| 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 |
1,705.8 |
1,723.2 |
17.4 |
1.0% |
1,720.3 |
| High |
1,724.5 |
1,727.5 |
3.0 |
0.2% |
1,727.5 |
| Low |
1,704.7 |
1,720.0 |
15.3 |
0.9% |
1,697.8 |
| Close |
1,723.5 |
1,720.4 |
-3.2 |
-0.2% |
1,720.4 |
| Range |
19.8 |
7.5 |
-12.3 |
-62.1% |
29.7 |
| ATR |
18.5 |
17.7 |
-0.8 |
-4.2% |
0.0 |
| Volume |
37,217 |
1,081 |
-36,136 |
-97.1% |
505,987 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,745.1 |
1,740.2 |
1,724.5 |
|
| R3 |
1,737.6 |
1,732.7 |
1,722.4 |
|
| R2 |
1,730.1 |
1,730.1 |
1,721.7 |
|
| R1 |
1,725.2 |
1,725.2 |
1,721.0 |
1,723.9 |
| PP |
1,722.6 |
1,722.6 |
1,722.6 |
1,722.0 |
| S1 |
1,717.7 |
1,717.7 |
1,719.7 |
1,716.4 |
| S2 |
1,715.1 |
1,715.1 |
1,719.0 |
|
| S3 |
1,707.6 |
1,710.2 |
1,718.3 |
|
| S4 |
1,700.1 |
1,702.7 |
1,716.2 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,804.3 |
1,792.0 |
1,736.7 |
|
| R3 |
1,774.6 |
1,762.3 |
1,728.5 |
|
| R2 |
1,744.9 |
1,744.9 |
1,725.8 |
|
| R1 |
1,732.6 |
1,732.6 |
1,723.1 |
1,738.8 |
| PP |
1,715.2 |
1,715.2 |
1,715.2 |
1,718.3 |
| S1 |
1,702.9 |
1,702.9 |
1,717.6 |
1,709.1 |
| S2 |
1,685.5 |
1,685.5 |
1,714.9 |
|
| S3 |
1,655.8 |
1,673.2 |
1,712.2 |
|
| S4 |
1,626.1 |
1,643.5 |
1,704.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,727.5 |
1,697.8 |
29.7 |
1.7% |
17.5 |
1.0% |
76% |
True |
False |
101,197 |
| 10 |
1,728.2 |
1,697.8 |
30.4 |
1.8% |
16.7 |
1.0% |
74% |
False |
False |
119,813 |
| 20 |
1,746.3 |
1,697.8 |
48.5 |
2.8% |
16.8 |
1.0% |
46% |
False |
False |
111,740 |
| 40 |
1,746.3 |
1,653.3 |
93.0 |
5.4% |
19.0 |
1.1% |
72% |
False |
False |
108,331 |
| 60 |
1,746.3 |
1,632.5 |
113.8 |
6.6% |
18.9 |
1.1% |
77% |
False |
False |
108,023 |
| 80 |
1,746.3 |
1,632.5 |
113.8 |
6.6% |
19.1 |
1.1% |
77% |
False |
False |
110,918 |
| 100 |
1,746.3 |
1,536.2 |
210.1 |
12.2% |
18.7 |
1.1% |
88% |
False |
False |
88,746 |
| 120 |
1,746.3 |
1,490.0 |
256.3 |
14.9% |
19.3 |
1.1% |
90% |
False |
False |
73,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,759.4 |
|
2.618 |
1,747.1 |
|
1.618 |
1,739.6 |
|
1.000 |
1,735.0 |
|
0.618 |
1,732.1 |
|
HIGH |
1,727.5 |
|
0.618 |
1,724.6 |
|
0.500 |
1,723.8 |
|
0.382 |
1,722.9 |
|
LOW |
1,720.0 |
|
0.618 |
1,715.4 |
|
1.000 |
1,712.5 |
|
1.618 |
1,707.9 |
|
2.618 |
1,700.4 |
|
4.250 |
1,688.1 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,723.8 |
1,718.0 |
| PP |
1,722.6 |
1,715.6 |
| S1 |
1,721.5 |
1,713.2 |
|