| 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 |
2,890.50 |
2,907.75 |
17.25 |
0.6% |
2,873.75 |
| High |
2,912.50 |
2,913.75 |
1.25 |
0.0% |
2,912.25 |
| Low |
2,878.50 |
2,900.75 |
22.25 |
0.8% |
2,867.25 |
| Close |
2,906.50 |
2,910.00 |
3.50 |
0.1% |
2,906.25 |
| Range |
34.00 |
13.00 |
-21.00 |
-61.8% |
45.00 |
| ATR |
21.64 |
21.03 |
-0.62 |
-2.9% |
0.00 |
| Volume |
986,831 |
563,497 |
-423,334 |
-42.9% |
6,943,686 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,947.25 |
2,941.50 |
2,917.25 |
|
| R3 |
2,934.25 |
2,928.50 |
2,913.50 |
|
| R2 |
2,921.25 |
2,921.25 |
2,912.50 |
|
| R1 |
2,915.50 |
2,915.50 |
2,911.25 |
2,918.50 |
| PP |
2,908.25 |
2,908.25 |
2,908.25 |
2,909.50 |
| S1 |
2,902.50 |
2,902.50 |
2,908.75 |
2,905.50 |
| S2 |
2,895.25 |
2,895.25 |
2,907.50 |
|
| S3 |
2,882.25 |
2,889.50 |
2,906.50 |
|
| S4 |
2,869.25 |
2,876.50 |
2,902.75 |
|
|
| 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 |
2,913.75 |
2,878.50 |
35.25 |
1.2% |
20.75 |
0.7% |
89% |
True |
False |
1,111,290 |
| 10 |
2,913.75 |
2,865.00 |
48.75 |
1.7% |
20.50 |
0.7% |
92% |
True |
False |
1,298,179 |
| 20 |
2,917.50 |
2,846.25 |
71.25 |
2.4% |
20.25 |
0.7% |
89% |
False |
False |
1,246,520 |
| 40 |
2,917.50 |
2,791.00 |
126.50 |
4.3% |
21.75 |
0.7% |
94% |
False |
False |
1,187,999 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.7% |
22.75 |
0.8% |
97% |
False |
False |
1,186,662 |
| 80 |
2,917.50 |
2,679.25 |
238.25 |
8.2% |
24.00 |
0.8% |
97% |
False |
False |
1,118,118 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.1% |
24.75 |
0.9% |
98% |
False |
False |
896,410 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.4% |
28.00 |
1.0% |
98% |
False |
False |
748,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,969.00 |
|
2.618 |
2,947.75 |
|
1.618 |
2,934.75 |
|
1.000 |
2,926.75 |
|
0.618 |
2,921.75 |
|
HIGH |
2,913.75 |
|
0.618 |
2,908.75 |
|
0.500 |
2,907.25 |
|
0.382 |
2,905.75 |
|
LOW |
2,900.75 |
|
0.618 |
2,892.75 |
|
1.000 |
2,887.75 |
|
1.618 |
2,879.75 |
|
2.618 |
2,866.75 |
|
4.250 |
2,845.50 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,909.00 |
2,905.50 |
| PP |
2,908.25 |
2,900.75 |
| S1 |
2,907.25 |
2,896.00 |
|