| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,703.4 |
1,713.3 |
9.9 |
0.6% |
1,715.2 |
| High |
1,715.5 |
1,719.2 |
3.7 |
0.2% |
1,728.2 |
| Low |
1,697.8 |
1,698.9 |
1.1 |
0.1% |
1,702.1 |
| Close |
1,713.0 |
1,705.0 |
-8.0 |
-0.5% |
1,723.7 |
| Range |
17.7 |
20.3 |
2.6 |
14.7% |
26.1 |
| ATR |
18.2 |
18.4 |
0.1 |
0.8% |
0.0 |
| Volume |
141,553 |
103,007 |
-38,546 |
-27.2% |
692,143 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,768.6 |
1,757.1 |
1,716.2 |
|
| R3 |
1,748.3 |
1,736.8 |
1,710.6 |
|
| R2 |
1,728.0 |
1,728.0 |
1,708.7 |
|
| R1 |
1,716.5 |
1,716.5 |
1,706.9 |
1,712.1 |
| PP |
1,707.7 |
1,707.7 |
1,707.7 |
1,705.5 |
| S1 |
1,696.2 |
1,696.2 |
1,703.1 |
1,691.8 |
| S2 |
1,687.4 |
1,687.4 |
1,701.3 |
|
| S3 |
1,667.1 |
1,675.9 |
1,699.4 |
|
| S4 |
1,646.8 |
1,655.6 |
1,693.8 |
|
|
| 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% |
17.8 |
1.0% |
24% |
False |
False |
160,917 |
| 10 |
1,734.3 |
1,697.8 |
36.5 |
2.1% |
17.8 |
1.0% |
20% |
False |
False |
141,286 |
| 20 |
1,746.3 |
1,697.8 |
48.5 |
2.8% |
17.0 |
1.0% |
15% |
False |
False |
118,801 |
| 40 |
1,746.3 |
1,653.3 |
93.0 |
5.5% |
19.2 |
1.1% |
56% |
False |
False |
113,147 |
| 60 |
1,746.3 |
1,632.5 |
113.8 |
6.7% |
19.4 |
1.1% |
64% |
False |
False |
112,790 |
| 80 |
1,746.3 |
1,614.0 |
132.3 |
7.8% |
19.4 |
1.1% |
69% |
False |
False |
110,449 |
| 100 |
1,746.3 |
1,532.2 |
214.1 |
12.6% |
18.9 |
1.1% |
81% |
False |
False |
88,364 |
| 120 |
1,746.3 |
1,488.2 |
258.1 |
15.1% |
19.5 |
1.1% |
84% |
False |
False |
73,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,805.5 |
|
2.618 |
1,772.3 |
|
1.618 |
1,752.0 |
|
1.000 |
1,739.5 |
|
0.618 |
1,731.7 |
|
HIGH |
1,719.2 |
|
0.618 |
1,711.4 |
|
0.500 |
1,709.1 |
|
0.382 |
1,706.7 |
|
LOW |
1,698.9 |
|
0.618 |
1,686.4 |
|
1.000 |
1,678.6 |
|
1.618 |
1,666.1 |
|
2.618 |
1,645.8 |
|
4.250 |
1,612.6 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,709.1 |
1,710.9 |
| PP |
1,707.7 |
1,708.9 |
| S1 |
1,706.4 |
1,707.0 |
|