| 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 |
2,903.50 |
2,890.50 |
-13.00 |
-0.4% |
2,873.75 |
| High |
2,906.25 |
2,912.50 |
6.25 |
0.2% |
2,912.25 |
| Low |
2,887.25 |
2,878.50 |
-8.75 |
-0.3% |
2,867.25 |
| Close |
2,891.00 |
2,906.50 |
15.50 |
0.5% |
2,906.25 |
| Range |
19.00 |
34.00 |
15.00 |
78.9% |
45.00 |
| ATR |
20.69 |
21.64 |
0.95 |
4.6% |
0.00 |
| Volume |
1,161,598 |
986,831 |
-174,767 |
-15.0% |
6,943,686 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,001.25 |
2,987.75 |
2,925.25 |
|
| R3 |
2,967.25 |
2,953.75 |
2,915.75 |
|
| R2 |
2,933.25 |
2,933.25 |
2,912.75 |
|
| R1 |
2,919.75 |
2,919.75 |
2,909.50 |
2,926.50 |
| PP |
2,899.25 |
2,899.25 |
2,899.25 |
2,902.50 |
| S1 |
2,885.75 |
2,885.75 |
2,903.50 |
2,892.50 |
| S2 |
2,865.25 |
2,865.25 |
2,900.25 |
|
| S3 |
2,831.25 |
2,851.75 |
2,897.25 |
|
| S4 |
2,797.25 |
2,817.75 |
2,887.75 |
|
|
| 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 |
2,912.50 |
2,878.50 |
34.00 |
1.2% |
21.25 |
0.7% |
82% |
True |
True |
1,314,910 |
| 10 |
2,912.50 |
2,865.00 |
47.50 |
1.6% |
21.50 |
0.7% |
87% |
True |
False |
1,402,304 |
| 20 |
2,917.50 |
2,846.25 |
71.25 |
2.5% |
20.75 |
0.7% |
85% |
False |
False |
1,271,098 |
| 40 |
2,917.50 |
2,791.00 |
126.50 |
4.4% |
22.00 |
0.8% |
91% |
False |
False |
1,207,604 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.7% |
23.50 |
0.8% |
95% |
False |
False |
1,214,054 |
| 80 |
2,917.50 |
2,679.25 |
238.25 |
8.2% |
24.25 |
0.8% |
95% |
False |
False |
1,111,168 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.1% |
24.75 |
0.9% |
97% |
False |
False |
890,807 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.4% |
28.25 |
1.0% |
97% |
False |
False |
743,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,057.00 |
|
2.618 |
3,001.50 |
|
1.618 |
2,967.50 |
|
1.000 |
2,946.50 |
|
0.618 |
2,933.50 |
|
HIGH |
2,912.50 |
|
0.618 |
2,899.50 |
|
0.500 |
2,895.50 |
|
0.382 |
2,891.50 |
|
LOW |
2,878.50 |
|
0.618 |
2,857.50 |
|
1.000 |
2,844.50 |
|
1.618 |
2,823.50 |
|
2.618 |
2,789.50 |
|
4.250 |
2,734.00 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,902.75 |
2,902.75 |
| PP |
2,899.25 |
2,899.25 |
| S1 |
2,895.50 |
2,895.50 |
|