Trading Metrics calculated at close of trading on 14-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,535.23 |
7,575.38 |
40.15 |
0.5% |
7,466.76 |
High |
7,578.76 |
7,581.30 |
2.54 |
0.0% |
7,581.30 |
Low |
7,531.66 |
7,515.04 |
-16.62 |
-0.2% |
7,401.72 |
Close |
7,561.69 |
7,545.50 |
-16.19 |
-0.2% |
7,545.50 |
Range |
47.10 |
66.26 |
19.16 |
40.7% |
179.58 |
ATR |
83.09 |
81.89 |
-1.20 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,746.06 |
7,712.04 |
7,581.94 |
|
R3 |
7,679.80 |
7,645.78 |
7,563.72 |
|
R2 |
7,613.54 |
7,613.54 |
7,557.65 |
|
R1 |
7,579.52 |
7,579.52 |
7,551.57 |
7,563.40 |
PP |
7,547.28 |
7,547.28 |
7,547.28 |
7,539.22 |
S1 |
7,513.26 |
7,513.26 |
7,539.43 |
7,497.14 |
S2 |
7,481.02 |
7,481.02 |
7,533.35 |
|
S3 |
7,414.76 |
7,447.00 |
7,527.28 |
|
S4 |
7,348.50 |
7,380.74 |
7,509.06 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,048.25 |
7,976.45 |
7,644.27 |
|
R3 |
7,868.67 |
7,796.87 |
7,594.88 |
|
R2 |
7,689.09 |
7,689.09 |
7,578.42 |
|
R1 |
7,617.29 |
7,617.29 |
7,561.96 |
7,653.19 |
PP |
7,509.51 |
7,509.51 |
7,509.51 |
7,527.46 |
S1 |
7,437.71 |
7,437.71 |
7,529.04 |
7,473.61 |
S2 |
7,329.93 |
7,329.93 |
7,512.58 |
|
S3 |
7,150.35 |
7,258.13 |
7,496.12 |
|
S4 |
6,970.77 |
7,078.55 |
7,446.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,581.30 |
7,401.72 |
179.58 |
2.4% |
74.49 |
1.0% |
80% |
True |
False |
|
10 |
7,676.46 |
7,400.99 |
275.47 |
3.7% |
80.66 |
1.1% |
52% |
False |
False |
|
20 |
7,691.10 |
7,312.65 |
378.45 |
5.0% |
69.58 |
0.9% |
62% |
False |
False |
|
40 |
7,691.10 |
7,158.78 |
532.32 |
7.1% |
74.69 |
1.0% |
73% |
False |
False |
|
60 |
7,691.10 |
6,950.23 |
740.87 |
9.8% |
78.38 |
1.0% |
80% |
False |
False |
|
80 |
7,691.10 |
6,846.94 |
844.16 |
11.2% |
74.85 |
1.0% |
83% |
False |
False |
|
100 |
7,691.10 |
6,426.57 |
1,264.53 |
16.8% |
76.61 |
1.0% |
88% |
False |
False |
|
120 |
7,691.10 |
6,322.60 |
1,368.50 |
18.1% |
87.25 |
1.2% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,862.91 |
2.618 |
7,754.77 |
1.618 |
7,688.51 |
1.000 |
7,647.56 |
0.618 |
7,622.25 |
HIGH |
7,581.30 |
0.618 |
7,555.99 |
0.500 |
7,548.17 |
0.382 |
7,540.35 |
LOW |
7,515.04 |
0.618 |
7,474.09 |
1.000 |
7,448.78 |
1.618 |
7,407.83 |
2.618 |
7,341.57 |
4.250 |
7,233.44 |
|
|
Fisher Pivots for day following 14-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,548.17 |
7,531.04 |
PP |
7,547.28 |
7,516.57 |
S1 |
7,546.39 |
7,502.11 |
|