Trading Metrics calculated at close of trading on 27-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
26,536.86 |
26,418.27 |
-118.59 |
-0.4% |
26,151.66 |
High |
26,606.09 |
26,557.01 |
-49.08 |
-0.2% |
26,769.16 |
Low |
26,349.34 |
26,379.95 |
30.61 |
0.1% |
26,030.35 |
Close |
26,385.28 |
26,439.93 |
54.65 |
0.2% |
26,743.50 |
Range |
256.75 |
177.06 |
-79.69 |
-31.0% |
738.81 |
ATR |
195.37 |
194.06 |
-1.31 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,990.14 |
26,892.10 |
26,537.31 |
|
R3 |
26,813.08 |
26,715.04 |
26,488.62 |
|
R2 |
26,636.02 |
26,636.02 |
26,472.39 |
|
R1 |
26,537.98 |
26,537.98 |
26,456.16 |
26,587.00 |
PP |
26,458.96 |
26,458.96 |
26,458.96 |
26,483.48 |
S1 |
26,360.92 |
26,360.92 |
26,423.70 |
26,409.94 |
S2 |
26,281.90 |
26,281.90 |
26,407.47 |
|
S3 |
26,104.84 |
26,183.86 |
26,391.24 |
|
S4 |
25,927.78 |
26,006.80 |
26,342.55 |
|
|
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% |
168.63 |
0.6% |
22% |
False |
False |
|
10 |
26,769.16 |
26,030.35 |
738.81 |
2.8% |
174.30 |
0.7% |
55% |
False |
False |
|
20 |
26,769.16 |
25,754.32 |
1,014.84 |
3.8% |
176.87 |
0.7% |
68% |
False |
False |
|
40 |
26,769.16 |
24,965.77 |
1,803.39 |
6.8% |
168.36 |
0.6% |
82% |
False |
False |
|
60 |
26,769.16 |
24,177.44 |
2,591.72 |
9.8% |
169.23 |
0.6% |
87% |
False |
False |
|
80 |
26,769.16 |
23,997.21 |
2,771.95 |
10.5% |
182.24 |
0.7% |
88% |
False |
False |
|
100 |
26,769.16 |
23,997.21 |
2,771.95 |
10.5% |
185.71 |
0.7% |
88% |
False |
False |
|
120 |
26,769.16 |
23,531.31 |
3,237.85 |
12.2% |
205.70 |
0.8% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,309.52 |
2.618 |
27,020.55 |
1.618 |
26,843.49 |
1.000 |
26,734.07 |
0.618 |
26,666.43 |
HIGH |
26,557.01 |
0.618 |
26,489.37 |
0.500 |
26,468.48 |
0.382 |
26,447.59 |
LOW |
26,379.95 |
0.618 |
26,270.53 |
1.000 |
26,202.89 |
1.618 |
26,093.47 |
2.618 |
25,916.41 |
4.250 |
25,627.45 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
26,468.48 |
26,492.10 |
PP |
26,458.96 |
26,474.71 |
S1 |
26,449.45 |
26,457.32 |
|