Trading Metrics calculated at close of trading on 11-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,272.0 |
7,276.0 |
4.0 |
0.1% |
7,440.0 |
High |
7,310.5 |
7,296.0 |
-14.5 |
-0.2% |
7,529.0 |
Low |
7,257.0 |
7,221.0 |
-36.0 |
-0.5% |
7,228.0 |
Close |
7,280.5 |
7,269.5 |
-11.0 |
-0.2% |
7,278.5 |
Range |
53.5 |
75.0 |
21.5 |
40.2% |
301.0 |
ATR |
85.2 |
84.5 |
-0.7 |
-0.9% |
0.0 |
Volume |
84,508 |
103,490 |
18,982 |
22.5% |
561,251 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,487.0 |
7,453.5 |
7,311.0 |
|
R3 |
7,412.0 |
7,378.5 |
7,290.0 |
|
R2 |
7,337.0 |
7,337.0 |
7,283.0 |
|
R1 |
7,303.5 |
7,303.5 |
7,276.5 |
7,283.0 |
PP |
7,262.0 |
7,262.0 |
7,262.0 |
7,252.0 |
S1 |
7,228.5 |
7,228.5 |
7,262.5 |
7,208.0 |
S2 |
7,187.0 |
7,187.0 |
7,256.0 |
|
S3 |
7,112.0 |
7,153.5 |
7,249.0 |
|
S4 |
7,037.0 |
7,078.5 |
7,228.0 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,248.0 |
8,064.5 |
7,444.0 |
|
R3 |
7,947.0 |
7,763.5 |
7,361.5 |
|
R2 |
7,646.0 |
7,646.0 |
7,333.5 |
|
R1 |
7,462.5 |
7,462.5 |
7,306.0 |
7,404.0 |
PP |
7,345.0 |
7,345.0 |
7,345.0 |
7,316.0 |
S1 |
7,161.5 |
7,161.5 |
7,251.0 |
7,103.0 |
S2 |
7,044.0 |
7,044.0 |
7,223.5 |
|
S3 |
6,743.0 |
6,860.5 |
7,195.5 |
|
S4 |
6,442.0 |
6,559.5 |
7,113.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,453.0 |
7,221.0 |
232.0 |
3.2% |
86.0 |
1.2% |
21% |
False |
True |
116,410 |
10 |
7,640.5 |
7,221.0 |
419.5 |
5.8% |
90.0 |
1.2% |
12% |
False |
True |
104,863 |
20 |
7,652.0 |
7,221.0 |
431.0 |
5.9% |
84.0 |
1.2% |
11% |
False |
True |
93,215 |
40 |
7,757.5 |
7,221.0 |
536.5 |
7.4% |
81.0 |
1.1% |
9% |
False |
True |
89,994 |
60 |
7,757.5 |
7,221.0 |
536.5 |
7.4% |
86.0 |
1.2% |
9% |
False |
True |
91,324 |
80 |
7,810.0 |
7,221.0 |
589.0 |
8.1% |
84.0 |
1.2% |
8% |
False |
True |
87,757 |
100 |
7,810.0 |
7,221.0 |
589.0 |
8.1% |
74.0 |
1.0% |
8% |
False |
True |
70,331 |
120 |
7,810.0 |
6,720.5 |
1,089.5 |
15.0% |
69.5 |
1.0% |
50% |
False |
False |
58,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,615.0 |
2.618 |
7,492.5 |
1.618 |
7,417.5 |
1.000 |
7,371.0 |
0.618 |
7,342.5 |
HIGH |
7,296.0 |
0.618 |
7,267.5 |
0.500 |
7,258.5 |
0.382 |
7,249.5 |
LOW |
7,221.0 |
0.618 |
7,174.5 |
1.000 |
7,146.0 |
1.618 |
7,099.5 |
2.618 |
7,024.5 |
4.250 |
6,902.0 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,266.0 |
7,279.0 |
PP |
7,262.0 |
7,276.0 |
S1 |
7,258.5 |
7,273.0 |
|