Trading Metrics calculated at close of trading on 20-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,498.24 |
7,534.02 |
35.78 |
0.5% |
7,466.76 |
High |
7,513.34 |
7,582.43 |
69.09 |
0.9% |
7,581.30 |
Low |
7,441.56 |
7,523.87 |
82.31 |
1.1% |
7,401.72 |
Close |
7,490.32 |
7,569.03 |
78.71 |
1.1% |
7,545.50 |
Range |
71.78 |
58.56 |
-13.22 |
-18.4% |
179.58 |
ATR |
84.34 |
84.89 |
0.56 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,734.12 |
7,710.14 |
7,601.24 |
|
R3 |
7,675.56 |
7,651.58 |
7,585.13 |
|
R2 |
7,617.00 |
7,617.00 |
7,579.77 |
|
R1 |
7,593.02 |
7,593.02 |
7,574.40 |
7,605.01 |
PP |
7,558.44 |
7,558.44 |
7,558.44 |
7,564.44 |
S1 |
7,534.46 |
7,534.46 |
7,563.66 |
7,546.45 |
S2 |
7,499.88 |
7,499.88 |
7,558.29 |
|
S3 |
7,441.32 |
7,475.90 |
7,552.93 |
|
S4 |
7,382.76 |
7,417.34 |
7,536.82 |
|
|
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 |
7,582.43 |
7,427.79 |
154.64 |
2.0% |
79.48 |
1.1% |
91% |
True |
False |
|
10 |
7,582.43 |
7,400.99 |
181.44 |
2.4% |
79.20 |
1.0% |
93% |
True |
False |
|
20 |
7,691.10 |
7,400.99 |
290.11 |
3.8% |
73.77 |
1.0% |
58% |
False |
False |
|
40 |
7,691.10 |
7,158.78 |
532.32 |
7.0% |
74.56 |
1.0% |
77% |
False |
False |
|
60 |
7,691.10 |
6,950.23 |
740.87 |
9.8% |
77.20 |
1.0% |
84% |
False |
False |
|
80 |
7,691.10 |
6,938.02 |
753.08 |
9.9% |
75.15 |
1.0% |
84% |
False |
False |
|
100 |
7,691.10 |
6,539.86 |
1,151.24 |
15.2% |
75.33 |
1.0% |
89% |
False |
False |
|
120 |
7,691.10 |
6,326.54 |
1,364.56 |
18.0% |
82.44 |
1.1% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,831.31 |
2.618 |
7,735.74 |
1.618 |
7,677.18 |
1.000 |
7,640.99 |
0.618 |
7,618.62 |
HIGH |
7,582.43 |
0.618 |
7,560.06 |
0.500 |
7,553.15 |
0.382 |
7,546.24 |
LOW |
7,523.87 |
0.618 |
7,487.68 |
1.000 |
7,465.31 |
1.618 |
7,429.12 |
2.618 |
7,370.56 |
4.250 |
7,274.99 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,563.74 |
7,549.18 |
PP |
7,558.44 |
7,529.33 |
S1 |
7,553.15 |
7,509.48 |
|