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 |
1,715.1 |
1,696.2 |
-18.9 |
-1.1% |
1,727.0 |
High |
1,719.4 |
1,703.1 |
-16.3 |
-0.9% |
1,731.3 |
Low |
1,693.0 |
1,693.4 |
0.4 |
0.0% |
1,702.7 |
Close |
1,695.2 |
1,696.5 |
1.3 |
0.1% |
1,717.4 |
Range |
26.4 |
9.7 |
-16.7 |
-63.3% |
28.6 |
ATR |
17.9 |
17.3 |
-0.6 |
-3.3% |
0.0 |
Volume |
119,678 |
100,798 |
-18,880 |
-15.8% |
964,692 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,726.8 |
1,721.3 |
1,701.8 |
|
R3 |
1,717.1 |
1,711.6 |
1,699.2 |
|
R2 |
1,707.4 |
1,707.4 |
1,698.3 |
|
R1 |
1,701.9 |
1,701.9 |
1,697.4 |
1,704.7 |
PP |
1,697.7 |
1,697.7 |
1,697.7 |
1,699.0 |
S1 |
1,692.2 |
1,692.2 |
1,695.6 |
1,695.0 |
S2 |
1,688.0 |
1,688.0 |
1,694.7 |
|
S3 |
1,678.3 |
1,682.5 |
1,693.8 |
|
S4 |
1,668.6 |
1,672.8 |
1,691.2 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.9 |
1,788.8 |
1,733.1 |
|
R3 |
1,774.3 |
1,760.2 |
1,725.3 |
|
R2 |
1,745.7 |
1,745.7 |
1,722.6 |
|
R1 |
1,731.6 |
1,731.6 |
1,720.0 |
1,724.4 |
PP |
1,717.1 |
1,717.1 |
1,717.1 |
1,713.5 |
S1 |
1,703.0 |
1,703.0 |
1,714.8 |
1,695.8 |
S2 |
1,688.5 |
1,688.5 |
1,712.2 |
|
S3 |
1,659.9 |
1,674.4 |
1,709.5 |
|
S4 |
1,631.3 |
1,645.8 |
1,701.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,731.3 |
1,693.0 |
38.3 |
2.3% |
16.0 |
0.9% |
9% |
False |
False |
104,986 |
10 |
1,733.1 |
1,693.0 |
40.1 |
2.4% |
17.7 |
1.0% |
9% |
False |
False |
156,172 |
20 |
1,750.6 |
1,693.0 |
57.6 |
3.4% |
17.7 |
1.0% |
6% |
False |
False |
83,452 |
40 |
1,750.6 |
1,662.7 |
87.9 |
5.2% |
16.8 |
1.0% |
38% |
False |
False |
41,744 |
60 |
1,750.6 |
1,659.0 |
91.6 |
5.4% |
17.3 |
1.0% |
41% |
False |
False |
27,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.3 |
2.618 |
1,728.5 |
1.618 |
1,718.8 |
1.000 |
1,712.8 |
0.618 |
1,709.1 |
HIGH |
1,703.1 |
0.618 |
1,699.4 |
0.500 |
1,698.3 |
0.382 |
1,697.1 |
LOW |
1,693.4 |
0.618 |
1,687.4 |
1.000 |
1,683.7 |
1.618 |
1,677.7 |
2.618 |
1,668.0 |
4.250 |
1,652.2 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,698.3 |
1,706.2 |
PP |
1,697.7 |
1,703.0 |
S1 |
1,697.1 |
1,699.7 |
|