| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,904.75 |
2,903.50 |
-1.25 |
0.0% |
2,873.75 |
| High |
2,912.25 |
2,906.25 |
-6.00 |
-0.2% |
2,912.25 |
| Low |
2,896.75 |
2,887.25 |
-9.50 |
-0.3% |
2,867.25 |
| Close |
2,906.25 |
2,891.00 |
-15.25 |
-0.5% |
2,906.25 |
| Range |
15.50 |
19.00 |
3.50 |
22.6% |
45.00 |
| ATR |
20.82 |
20.69 |
-0.13 |
-0.6% |
0.00 |
| Volume |
1,203,335 |
1,161,598 |
-41,737 |
-3.5% |
6,943,686 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,951.75 |
2,940.50 |
2,901.50 |
|
| R3 |
2,932.75 |
2,921.50 |
2,896.25 |
|
| R2 |
2,913.75 |
2,913.75 |
2,894.50 |
|
| R1 |
2,902.50 |
2,902.50 |
2,892.75 |
2,898.50 |
| PP |
2,894.75 |
2,894.75 |
2,894.75 |
2,893.00 |
| S1 |
2,883.50 |
2,883.50 |
2,889.25 |
2,879.50 |
| S2 |
2,875.75 |
2,875.75 |
2,887.50 |
|
| S3 |
2,856.75 |
2,864.50 |
2,885.75 |
|
| S4 |
2,837.75 |
2,845.50 |
2,880.50 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,030.25 |
3,013.25 |
2,931.00 |
|
| R3 |
2,985.25 |
2,968.25 |
2,918.50 |
|
| R2 |
2,940.25 |
2,940.25 |
2,914.50 |
|
| R1 |
2,923.25 |
2,923.25 |
2,910.50 |
2,931.75 |
| PP |
2,895.25 |
2,895.25 |
2,895.25 |
2,899.50 |
| S1 |
2,878.25 |
2,878.25 |
2,902.00 |
2,886.75 |
| S2 |
2,850.25 |
2,850.25 |
2,898.00 |
|
| S3 |
2,805.25 |
2,833.25 |
2,894.00 |
|
| S4 |
2,760.25 |
2,788.25 |
2,881.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,912.25 |
2,867.25 |
45.00 |
1.6% |
19.75 |
0.7% |
53% |
False |
False |
1,371,395 |
| 10 |
2,912.50 |
2,865.00 |
47.50 |
1.6% |
20.75 |
0.7% |
55% |
False |
False |
1,464,216 |
| 20 |
2,917.50 |
2,846.25 |
71.25 |
2.5% |
19.50 |
0.7% |
63% |
False |
False |
1,262,626 |
| 40 |
2,917.50 |
2,791.00 |
126.50 |
4.4% |
21.50 |
0.7% |
79% |
False |
False |
1,203,245 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.8% |
23.25 |
0.8% |
88% |
False |
False |
1,216,086 |
| 80 |
2,917.50 |
2,679.25 |
238.25 |
8.2% |
24.25 |
0.8% |
89% |
False |
False |
1,099,121 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.1% |
24.75 |
0.9% |
92% |
False |
False |
881,025 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.5% |
28.25 |
1.0% |
93% |
False |
False |
735,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,987.00 |
|
2.618 |
2,956.00 |
|
1.618 |
2,937.00 |
|
1.000 |
2,925.25 |
|
0.618 |
2,918.00 |
|
HIGH |
2,906.25 |
|
0.618 |
2,899.00 |
|
0.500 |
2,896.75 |
|
0.382 |
2,894.50 |
|
LOW |
2,887.25 |
|
0.618 |
2,875.50 |
|
1.000 |
2,868.25 |
|
1.618 |
2,856.50 |
|
2.618 |
2,837.50 |
|
4.250 |
2,806.50 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,896.75 |
2,898.50 |
| PP |
2,894.75 |
2,896.00 |
| S1 |
2,893.00 |
2,893.50 |
|