Trading Metrics calculated at close of trading on 17-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,575.38 |
7,522.59 |
-52.79 |
-0.7% |
7,466.76 |
High |
7,581.30 |
7,533.92 |
-47.38 |
-0.6% |
7,581.30 |
Low |
7,515.04 |
7,427.79 |
-87.25 |
-1.2% |
7,401.72 |
Close |
7,545.50 |
7,434.73 |
-110.77 |
-1.5% |
7,545.50 |
Range |
66.26 |
106.13 |
39.87 |
60.2% |
179.58 |
ATR |
81.89 |
84.45 |
2.56 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,783.87 |
7,715.43 |
7,493.10 |
|
R3 |
7,677.74 |
7,609.30 |
7,463.92 |
|
R2 |
7,571.61 |
7,571.61 |
7,454.19 |
|
R1 |
7,503.17 |
7,503.17 |
7,444.46 |
7,484.33 |
PP |
7,465.48 |
7,465.48 |
7,465.48 |
7,456.06 |
S1 |
7,397.04 |
7,397.04 |
7,425.00 |
7,378.20 |
S2 |
7,359.35 |
7,359.35 |
7,415.27 |
|
S3 |
7,253.22 |
7,290.91 |
7,405.54 |
|
S4 |
7,147.09 |
7,184.78 |
7,376.36 |
|
|
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% |
83.11 |
1.1% |
18% |
False |
False |
|
10 |
7,643.45 |
7,400.99 |
242.46 |
3.3% |
86.49 |
1.2% |
14% |
False |
False |
|
20 |
7,691.10 |
7,343.47 |
347.63 |
4.7% |
70.77 |
1.0% |
26% |
False |
False |
|
40 |
7,691.10 |
7,158.78 |
532.32 |
7.2% |
75.97 |
1.0% |
52% |
False |
False |
|
60 |
7,691.10 |
6,950.23 |
740.87 |
10.0% |
78.41 |
1.1% |
65% |
False |
False |
|
80 |
7,691.10 |
6,882.57 |
808.53 |
10.9% |
74.83 |
1.0% |
68% |
False |
False |
|
100 |
7,691.10 |
6,539.86 |
1,151.24 |
15.5% |
76.53 |
1.0% |
78% |
False |
False |
|
120 |
7,691.10 |
6,322.60 |
1,368.50 |
18.4% |
85.51 |
1.2% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,984.97 |
2.618 |
7,811.77 |
1.618 |
7,705.64 |
1.000 |
7,640.05 |
0.618 |
7,599.51 |
HIGH |
7,533.92 |
0.618 |
7,493.38 |
0.500 |
7,480.86 |
0.382 |
7,468.33 |
LOW |
7,427.79 |
0.618 |
7,362.20 |
1.000 |
7,321.66 |
1.618 |
7,256.07 |
2.618 |
7,149.94 |
4.250 |
6,976.74 |
|
|
Fisher Pivots for day following 17-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,480.86 |
7,504.55 |
PP |
7,465.48 |
7,481.27 |
S1 |
7,450.11 |
7,458.00 |
|