Trading Metrics calculated at close of trading on 13-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,493.38 |
7,535.23 |
41.85 |
0.6% |
7,629.34 |
High |
7,501.24 |
7,578.76 |
77.52 |
1.0% |
7,643.45 |
Low |
7,422.91 |
7,531.66 |
108.75 |
1.5% |
7,400.99 |
Close |
7,488.06 |
7,561.69 |
73.63 |
1.0% |
7,430.26 |
Range |
78.33 |
47.10 |
-31.23 |
-39.9% |
242.46 |
ATR |
82.50 |
83.09 |
0.59 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,698.67 |
7,677.28 |
7,587.60 |
|
R3 |
7,651.57 |
7,630.18 |
7,574.64 |
|
R2 |
7,604.47 |
7,604.47 |
7,570.33 |
|
R1 |
7,583.08 |
7,583.08 |
7,566.01 |
7,593.78 |
PP |
7,557.37 |
7,557.37 |
7,557.37 |
7,562.72 |
S1 |
7,535.98 |
7,535.98 |
7,557.37 |
7,546.68 |
S2 |
7,510.27 |
7,510.27 |
7,553.06 |
|
S3 |
7,463.17 |
7,488.88 |
7,548.74 |
|
S4 |
7,416.07 |
7,441.78 |
7,535.79 |
|
|
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 |
7,578.76 |
7,400.99 |
177.77 |
2.4% |
78.92 |
1.0% |
90% |
True |
False |
|
10 |
7,691.10 |
7,400.99 |
290.11 |
3.8% |
81.18 |
1.1% |
55% |
False |
False |
|
20 |
7,691.10 |
7,312.65 |
378.45 |
5.0% |
69.32 |
0.9% |
66% |
False |
False |
|
40 |
7,691.10 |
7,158.78 |
532.32 |
7.0% |
74.15 |
1.0% |
76% |
False |
False |
|
60 |
7,691.10 |
6,950.23 |
740.87 |
9.8% |
78.17 |
1.0% |
83% |
False |
False |
|
80 |
7,691.10 |
6,846.94 |
844.16 |
11.2% |
74.81 |
1.0% |
85% |
False |
False |
|
100 |
7,691.10 |
6,426.57 |
1,264.53 |
16.7% |
78.19 |
1.0% |
90% |
False |
False |
|
120 |
7,691.10 |
6,322.60 |
1,368.50 |
18.1% |
88.54 |
1.2% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,778.94 |
2.618 |
7,702.07 |
1.618 |
7,654.97 |
1.000 |
7,625.86 |
0.618 |
7,607.87 |
HIGH |
7,578.76 |
0.618 |
7,560.77 |
0.500 |
7,555.21 |
0.382 |
7,549.65 |
LOW |
7,531.66 |
0.618 |
7,502.55 |
1.000 |
7,484.56 |
1.618 |
7,455.45 |
2.618 |
7,408.35 |
4.250 |
7,331.49 |
|
|
Fisher Pivots for day following 13-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,559.53 |
7,537.87 |
PP |
7,557.37 |
7,514.06 |
S1 |
7,555.21 |
7,490.24 |
|