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 |
25,991.91 |
25,841.14 |
-150.77 |
-0.6% |
25,916.07 |
High |
26,039.96 |
26,019.92 |
-20.04 |
-0.1% |
26,073.68 |
Low |
25,854.13 |
25,754.32 |
-99.81 |
-0.4% |
25,805.95 |
Close |
25,857.07 |
25,971.06 |
113.99 |
0.4% |
25,916.54 |
Range |
185.83 |
265.60 |
79.77 |
42.9% |
267.73 |
ATR |
182.84 |
188.75 |
5.91 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,711.90 |
26,607.08 |
26,117.14 |
|
R3 |
26,446.30 |
26,341.48 |
26,044.10 |
|
R2 |
26,180.70 |
26,180.70 |
26,019.75 |
|
R1 |
26,075.88 |
26,075.88 |
25,995.41 |
26,128.29 |
PP |
25,915.10 |
25,915.10 |
25,915.10 |
25,941.31 |
S1 |
25,810.28 |
25,810.28 |
25,946.71 |
25,862.69 |
S2 |
25,649.50 |
25,649.50 |
25,922.37 |
|
S3 |
25,383.90 |
25,544.68 |
25,898.02 |
|
S4 |
25,118.30 |
25,279.08 |
25,824.98 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,735.25 |
26,593.62 |
26,063.79 |
|
R3 |
26,467.52 |
26,325.89 |
25,990.17 |
|
R2 |
26,199.79 |
26,199.79 |
25,965.62 |
|
R1 |
26,058.16 |
26,058.16 |
25,941.08 |
26,128.98 |
PP |
25,932.06 |
25,932.06 |
25,932.06 |
25,967.46 |
S1 |
25,790.43 |
25,790.43 |
25,892.00 |
25,861.25 |
S2 |
25,664.33 |
25,664.33 |
25,867.46 |
|
S3 |
25,396.60 |
25,522.70 |
25,842.91 |
|
S4 |
25,128.87 |
25,254.97 |
25,769.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,073.68 |
25,754.32 |
319.36 |
1.2% |
193.81 |
0.7% |
68% |
False |
True |
|
10 |
26,167.94 |
25,754.32 |
413.62 |
1.6% |
167.05 |
0.6% |
52% |
False |
True |
|
20 |
26,167.94 |
24,965.77 |
1,202.17 |
4.6% |
168.25 |
0.6% |
84% |
False |
False |
|
40 |
26,167.94 |
24,965.77 |
1,202.17 |
4.6% |
167.12 |
0.6% |
84% |
False |
False |
|
60 |
26,167.94 |
23,997.21 |
2,170.73 |
8.4% |
184.17 |
0.7% |
91% |
False |
False |
|
80 |
26,167.94 |
23,997.21 |
2,170.73 |
8.4% |
187.50 |
0.7% |
91% |
False |
False |
|
100 |
26,167.94 |
23,531.31 |
2,636.63 |
10.2% |
206.91 |
0.8% |
93% |
False |
False |
|
120 |
26,167.94 |
23,344.52 |
2,823.42 |
10.9% |
242.78 |
0.9% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,148.72 |
2.618 |
26,715.26 |
1.618 |
26,449.66 |
1.000 |
26,285.52 |
0.618 |
26,184.06 |
HIGH |
26,019.92 |
0.618 |
25,918.46 |
0.500 |
25,887.12 |
0.382 |
25,855.78 |
LOW |
25,754.32 |
0.618 |
25,590.18 |
1.000 |
25,488.72 |
1.618 |
25,324.58 |
2.618 |
25,058.98 |
4.250 |
24,625.52 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
25,943.08 |
25,946.42 |
PP |
25,915.10 |
25,921.78 |
S1 |
25,887.12 |
25,897.14 |
|