| 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 |
1,202.8 |
1,208.8 |
6.0 |
0.5% |
1,200.7 |
| High |
1,211.0 |
1,213.2 |
2.2 |
0.2% |
1,218.0 |
| Low |
1,202.2 |
1,205.1 |
2.9 |
0.2% |
1,192.7 |
| Close |
1,208.3 |
1,211.3 |
3.0 |
0.2% |
1,201.1 |
| Range |
8.8 |
8.1 |
-0.7 |
-8.0% |
25.3 |
| ATR |
12.1 |
11.8 |
-0.3 |
-2.4% |
0.0 |
| Volume |
233,870 |
241,605 |
7,735 |
3.3% |
1,367,400 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,234.2 |
1,230.8 |
1,215.8 |
|
| R3 |
1,226.1 |
1,222.7 |
1,213.5 |
|
| R2 |
1,218.0 |
1,218.0 |
1,212.8 |
|
| R1 |
1,214.6 |
1,214.6 |
1,212.0 |
1,216.3 |
| PP |
1,209.9 |
1,209.9 |
1,209.9 |
1,210.7 |
| S1 |
1,206.5 |
1,206.5 |
1,210.6 |
1,208.2 |
| S2 |
1,201.8 |
1,201.8 |
1,209.8 |
|
| S3 |
1,193.7 |
1,198.4 |
1,209.1 |
|
| S4 |
1,185.6 |
1,190.3 |
1,206.8 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,279.8 |
1,265.8 |
1,215.0 |
|
| R3 |
1,254.5 |
1,240.5 |
1,208.1 |
|
| R2 |
1,229.2 |
1,229.2 |
1,205.7 |
|
| R1 |
1,215.2 |
1,215.2 |
1,203.4 |
1,222.2 |
| PP |
1,203.9 |
1,203.9 |
1,203.9 |
1,207.5 |
| S1 |
1,189.9 |
1,189.9 |
1,198.8 |
1,196.9 |
| S2 |
1,178.6 |
1,178.6 |
1,196.5 |
|
| S3 |
1,153.3 |
1,164.6 |
1,194.1 |
|
| S4 |
1,128.0 |
1,139.3 |
1,187.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,213.8 |
1,197.5 |
16.3 |
1.3% |
10.6 |
0.9% |
85% |
False |
False |
239,356 |
| 10 |
1,218.0 |
1,192.7 |
25.3 |
2.1% |
11.2 |
0.9% |
74% |
False |
False |
256,957 |
| 20 |
1,220.7 |
1,189.5 |
31.2 |
2.6% |
12.0 |
1.0% |
70% |
False |
False |
264,455 |
| 40 |
1,244.6 |
1,167.1 |
77.5 |
6.4% |
12.2 |
1.0% |
57% |
False |
False |
256,507 |
| 60 |
1,278.2 |
1,167.1 |
111.1 |
9.2% |
12.2 |
1.0% |
40% |
False |
False |
182,809 |
| 80 |
1,325.4 |
1,167.1 |
158.3 |
13.1% |
11.7 |
1.0% |
28% |
False |
False |
138,789 |
| 100 |
1,345.0 |
1,167.1 |
177.9 |
14.7% |
11.6 |
1.0% |
25% |
False |
False |
112,069 |
| 120 |
1,388.2 |
1,167.1 |
221.1 |
18.3% |
11.8 |
1.0% |
20% |
False |
False |
94,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,247.6 |
|
2.618 |
1,234.4 |
|
1.618 |
1,226.3 |
|
1.000 |
1,221.3 |
|
0.618 |
1,218.2 |
|
HIGH |
1,213.2 |
|
0.618 |
1,210.1 |
|
0.500 |
1,209.2 |
|
0.382 |
1,208.2 |
|
LOW |
1,205.1 |
|
0.618 |
1,200.1 |
|
1.000 |
1,197.0 |
|
1.618 |
1,192.0 |
|
2.618 |
1,183.9 |
|
4.250 |
1,170.7 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,210.6 |
1,209.8 |
| PP |
1,209.9 |
1,208.3 |
| S1 |
1,209.2 |
1,206.8 |
|