Trading Metrics calculated at close of trading on 27-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
1,201.00 |
1,194.37 |
-6.63 |
-0.6% |
1,193.56 |
High |
1,202.26 |
1,198.29 |
-3.97 |
-0.3% |
1,210.70 |
Low |
1,191.45 |
1,182.04 |
-9.41 |
-0.8% |
1,192.18 |
Close |
1,194.27 |
1,182.29 |
-11.98 |
-1.0% |
1,199.32 |
Range |
10.81 |
16.25 |
5.44 |
50.3% |
18.52 |
ATR |
10.56 |
10.97 |
0.41 |
3.8% |
0.00 |
Volume |
9,783 |
9,803 |
20 |
0.2% |
49,276 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.29 |
1,225.54 |
1,191.23 |
|
R3 |
1,220.04 |
1,209.29 |
1,186.76 |
|
R2 |
1,203.79 |
1,203.79 |
1,185.27 |
|
R1 |
1,193.04 |
1,193.04 |
1,183.78 |
1,190.29 |
PP |
1,187.54 |
1,187.54 |
1,187.54 |
1,186.17 |
S1 |
1,176.79 |
1,176.79 |
1,180.80 |
1,174.04 |
S2 |
1,171.29 |
1,171.29 |
1,179.31 |
|
S3 |
1,155.04 |
1,160.54 |
1,177.82 |
|
S4 |
1,138.79 |
1,144.29 |
1,173.35 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.29 |
1,246.33 |
1,209.51 |
|
R3 |
1,237.77 |
1,227.81 |
1,204.41 |
|
R2 |
1,219.25 |
1,219.25 |
1,202.72 |
|
R1 |
1,209.29 |
1,209.29 |
1,201.02 |
1,214.27 |
PP |
1,200.73 |
1,200.73 |
1,200.73 |
1,203.23 |
S1 |
1,190.77 |
1,190.77 |
1,197.62 |
1,195.75 |
S2 |
1,182.21 |
1,182.21 |
1,195.92 |
|
S3 |
1,163.69 |
1,172.25 |
1,194.23 |
|
S4 |
1,145.17 |
1,153.73 |
1,189.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,210.70 |
1,182.04 |
28.66 |
2.4% |
12.12 |
1.0% |
1% |
False |
True |
9,726 |
10 |
1,210.70 |
1,182.04 |
28.66 |
2.4% |
10.80 |
0.9% |
1% |
False |
True |
9,788 |
20 |
1,212.06 |
1,182.04 |
30.02 |
2.5% |
10.40 |
0.9% |
1% |
False |
True |
9,878 |
40 |
1,219.40 |
1,160.75 |
58.65 |
5.0% |
11.32 |
1.0% |
37% |
False |
False |
10,051 |
60 |
1,265.59 |
1,160.75 |
104.84 |
8.9% |
11.21 |
0.9% |
21% |
False |
False |
10,562 |
80 |
1,308.89 |
1,160.75 |
148.14 |
12.5% |
10.95 |
0.9% |
15% |
False |
False |
10,412 |
100 |
1,325.56 |
1,160.75 |
164.81 |
13.9% |
10.74 |
0.9% |
13% |
False |
False |
10,395 |
120 |
1,354.81 |
1,160.75 |
194.06 |
16.4% |
10.82 |
0.9% |
11% |
False |
False |
10,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,267.35 |
2.618 |
1,240.83 |
1.618 |
1,224.58 |
1.000 |
1,214.54 |
0.618 |
1,208.33 |
HIGH |
1,198.29 |
0.618 |
1,192.08 |
0.500 |
1,190.17 |
0.382 |
1,188.25 |
LOW |
1,182.04 |
0.618 |
1,172.00 |
1.000 |
1,165.79 |
1.618 |
1,155.75 |
2.618 |
1,139.50 |
4.250 |
1,112.98 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,190.17 |
1,192.47 |
PP |
1,187.54 |
1,189.07 |
S1 |
1,184.92 |
1,185.68 |
|