Trading Metrics calculated at close of trading on 12-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
25,841.14 |
25,989.07 |
147.93 |
0.6% |
25,916.07 |
High |
26,019.92 |
26,145.72 |
125.80 |
0.5% |
26,073.68 |
Low |
25,754.32 |
25,929.43 |
175.11 |
0.7% |
25,805.95 |
Close |
25,971.06 |
25,998.92 |
27.86 |
0.1% |
25,916.54 |
Range |
265.60 |
216.29 |
-49.31 |
-18.6% |
267.73 |
ATR |
188.75 |
190.72 |
1.97 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,673.56 |
26,552.53 |
26,117.88 |
|
R3 |
26,457.27 |
26,336.24 |
26,058.40 |
|
R2 |
26,240.98 |
26,240.98 |
26,038.57 |
|
R1 |
26,119.95 |
26,119.95 |
26,018.75 |
26,180.47 |
PP |
26,024.69 |
26,024.69 |
26,024.69 |
26,054.95 |
S1 |
25,903.66 |
25,903.66 |
25,979.09 |
25,964.18 |
S2 |
25,808.40 |
25,808.40 |
25,959.27 |
|
S3 |
25,592.11 |
25,687.37 |
25,939.44 |
|
S4 |
25,375.82 |
25,471.08 |
25,879.96 |
|
|
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 |
26,145.72 |
25,754.32 |
391.40 |
1.5% |
209.03 |
0.8% |
62% |
True |
False |
|
10 |
26,167.94 |
25,754.32 |
413.62 |
1.6% |
180.24 |
0.7% |
59% |
False |
False |
|
20 |
26,167.94 |
24,965.77 |
1,202.17 |
4.6% |
172.18 |
0.7% |
86% |
False |
False |
|
40 |
26,167.94 |
24,965.77 |
1,202.17 |
4.6% |
168.39 |
0.6% |
86% |
False |
False |
|
60 |
26,167.94 |
23,997.21 |
2,170.73 |
8.3% |
184.82 |
0.7% |
92% |
False |
False |
|
80 |
26,167.94 |
23,997.21 |
2,170.73 |
8.3% |
188.83 |
0.7% |
92% |
False |
False |
|
100 |
26,167.94 |
23,531.31 |
2,636.63 |
10.1% |
206.04 |
0.8% |
94% |
False |
False |
|
120 |
26,167.94 |
23,344.52 |
2,823.42 |
10.9% |
239.68 |
0.9% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,064.95 |
2.618 |
26,711.97 |
1.618 |
26,495.68 |
1.000 |
26,362.01 |
0.618 |
26,279.39 |
HIGH |
26,145.72 |
0.618 |
26,063.10 |
0.500 |
26,037.58 |
0.382 |
26,012.05 |
LOW |
25,929.43 |
0.618 |
25,795.76 |
1.000 |
25,713.14 |
1.618 |
25,579.47 |
2.618 |
25,363.18 |
4.250 |
25,010.20 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
26,037.58 |
25,982.62 |
PP |
26,024.69 |
25,966.32 |
S1 |
26,011.81 |
25,950.02 |
|