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 |
7,466.76 |
7,415.09 |
-51.67 |
-0.7% |
7,629.34 |
High |
7,473.75 |
7,519.45 |
45.70 |
0.6% |
7,643.45 |
Low |
7,410.74 |
7,401.72 |
-9.02 |
-0.1% |
7,400.99 |
Close |
7,447.68 |
7,507.87 |
60.19 |
0.8% |
7,430.26 |
Range |
63.01 |
117.73 |
54.72 |
86.8% |
242.46 |
ATR |
79.59 |
82.31 |
2.72 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,829.54 |
7,786.43 |
7,572.62 |
|
R3 |
7,711.81 |
7,668.70 |
7,540.25 |
|
R2 |
7,594.08 |
7,594.08 |
7,529.45 |
|
R1 |
7,550.97 |
7,550.97 |
7,518.66 |
7,572.53 |
PP |
7,476.35 |
7,476.35 |
7,476.35 |
7,487.12 |
S1 |
7,433.24 |
7,433.24 |
7,497.08 |
7,454.80 |
S2 |
7,358.62 |
7,358.62 |
7,486.29 |
|
S3 |
7,240.89 |
7,315.51 |
7,475.49 |
|
S4 |
7,123.16 |
7,197.78 |
7,443.12 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,218.95 |
8,067.06 |
7,563.61 |
|
R3 |
7,976.49 |
7,824.60 |
7,496.94 |
|
R2 |
7,734.03 |
7,734.03 |
7,474.71 |
|
R1 |
7,582.14 |
7,582.14 |
7,452.49 |
7,536.86 |
PP |
7,491.57 |
7,491.57 |
7,491.57 |
7,468.92 |
S1 |
7,339.68 |
7,339.68 |
7,408.03 |
7,294.40 |
S2 |
7,249.11 |
7,249.11 |
7,385.81 |
|
S3 |
7,006.65 |
7,097.22 |
7,363.58 |
|
S4 |
6,764.19 |
6,854.76 |
7,296.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,607.18 |
7,400.99 |
206.19 |
2.7% |
100.99 |
1.3% |
52% |
False |
False |
|
10 |
7,691.10 |
7,400.99 |
290.11 |
3.9% |
79.68 |
1.1% |
37% |
False |
False |
|
20 |
7,691.10 |
7,308.52 |
382.58 |
5.1% |
71.36 |
1.0% |
52% |
False |
False |
|
40 |
7,691.10 |
7,158.78 |
532.32 |
7.1% |
75.34 |
1.0% |
66% |
False |
False |
|
60 |
7,691.10 |
6,950.23 |
740.87 |
9.9% |
78.78 |
1.0% |
75% |
False |
False |
|
80 |
7,691.10 |
6,846.94 |
844.16 |
11.2% |
74.65 |
1.0% |
78% |
False |
False |
|
100 |
7,691.10 |
6,426.57 |
1,264.53 |
16.8% |
79.17 |
1.1% |
86% |
False |
False |
|
120 |
7,691.10 |
6,322.60 |
1,368.50 |
18.2% |
90.26 |
1.2% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,019.80 |
2.618 |
7,827.67 |
1.618 |
7,709.94 |
1.000 |
7,637.18 |
0.618 |
7,592.21 |
HIGH |
7,519.45 |
0.618 |
7,474.48 |
0.500 |
7,460.59 |
0.382 |
7,446.69 |
LOW |
7,401.72 |
0.618 |
7,328.96 |
1.000 |
7,283.99 |
1.618 |
7,211.23 |
2.618 |
7,093.50 |
4.250 |
6,901.37 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,492.11 |
7,491.99 |
PP |
7,476.35 |
7,476.10 |
S1 |
7,460.59 |
7,460.22 |
|