Trading Metrics calculated at close of trading on 17-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,563.50 |
7,534.00 |
-29.50 |
-0.4% |
7,433.00 |
High |
7,598.75 |
7,547.25 |
-51.50 |
-0.7% |
7,598.75 |
Low |
7,515.25 |
7,429.50 |
-85.75 |
-1.1% |
7,404.50 |
Close |
7,544.75 |
7,436.25 |
-108.50 |
-1.4% |
7,544.75 |
Range |
83.50 |
117.75 |
34.25 |
41.0% |
194.25 |
ATR |
94.27 |
95.95 |
1.68 |
1.8% |
0.00 |
Volume |
237,770 |
197,770 |
-40,000 |
-16.8% |
2,170,227 |
|
Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,824.25 |
7,748.00 |
7,501.00 |
|
R3 |
7,706.50 |
7,630.25 |
7,468.75 |
|
R2 |
7,588.75 |
7,588.75 |
7,457.75 |
|
R1 |
7,512.50 |
7,512.50 |
7,447.00 |
7,491.75 |
PP |
7,471.00 |
7,471.00 |
7,471.00 |
7,460.50 |
S1 |
7,394.75 |
7,394.75 |
7,425.50 |
7,374.00 |
S2 |
7,353.25 |
7,353.25 |
7,414.75 |
|
S3 |
7,235.50 |
7,277.00 |
7,403.75 |
|
S4 |
7,117.75 |
7,159.25 |
7,371.50 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,098.75 |
8,016.00 |
7,651.50 |
|
R3 |
7,904.50 |
7,821.75 |
7,598.25 |
|
R2 |
7,710.25 |
7,710.25 |
7,580.25 |
|
R1 |
7,627.50 |
7,627.50 |
7,562.50 |
7,669.00 |
PP |
7,516.00 |
7,516.00 |
7,516.00 |
7,536.75 |
S1 |
7,433.25 |
7,433.25 |
7,527.00 |
7,474.50 |
S2 |
7,321.75 |
7,321.75 |
7,509.25 |
|
S3 |
7,127.50 |
7,239.00 |
7,491.25 |
|
S4 |
6,933.25 |
7,044.75 |
7,438.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,598.75 |
7,404.50 |
194.25 |
2.6% |
110.25 |
1.5% |
16% |
False |
False |
389,840 |
10 |
7,693.75 |
7,393.00 |
300.75 |
4.0% |
110.50 |
1.5% |
14% |
False |
False |
461,838 |
20 |
7,697.00 |
7,351.50 |
345.50 |
4.6% |
90.50 |
1.2% |
25% |
False |
False |
388,648 |
40 |
7,697.00 |
7,166.75 |
530.25 |
7.1% |
94.25 |
1.3% |
51% |
False |
False |
377,272 |
60 |
7,697.00 |
6,956.00 |
741.00 |
10.0% |
98.25 |
1.3% |
65% |
False |
False |
370,189 |
80 |
7,697.00 |
6,910.50 |
786.50 |
10.6% |
95.75 |
1.3% |
67% |
False |
False |
320,557 |
100 |
7,697.00 |
6,563.25 |
1,133.75 |
15.2% |
97.00 |
1.3% |
77% |
False |
False |
256,606 |
120 |
7,697.00 |
6,338.00 |
1,359.00 |
18.3% |
106.00 |
1.4% |
81% |
False |
False |
214,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,047.75 |
2.618 |
7,855.50 |
1.618 |
7,737.75 |
1.000 |
7,665.00 |
0.618 |
7,620.00 |
HIGH |
7,547.25 |
0.618 |
7,502.25 |
0.500 |
7,488.50 |
0.382 |
7,474.50 |
LOW |
7,429.50 |
0.618 |
7,356.75 |
1.000 |
7,311.75 |
1.618 |
7,239.00 |
2.618 |
7,121.25 |
4.250 |
6,929.00 |
|
|
Fisher Pivots for day following 17-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,488.50 |
7,514.00 |
PP |
7,471.00 |
7,488.25 |
S1 |
7,453.50 |
7,462.25 |
|