| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,720.3 |
1,703.4 |
-16.9 |
-1.0% |
1,715.2 |
| High |
1,723.9 |
1,715.5 |
-8.4 |
-0.5% |
1,728.2 |
| Low |
1,701.7 |
1,697.8 |
-3.9 |
-0.2% |
1,702.1 |
| Close |
1,704.3 |
1,713.0 |
8.7 |
0.5% |
1,723.7 |
| Range |
22.2 |
17.7 |
-4.5 |
-20.3% |
26.1 |
| ATR |
18.2 |
18.2 |
0.0 |
-0.2% |
0.0 |
| Volume |
223,129 |
141,553 |
-81,576 |
-36.6% |
692,143 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,761.9 |
1,755.1 |
1,722.7 |
|
| R3 |
1,744.2 |
1,737.4 |
1,717.9 |
|
| R2 |
1,726.5 |
1,726.5 |
1,716.2 |
|
| R1 |
1,719.7 |
1,719.7 |
1,714.6 |
1,723.1 |
| PP |
1,708.8 |
1,708.8 |
1,708.8 |
1,710.5 |
| S1 |
1,702.0 |
1,702.0 |
1,711.4 |
1,705.4 |
| S2 |
1,691.1 |
1,691.1 |
1,709.8 |
|
| S3 |
1,673.4 |
1,684.3 |
1,708.1 |
|
| S4 |
1,655.7 |
1,666.6 |
1,703.3 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,796.3 |
1,786.1 |
1,738.1 |
|
| R3 |
1,770.2 |
1,760.0 |
1,730.9 |
|
| R2 |
1,744.1 |
1,744.1 |
1,728.5 |
|
| R1 |
1,733.9 |
1,733.9 |
1,726.1 |
1,739.0 |
| PP |
1,718.0 |
1,718.0 |
1,718.0 |
1,720.6 |
| S1 |
1,707.8 |
1,707.8 |
1,721.3 |
1,712.9 |
| S2 |
1,691.9 |
1,691.9 |
1,718.9 |
|
| S3 |
1,665.8 |
1,681.7 |
1,716.5 |
|
| S4 |
1,639.7 |
1,655.6 |
1,709.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,728.2 |
1,697.8 |
30.4 |
1.8% |
17.9 |
1.0% |
50% |
False |
True |
167,029 |
| 10 |
1,736.4 |
1,697.8 |
38.6 |
2.3% |
18.1 |
1.1% |
39% |
False |
True |
143,335 |
| 20 |
1,746.3 |
1,695.9 |
50.4 |
2.9% |
17.4 |
1.0% |
34% |
False |
False |
119,654 |
| 40 |
1,746.3 |
1,653.3 |
93.0 |
5.4% |
19.6 |
1.1% |
64% |
False |
False |
113,659 |
| 60 |
1,746.3 |
1,632.5 |
113.8 |
6.6% |
19.7 |
1.1% |
71% |
False |
False |
114,440 |
| 80 |
1,746.3 |
1,614.0 |
132.3 |
7.7% |
19.3 |
1.1% |
75% |
False |
False |
109,162 |
| 100 |
1,746.3 |
1,532.2 |
214.1 |
12.5% |
18.9 |
1.1% |
84% |
False |
False |
87,334 |
| 120 |
1,746.3 |
1,488.2 |
258.1 |
15.1% |
19.5 |
1.1% |
87% |
False |
False |
72,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,790.7 |
|
2.618 |
1,761.8 |
|
1.618 |
1,744.1 |
|
1.000 |
1,733.2 |
|
0.618 |
1,726.4 |
|
HIGH |
1,715.5 |
|
0.618 |
1,708.7 |
|
0.500 |
1,706.7 |
|
0.382 |
1,704.6 |
|
LOW |
1,697.8 |
|
0.618 |
1,686.9 |
|
1.000 |
1,680.1 |
|
1.618 |
1,669.2 |
|
2.618 |
1,651.5 |
|
4.250 |
1,622.6 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,710.9 |
1,713.0 |
| PP |
1,708.8 |
1,713.0 |
| S1 |
1,706.7 |
1,713.0 |
|