Trading Metrics calculated at close of trading on 12-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
18.4400 |
17.3586 |
-1.0814 |
-5.9% |
23.0165 |
High |
18.7863 |
17.8625 |
-0.9238 |
-4.9% |
25.2704 |
Low |
16.9091 |
16.1640 |
-0.7451 |
-4.4% |
18.0374 |
Close |
17.3586 |
17.5717 |
0.2131 |
1.2% |
19.9427 |
Range |
1.8772 |
1.6985 |
-0.1787 |
-9.5% |
7.2330 |
ATR |
2.7930 |
2.7148 |
-0.0782 |
-2.8% |
0.0000 |
Volume |
444,435 |
663,135 |
218,700 |
49.2% |
3,814,394 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22.2949 |
21.6318 |
18.5059 |
|
R3 |
20.5964 |
19.9333 |
18.0388 |
|
R2 |
18.8979 |
18.8979 |
17.8831 |
|
R1 |
18.2348 |
18.2348 |
17.7274 |
18.5664 |
PP |
17.1994 |
17.1994 |
17.1994 |
17.3652 |
S1 |
16.5363 |
16.5363 |
17.4160 |
16.8679 |
S2 |
15.5009 |
15.5009 |
17.2603 |
|
S3 |
13.8024 |
14.8378 |
17.1046 |
|
S4 |
12.1039 |
13.1393 |
16.6375 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.7825 |
38.5956 |
23.9209 |
|
R3 |
35.5495 |
31.3626 |
21.9318 |
|
R2 |
28.3165 |
28.3165 |
21.2688 |
|
R1 |
24.1296 |
24.1296 |
20.6057 |
22.6066 |
PP |
21.0835 |
21.0835 |
21.0835 |
20.3220 |
S1 |
16.8966 |
16.8966 |
19.2797 |
15.3736 |
S2 |
13.8505 |
13.8505 |
18.6167 |
|
S3 |
6.6175 |
9.6636 |
17.9536 |
|
S4 |
-0.6155 |
2.4306 |
15.9646 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21.1612 |
16.1640 |
4.9972 |
28.4% |
2.2681 |
12.9% |
28% |
False |
True |
747,507 |
10 |
25.2704 |
16.1640 |
9.1064 |
51.8% |
2.4819 |
14.1% |
15% |
False |
True |
734,535 |
20 |
25.2704 |
14.4293 |
10.8411 |
61.7% |
2.5022 |
14.2% |
29% |
False |
False |
704,551 |
40 |
40.6455 |
13.8331 |
26.8124 |
152.6% |
2.6026 |
14.8% |
14% |
False |
False |
536,422 |
60 |
48.1880 |
13.8331 |
34.3549 |
195.5% |
3.0672 |
17.5% |
11% |
False |
False |
464,000 |
80 |
66.3983 |
13.8331 |
52.5652 |
299.1% |
3.5050 |
19.9% |
7% |
False |
False |
379,155 |
100 |
94.6410 |
13.8331 |
80.8079 |
459.9% |
4.4316 |
25.2% |
5% |
False |
False |
345,957 |
120 |
94.6410 |
13.8331 |
80.8079 |
459.9% |
4.8626 |
27.7% |
5% |
False |
False |
329,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25.0811 |
2.618 |
22.3092 |
1.618 |
20.6107 |
1.000 |
19.5610 |
0.618 |
18.9122 |
HIGH |
17.8625 |
0.618 |
17.2137 |
0.500 |
17.0133 |
0.382 |
16.8128 |
LOW |
16.1640 |
0.618 |
15.1143 |
1.000 |
14.4655 |
1.618 |
13.4158 |
2.618 |
11.7173 |
4.250 |
8.9454 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
17.3856 |
18.1365 |
PP |
17.1994 |
17.9482 |
S1 |
17.0133 |
17.7600 |
|