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 |
26,287.84 |
26,519.39 |
231.55 |
0.9% |
25,991.91 |
High |
26,464.41 |
26,697.49 |
233.08 |
0.9% |
26,211.11 |
Low |
26,280.76 |
26,519.39 |
238.63 |
0.9% |
25,754.32 |
Close |
26,405.76 |
26,656.98 |
251.22 |
1.0% |
26,154.67 |
Range |
183.65 |
178.10 |
-5.55 |
-3.0% |
456.79 |
ATR |
192.02 |
199.14 |
7.12 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,158.92 |
27,086.05 |
26,754.94 |
|
R3 |
26,980.82 |
26,907.95 |
26,705.96 |
|
R2 |
26,802.72 |
26,802.72 |
26,689.63 |
|
R1 |
26,729.85 |
26,729.85 |
26,673.31 |
26,766.29 |
PP |
26,624.62 |
26,624.62 |
26,624.62 |
26,642.84 |
S1 |
26,551.75 |
26,551.75 |
26,640.65 |
26,588.19 |
S2 |
26,446.52 |
26,446.52 |
26,624.33 |
|
S3 |
26,268.42 |
26,373.65 |
26,608.00 |
|
S4 |
26,090.32 |
26,195.55 |
26,559.03 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,410.40 |
27,239.33 |
26,405.90 |
|
R3 |
26,953.61 |
26,782.54 |
26,280.29 |
|
R2 |
26,496.82 |
26,496.82 |
26,238.41 |
|
R1 |
26,325.75 |
26,325.75 |
26,196.54 |
26,411.29 |
PP |
26,040.03 |
26,040.03 |
26,040.03 |
26,082.80 |
S1 |
25,868.96 |
25,868.96 |
26,112.80 |
25,954.50 |
S2 |
25,583.24 |
25,583.24 |
26,070.93 |
|
S3 |
25,126.45 |
25,412.17 |
26,029.05 |
|
S4 |
24,669.66 |
24,955.38 |
25,903.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,697.49 |
26,030.35 |
667.14 |
2.5% |
179.96 |
0.7% |
94% |
True |
False |
|
10 |
26,697.49 |
25,754.32 |
943.17 |
3.5% |
187.67 |
0.7% |
96% |
True |
False |
|
20 |
26,697.49 |
25,608.02 |
1,089.47 |
4.1% |
169.40 |
0.6% |
96% |
True |
False |
|
40 |
26,697.49 |
24,965.77 |
1,731.72 |
6.5% |
169.87 |
0.6% |
98% |
True |
False |
|
60 |
26,697.49 |
23,997.21 |
2,700.28 |
10.1% |
180.84 |
0.7% |
98% |
True |
False |
|
80 |
26,697.49 |
23,997.21 |
2,700.28 |
10.1% |
183.21 |
0.7% |
98% |
True |
False |
|
100 |
26,697.49 |
23,531.31 |
3,166.18 |
11.9% |
195.72 |
0.7% |
99% |
True |
False |
|
120 |
26,697.49 |
23,523.16 |
3,174.33 |
11.9% |
220.24 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,454.42 |
2.618 |
27,163.76 |
1.618 |
26,985.66 |
1.000 |
26,875.59 |
0.618 |
26,807.56 |
HIGH |
26,697.49 |
0.618 |
26,629.46 |
0.500 |
26,608.44 |
0.382 |
26,587.42 |
LOW |
26,519.39 |
0.618 |
26,409.32 |
1.000 |
26,341.29 |
1.618 |
26,231.22 |
2.618 |
26,053.12 |
4.250 |
25,762.47 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
26,640.80 |
26,566.94 |
PP |
26,624.62 |
26,476.89 |
S1 |
26,608.44 |
26,386.85 |
|