,178.59 |
S2 |
1,173.67 |
1,173.67 |
1,188.94 |
|
S3 |
1,149.55 |
1,159.39 |
1,186.73 |
|
S4 |
1,125.43 |
1,135.27 |
1,180.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,208.17 |
1,193.03 |
15.14 |
1.3% |
9.49 |
0.8% |
92% |
False |
False |
9,851 |
10 |
1,212.06 |
1,187.94 |
24.12 |
2.0% |
10.11 |
0.8% |
79% |
False |
False |
9,838 |
20 |
1,214.10 |
1,183.36 |
30.74 |
2.5% |
10.60 |
0.9% |
77% |
False |
False |
10,035 |
40 |
1,227.46 |
1,160.75 |
66.71 |
5.5% |
11.02 |
0.9% |
69% |
False |
False |
10,083 |
60 |
1,265.59 |
1,160.75 |
104.84 |
8.7% |
11.18 |
0.9% |
44% |
False |
False |
10,575 |
80 |
1,308.89 |
1,160.75 |
148.14 |
12.3% |
10.76 |
0.9% |
31% |
False |
False |
10,430 |
100 |
1,325.56 |
1,160.75 |
164.81 |
13.7% |
10.63 |
0.9% |
28% |
False |
False |
10,456 |
120 |
1,364.36 |
1,160.75 |
203.61 |
16.9% |
10.97 |
0.9% |
23% |
False |
False |
10,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,234.60 |
2.618 |
1,224.25 |
1.618 |
1,217.91 |
1.000 |
1,213.99 |
0.618 |
1,211.57 |
HIGH |
1,207.65 |
0.618 |
1,205.23 |
0.500 |
1,204.48 |
0.382 |
1,203.73 |
LOW |
1,201.31 |
0.618 |
1,197.39 |
1.000 |
1,194.97 |
1.618 |
1,191.05 |
2.618 |
1,184.71 |
4.250 |
1,174.37 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,206.13 |
1,205.28 |
PP |
1,205.31 |
1,203.59 |
S1 |
1,204.48 |
1,201.91 |
|