Trading Metrics calculated at close of trading on 26-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
26,601.58 |
26,536.86 |
-64.72 |
-0.2% |
26,151.66 |
High |
26,634.85 |
26,606.09 |
-28.76 |
-0.1% |
26,769.16 |
Low |
26,475.58 |
26,349.34 |
-126.24 |
-0.5% |
26,030.35 |
Close |
26,492.21 |
26,385.28 |
-106.93 |
-0.4% |
26,743.50 |
Range |
159.27 |
256.75 |
97.48 |
61.2% |
738.81 |
ATR |
190.65 |
195.37 |
4.72 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,217.15 |
27,057.97 |
26,526.49 |
|
R3 |
26,960.40 |
26,801.22 |
26,455.89 |
|
R2 |
26,703.65 |
26,703.65 |
26,432.35 |
|
R1 |
26,544.47 |
26,544.47 |
26,408.82 |
26,495.69 |
PP |
26,446.90 |
26,446.90 |
26,446.90 |
26,422.51 |
S1 |
26,287.72 |
26,287.72 |
26,361.74 |
26,238.94 |
S2 |
26,190.15 |
26,190.15 |
26,338.21 |
|
S3 |
25,933.40 |
26,030.97 |
26,314.67 |
|
S4 |
25,676.65 |
25,774.22 |
26,244.07 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,730.77 |
28,475.94 |
27,149.85 |
|
R3 |
27,991.96 |
27,737.13 |
26,946.67 |
|
R2 |
27,253.15 |
27,253.15 |
26,878.95 |
|
R1 |
26,998.32 |
26,998.32 |
26,811.22 |
27,125.74 |
PP |
26,514.34 |
26,514.34 |
26,514.34 |
26,578.04 |
S1 |
26,259.51 |
26,259.51 |
26,675.78 |
26,386.93 |
S2 |
25,775.53 |
25,775.53 |
26,608.05 |
|
S3 |
25,036.72 |
25,520.70 |
26,540.33 |
|
S4 |
24,297.91 |
24,781.89 |
26,337.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,769.16 |
26,349.34 |
419.82 |
1.6% |
168.83 |
0.6% |
9% |
False |
True |
|
10 |
26,769.16 |
26,030.35 |
738.81 |
2.8% |
169.05 |
0.6% |
48% |
False |
False |
|
20 |
26,769.16 |
25,754.32 |
1,014.84 |
3.8% |
174.64 |
0.7% |
62% |
False |
False |
|
40 |
26,769.16 |
24,965.77 |
1,803.39 |
6.8% |
169.20 |
0.6% |
79% |
False |
False |
|
60 |
26,769.16 |
24,150.85 |
2,618.31 |
9.9% |
171.18 |
0.6% |
85% |
False |
False |
|
80 |
26,769.16 |
23,997.21 |
2,771.95 |
10.5% |
181.62 |
0.7% |
86% |
False |
False |
|
100 |
26,769.16 |
23,997.21 |
2,771.95 |
10.5% |
186.10 |
0.7% |
86% |
False |
False |
|
120 |
26,769.16 |
23,531.31 |
3,237.85 |
12.3% |
207.71 |
0.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,697.28 |
2.618 |
27,278.26 |
1.618 |
27,021.51 |
1.000 |
26,862.84 |
0.618 |
26,764.76 |
HIGH |
26,606.09 |
0.618 |
26,508.01 |
0.500 |
26,477.72 |
0.382 |
26,447.42 |
LOW |
26,349.34 |
0.618 |
26,190.67 |
1.000 |
26,092.59 |
1.618 |
25,933.92 |
2.618 |
25,677.17 |
4.250 |
25,258.15 |
|
|
Fisher Pivots for day following 26-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
26,477.72 |
26,529.64 |
PP |
26,446.90 |
26,481.52 |
S1 |
26,416.09 |
26,433.40 |
|