| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,713.3 |
1,705.8 |
-7.5 |
-0.4% |
1,715.2 |
| High |
1,719.2 |
1,724.5 |
5.3 |
0.3% |
1,728.2 |
| Low |
1,698.9 |
1,704.7 |
5.8 |
0.3% |
1,702.1 |
| Close |
1,705.0 |
1,723.5 |
18.5 |
1.1% |
1,723.7 |
| Range |
20.3 |
19.8 |
-0.5 |
-2.5% |
26.1 |
| ATR |
18.4 |
18.5 |
0.1 |
0.6% |
0.0 |
| Volume |
103,007 |
37,217 |
-65,790 |
-63.9% |
692,143 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,777.0 |
1,770.0 |
1,734.4 |
|
| R3 |
1,757.2 |
1,750.2 |
1,728.9 |
|
| R2 |
1,737.4 |
1,737.4 |
1,727.1 |
|
| R1 |
1,730.4 |
1,730.4 |
1,725.3 |
1,733.9 |
| PP |
1,717.6 |
1,717.6 |
1,717.6 |
1,719.3 |
| S1 |
1,710.6 |
1,710.6 |
1,721.7 |
1,714.1 |
| S2 |
1,697.8 |
1,697.8 |
1,719.9 |
|
| S3 |
1,678.0 |
1,690.8 |
1,718.1 |
|
| S4 |
1,658.2 |
1,671.0 |
1,712.6 |
|
|
| 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% |
19.1 |
1.1% |
85% |
False |
False |
136,011 |
| 10 |
1,728.2 |
1,697.8 |
30.4 |
1.8% |
17.7 |
1.0% |
85% |
False |
False |
132,224 |
| 20 |
1,746.3 |
1,697.8 |
48.5 |
2.8% |
17.1 |
1.0% |
53% |
False |
False |
116,297 |
| 40 |
1,746.3 |
1,653.3 |
93.0 |
5.4% |
19.3 |
1.1% |
75% |
False |
False |
111,176 |
| 60 |
1,746.3 |
1,632.5 |
113.8 |
6.6% |
19.3 |
1.1% |
80% |
False |
False |
110,711 |
| 80 |
1,746.3 |
1,628.0 |
118.3 |
6.9% |
19.4 |
1.1% |
81% |
False |
False |
110,909 |
| 100 |
1,746.3 |
1,532.2 |
214.1 |
12.4% |
18.9 |
1.1% |
89% |
False |
False |
88,736 |
| 120 |
1,746.3 |
1,490.0 |
256.3 |
14.9% |
19.2 |
1.1% |
91% |
False |
False |
73,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,808.7 |
|
2.618 |
1,776.3 |
|
1.618 |
1,756.5 |
|
1.000 |
1,744.3 |
|
0.618 |
1,736.7 |
|
HIGH |
1,724.5 |
|
0.618 |
1,716.9 |
|
0.500 |
1,714.6 |
|
0.382 |
1,712.3 |
|
LOW |
1,704.7 |
|
0.618 |
1,692.5 |
|
1.000 |
1,684.9 |
|
1.618 |
1,672.7 |
|
2.618 |
1,652.9 |
|
4.250 |
1,620.6 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,720.5 |
1,719.4 |
| PP |
1,717.6 |
1,715.3 |
| S1 |
1,714.6 |
1,711.2 |
|