| 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 |
2,911.25 |
2,934.75 |
23.50 |
0.8% |
2,903.50 |
| High |
2,935.75 |
2,944.00 |
8.25 |
0.3% |
2,944.00 |
| Low |
2,908.25 |
2,932.25 |
24.00 |
0.8% |
2,878.50 |
| Close |
2,934.00 |
2,940.45 |
6.45 |
0.2% |
2,940.45 |
| Range |
27.50 |
11.75 |
-15.75 |
-57.3% |
65.50 |
| ATR |
21.49 |
20.79 |
-0.70 |
-3.2% |
0.00 |
| Volume |
360,700 |
38,480 |
-322,220 |
-89.3% |
3,111,106 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,974.25 |
2,969.00 |
2,947.00 |
|
| R3 |
2,962.50 |
2,957.25 |
2,943.75 |
|
| R2 |
2,950.75 |
2,950.75 |
2,942.50 |
|
| R1 |
2,945.50 |
2,945.50 |
2,941.50 |
2,948.00 |
| PP |
2,939.00 |
2,939.00 |
2,939.00 |
2,940.25 |
| S1 |
2,933.75 |
2,933.75 |
2,939.25 |
2,936.25 |
| S2 |
2,927.25 |
2,927.25 |
2,938.25 |
|
| S3 |
2,915.50 |
2,922.00 |
2,937.25 |
|
| S4 |
2,903.75 |
2,910.25 |
2,934.00 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,117.50 |
3,094.50 |
2,976.50 |
|
| R3 |
3,052.00 |
3,029.00 |
2,958.50 |
|
| R2 |
2,986.50 |
2,986.50 |
2,952.50 |
|
| R1 |
2,963.50 |
2,963.50 |
2,946.50 |
2,975.00 |
| PP |
2,921.00 |
2,921.00 |
2,921.00 |
2,926.75 |
| S1 |
2,898.00 |
2,898.00 |
2,934.50 |
2,909.50 |
| S2 |
2,855.50 |
2,855.50 |
2,928.50 |
|
| S3 |
2,790.00 |
2,832.50 |
2,922.50 |
|
| S4 |
2,724.50 |
2,767.00 |
2,904.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,944.00 |
2,878.50 |
65.50 |
2.2% |
21.00 |
0.7% |
95% |
True |
False |
622,221 |
| 10 |
2,944.00 |
2,867.25 |
76.75 |
2.6% |
20.00 |
0.7% |
95% |
True |
False |
1,005,479 |
| 20 |
2,944.00 |
2,856.25 |
87.75 |
3.0% |
20.25 |
0.7% |
96% |
True |
False |
1,164,156 |
| 40 |
2,944.00 |
2,791.00 |
153.00 |
5.2% |
21.50 |
0.7% |
98% |
True |
False |
1,139,417 |
| 60 |
2,944.00 |
2,693.25 |
250.75 |
8.5% |
22.25 |
0.8% |
99% |
True |
False |
1,134,702 |
| 80 |
2,944.00 |
2,693.25 |
250.75 |
8.5% |
23.25 |
0.8% |
99% |
True |
False |
1,122,562 |
| 100 |
2,944.00 |
2,595.75 |
348.25 |
11.8% |
24.50 |
0.8% |
99% |
True |
False |
900,297 |
| 120 |
2,944.00 |
2,563.50 |
380.50 |
12.9% |
27.00 |
0.9% |
99% |
True |
False |
751,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,994.00 |
|
2.618 |
2,974.75 |
|
1.618 |
2,963.00 |
|
1.000 |
2,955.75 |
|
0.618 |
2,951.25 |
|
HIGH |
2,944.00 |
|
0.618 |
2,939.50 |
|
0.500 |
2,938.00 |
|
0.382 |
2,936.75 |
|
LOW |
2,932.25 |
|
0.618 |
2,925.00 |
|
1.000 |
2,920.50 |
|
1.618 |
2,913.25 |
|
2.618 |
2,901.50 |
|
4.250 |
2,882.25 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,939.75 |
2,934.50 |
| PP |
2,939.00 |
2,928.50 |
| S1 |
2,938.00 |
2,922.50 |
|