Trading Metrics calculated at close of trading on 21-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,324.0 |
7,352.5 |
28.5 |
0.4% |
7,271.5 |
High |
7,350.5 |
7,465.5 |
115.0 |
1.6% |
7,465.5 |
Low |
7,285.5 |
7,344.0 |
58.5 |
0.8% |
7,192.0 |
Close |
7,327.5 |
7,438.5 |
111.0 |
1.5% |
7,438.5 |
Range |
65.0 |
121.5 |
56.5 |
86.9% |
273.5 |
ATR |
66.4 |
71.5 |
5.1 |
7.7% |
0.0 |
Volume |
131,917 |
141,442 |
9,525 |
7.2% |
1,121,459 |
|
Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,780.5 |
7,731.0 |
7,505.5 |
|
R3 |
7,659.0 |
7,609.5 |
7,472.0 |
|
R2 |
7,537.5 |
7,537.5 |
7,461.0 |
|
R1 |
7,488.0 |
7,488.0 |
7,449.5 |
7,513.0 |
PP |
7,416.0 |
7,416.0 |
7,416.0 |
7,428.5 |
S1 |
7,366.5 |
7,366.5 |
7,427.5 |
7,391.0 |
S2 |
7,294.5 |
7,294.5 |
7,416.0 |
|
S3 |
7,173.0 |
7,245.0 |
7,405.0 |
|
S4 |
7,051.5 |
7,123.5 |
7,371.5 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,186.0 |
8,085.5 |
7,589.0 |
|
R3 |
7,912.5 |
7,812.0 |
7,513.5 |
|
R2 |
7,639.0 |
7,639.0 |
7,488.5 |
|
R1 |
7,538.5 |
7,538.5 |
7,463.5 |
7,589.0 |
PP |
7,365.5 |
7,365.5 |
7,365.5 |
7,390.5 |
S1 |
7,265.0 |
7,265.0 |
7,413.5 |
7,315.0 |
S2 |
7,092.0 |
7,092.0 |
7,388.5 |
|
S3 |
6,818.5 |
6,991.5 |
7,363.5 |
|
S4 |
6,545.0 |
6,718.0 |
7,288.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,465.5 |
7,192.0 |
273.5 |
3.7% |
80.0 |
1.1% |
90% |
True |
False |
224,291 |
10 |
7,465.5 |
7,184.0 |
281.5 |
3.8% |
67.0 |
0.9% |
90% |
True |
False |
131,934 |
20 |
7,596.0 |
7,184.0 |
412.0 |
5.5% |
69.0 |
0.9% |
62% |
False |
False |
67,282 |
40 |
7,701.0 |
7,184.0 |
517.0 |
7.0% |
55.0 |
0.7% |
49% |
False |
False |
33,657 |
60 |
7,701.0 |
7,184.0 |
517.0 |
7.0% |
46.5 |
0.6% |
49% |
False |
False |
22,443 |
80 |
7,701.0 |
7,184.0 |
517.0 |
7.0% |
42.5 |
0.6% |
49% |
False |
False |
16,858 |
100 |
7,770.5 |
7,184.0 |
586.5 |
7.9% |
35.5 |
0.5% |
43% |
False |
False |
13,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,982.0 |
2.618 |
7,783.5 |
1.618 |
7,662.0 |
1.000 |
7,587.0 |
0.618 |
7,540.5 |
HIGH |
7,465.5 |
0.618 |
7,419.0 |
0.500 |
7,405.0 |
0.382 |
7,390.5 |
LOW |
7,344.0 |
0.618 |
7,269.0 |
1.000 |
7,222.5 |
1.618 |
7,147.5 |
2.618 |
7,026.0 |
4.250 |
6,827.5 |
|
|
Fisher Pivots for day following 21-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,427.0 |
7,410.0 |
PP |
7,416.0 |
7,382.0 |
S1 |
7,405.0 |
7,353.5 |
|