| 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 |
2,907.75 |
2,911.25 |
3.50 |
0.1% |
2,873.75 |
| High |
2,913.75 |
2,935.75 |
22.00 |
0.8% |
2,912.25 |
| Low |
2,900.75 |
2,908.25 |
7.50 |
0.3% |
2,867.25 |
| Close |
2,910.00 |
2,934.00 |
24.00 |
0.8% |
2,906.25 |
| Range |
13.00 |
27.50 |
14.50 |
111.5% |
45.00 |
| ATR |
21.03 |
21.49 |
0.46 |
2.2% |
0.00 |
| Volume |
563,497 |
360,700 |
-202,797 |
-36.0% |
6,943,686 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,008.50 |
2,998.75 |
2,949.00 |
|
| R3 |
2,981.00 |
2,971.25 |
2,941.50 |
|
| R2 |
2,953.50 |
2,953.50 |
2,939.00 |
|
| R1 |
2,943.75 |
2,943.75 |
2,936.50 |
2,948.50 |
| PP |
2,926.00 |
2,926.00 |
2,926.00 |
2,928.50 |
| S1 |
2,916.25 |
2,916.25 |
2,931.50 |
2,921.00 |
| S2 |
2,898.50 |
2,898.50 |
2,929.00 |
|
| S3 |
2,871.00 |
2,888.75 |
2,926.50 |
|
| S4 |
2,843.50 |
2,861.25 |
2,919.00 |
|
|
| 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 |
2,935.75 |
2,878.50 |
57.25 |
2.0% |
21.75 |
0.7% |
97% |
True |
False |
855,192 |
| 10 |
2,935.75 |
2,865.00 |
70.75 |
2.4% |
20.75 |
0.7% |
98% |
True |
False |
1,170,855 |
| 20 |
2,935.75 |
2,854.75 |
81.00 |
2.8% |
20.50 |
0.7% |
98% |
True |
False |
1,214,734 |
| 40 |
2,935.75 |
2,791.00 |
144.75 |
4.9% |
21.50 |
0.7% |
99% |
True |
False |
1,164,444 |
| 60 |
2,935.75 |
2,693.25 |
242.50 |
8.3% |
22.75 |
0.8% |
99% |
True |
False |
1,169,356 |
| 80 |
2,935.75 |
2,690.00 |
245.75 |
8.4% |
23.75 |
0.8% |
99% |
True |
False |
1,122,402 |
| 100 |
2,935.75 |
2,595.75 |
340.00 |
11.6% |
24.75 |
0.8% |
99% |
True |
False |
899,946 |
| 120 |
2,935.75 |
2,563.50 |
372.25 |
12.7% |
27.50 |
0.9% |
100% |
True |
False |
751,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.50 |
|
2.618 |
3,007.75 |
|
1.618 |
2,980.25 |
|
1.000 |
2,963.25 |
|
0.618 |
2,952.75 |
|
HIGH |
2,935.75 |
|
0.618 |
2,925.25 |
|
0.500 |
2,922.00 |
|
0.382 |
2,918.75 |
|
LOW |
2,908.25 |
|
0.618 |
2,891.25 |
|
1.000 |
2,880.75 |
|
1.618 |
2,863.75 |
|
2.618 |
2,836.25 |
|
4.250 |
2,791.50 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,930.00 |
2,925.00 |
| PP |
2,926.00 |
2,916.00 |
| S1 |
2,922.00 |
2,907.00 |
|