Trading Metrics calculated at close of trading on 19-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
6,215.92 |
6,321.92 |
106.00 |
1.7% |
6,449.57 |
High |
6,385.30 |
6,523.33 |
138.03 |
2.2% |
6,584.62 |
Low |
6,215.88 |
6,129.09 |
-86.79 |
-1.4% |
6,120.70 |
Close |
6,321.69 |
6,425.50 |
103.81 |
1.6% |
6,535.51 |
Range |
169.42 |
394.24 |
224.82 |
132.7% |
463.92 |
ATR |
311.54 |
317.44 |
5.91 |
1.9% |
0.00 |
Volume |
48,133 |
75,509 |
27,376 |
56.9% |
264,373 |
|
Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,542.03 |
7,378.00 |
6,642.33 |
|
R3 |
7,147.79 |
6,983.76 |
6,533.92 |
|
R2 |
6,753.55 |
6,753.55 |
6,497.78 |
|
R1 |
6,589.52 |
6,589.52 |
6,461.64 |
6,671.54 |
PP |
6,359.31 |
6,359.31 |
6,359.31 |
6,400.31 |
S1 |
6,195.28 |
6,195.28 |
6,389.36 |
6,277.30 |
S2 |
5,965.07 |
5,965.07 |
6,353.22 |
|
S3 |
5,570.83 |
5,801.04 |
6,317.08 |
|
S4 |
5,176.59 |
5,406.80 |
6,208.67 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,805.37 |
7,634.36 |
6,790.67 |
|
R3 |
7,341.45 |
7,170.44 |
6,663.09 |
|
R2 |
6,877.53 |
6,877.53 |
6,620.56 |
|
R1 |
6,706.52 |
6,706.52 |
6,578.04 |
6,792.03 |
PP |
6,413.61 |
6,413.61 |
6,413.61 |
6,456.36 |
S1 |
6,242.60 |
6,242.60 |
6,492.98 |
6,328.11 |
S2 |
5,949.69 |
5,949.69 |
6,450.46 |
|
S3 |
5,485.77 |
5,778.68 |
6,407.93 |
|
S4 |
5,021.85 |
5,314.76 |
6,280.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,584.62 |
6,129.09 |
455.53 |
7.1% |
266.70 |
4.2% |
65% |
False |
True |
57,404 |
10 |
6,986.20 |
6,120.70 |
865.50 |
13.5% |
292.71 |
4.6% |
35% |
False |
False |
63,136 |
20 |
7,405.24 |
6,120.70 |
1,284.54 |
20.0% |
295.84 |
4.6% |
24% |
False |
False |
63,696 |
40 |
8,485.03 |
5,894.44 |
2,590.59 |
40.3% |
347.28 |
5.4% |
20% |
False |
False |
70,081 |
60 |
8,485.03 |
5,821.49 |
2,663.54 |
41.5% |
347.39 |
5.4% |
23% |
False |
False |
68,051 |
80 |
8,485.03 |
5,803.02 |
2,682.01 |
41.7% |
349.58 |
5.4% |
23% |
False |
False |
68,979 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
64.8% |
370.96 |
5.8% |
15% |
False |
False |
69,855 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
64.8% |
395.28 |
6.2% |
15% |
False |
False |
74,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,198.85 |
2.618 |
7,555.45 |
1.618 |
7,161.21 |
1.000 |
6,917.57 |
0.618 |
6,766.97 |
HIGH |
6,523.33 |
0.618 |
6,372.73 |
0.500 |
6,326.21 |
0.382 |
6,279.69 |
LOW |
6,129.09 |
0.618 |
5,885.45 |
1.000 |
5,734.85 |
1.618 |
5,491.21 |
2.618 |
5,096.97 |
4.250 |
4,453.57 |
|
|
Fisher Pivots for day following 19-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
6,392.40 |
6,399.85 |
PP |
6,359.31 |
6,374.19 |
S1 |
6,326.21 |
6,348.54 |
|