Trading Metrics calculated at close of trading on 28-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
26,418.27 |
26,407.66 |
-10.61 |
0.0% |
26,705.25 |
High |
26,557.01 |
26,515.76 |
-41.25 |
-0.2% |
26,709.94 |
Low |
26,379.95 |
26,383.57 |
3.62 |
0.0% |
26,349.34 |
Close |
26,439.93 |
26,458.31 |
18.38 |
0.1% |
26,458.31 |
Range |
177.06 |
132.19 |
-44.87 |
-25.3% |
360.60 |
ATR |
194.06 |
189.64 |
-4.42 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,849.12 |
26,785.90 |
26,531.01 |
|
R3 |
26,716.93 |
26,653.71 |
26,494.66 |
|
R2 |
26,584.74 |
26,584.74 |
26,482.54 |
|
R1 |
26,521.52 |
26,521.52 |
26,470.43 |
26,553.13 |
PP |
26,452.55 |
26,452.55 |
26,452.55 |
26,468.35 |
S1 |
26,389.33 |
26,389.33 |
26,446.19 |
26,420.94 |
S2 |
26,320.36 |
26,320.36 |
26,434.08 |
|
S3 |
26,188.17 |
26,257.14 |
26,421.96 |
|
S4 |
26,055.98 |
26,124.95 |
26,385.61 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,587.66 |
27,383.59 |
26,656.64 |
|
R3 |
27,227.06 |
27,022.99 |
26,557.48 |
|
R2 |
26,866.46 |
26,866.46 |
26,524.42 |
|
R1 |
26,662.39 |
26,662.39 |
26,491.37 |
26,584.13 |
PP |
26,505.86 |
26,505.86 |
26,505.86 |
26,466.73 |
S1 |
26,301.79 |
26,301.79 |
26,425.26 |
26,223.53 |
S2 |
26,145.26 |
26,145.26 |
26,392.20 |
|
S3 |
25,784.66 |
25,941.19 |
26,359.15 |
|
S4 |
25,424.06 |
25,580.59 |
26,259.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,709.94 |
26,349.34 |
360.60 |
1.4% |
177.31 |
0.7% |
30% |
False |
False |
|
10 |
26,769.16 |
26,030.35 |
738.81 |
2.8% |
173.23 |
0.7% |
58% |
False |
False |
|
20 |
26,769.16 |
25,754.32 |
1,014.84 |
3.8% |
175.00 |
0.7% |
69% |
False |
False |
|
40 |
26,769.16 |
24,965.77 |
1,803.39 |
6.8% |
165.66 |
0.6% |
83% |
False |
False |
|
60 |
26,769.16 |
24,281.47 |
2,487.69 |
9.4% |
168.18 |
0.6% |
88% |
False |
False |
|
80 |
26,769.16 |
23,997.21 |
2,771.95 |
10.5% |
180.24 |
0.7% |
89% |
False |
False |
|
100 |
26,769.16 |
23,997.21 |
2,771.95 |
10.5% |
184.89 |
0.7% |
89% |
False |
False |
|
120 |
26,769.16 |
23,531.31 |
3,237.85 |
12.2% |
204.20 |
0.8% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,077.57 |
2.618 |
26,861.83 |
1.618 |
26,729.64 |
1.000 |
26,647.95 |
0.618 |
26,597.45 |
HIGH |
26,515.76 |
0.618 |
26,465.26 |
0.500 |
26,449.67 |
0.382 |
26,434.07 |
LOW |
26,383.57 |
0.618 |
26,301.88 |
1.000 |
26,251.38 |
1.618 |
26,169.69 |
2.618 |
26,037.50 |
4.250 |
25,821.76 |
|
|
Fisher Pivots for day following 28-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
26,455.43 |
26,477.72 |
PP |
26,452.55 |
26,471.25 |
S1 |
26,449.67 |
26,464.78 |
|