| Trading Metrics calculated at close of trading on 24-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,212.1 |
1,204.0 |
-8.1 |
-0.7% |
1,199.8 |
| High |
1,215.8 |
1,208.8 |
-7.0 |
-0.6% |
1,215.8 |
| Low |
1,196.0 |
1,198.6 |
2.6 |
0.2% |
1,196.0 |
| Close |
1,201.3 |
1,204.4 |
3.1 |
0.3% |
1,201.3 |
| Range |
19.8 |
10.2 |
-9.6 |
-48.5% |
19.8 |
| ATR |
12.4 |
12.2 |
-0.2 |
-1.3% |
0.0 |
| Volume |
344,754 |
214,291 |
-130,463 |
-37.8% |
1,259,276 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,234.5 |
1,229.7 |
1,210.0 |
|
| R3 |
1,224.3 |
1,219.5 |
1,207.2 |
|
| R2 |
1,214.1 |
1,214.1 |
1,206.3 |
|
| R1 |
1,209.3 |
1,209.3 |
1,205.3 |
1,211.7 |
| PP |
1,203.9 |
1,203.9 |
1,203.9 |
1,205.2 |
| S1 |
1,199.1 |
1,199.1 |
1,203.5 |
1,201.5 |
| S2 |
1,193.7 |
1,193.7 |
1,202.5 |
|
| S3 |
1,183.5 |
1,188.9 |
1,201.6 |
|
| S4 |
1,173.3 |
1,178.7 |
1,198.8 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,263.8 |
1,252.3 |
1,212.2 |
|
| R3 |
1,244.0 |
1,232.5 |
1,206.7 |
|
| R2 |
1,224.2 |
1,224.2 |
1,204.9 |
|
| R1 |
1,212.7 |
1,212.7 |
1,203.1 |
1,218.5 |
| PP |
1,204.4 |
1,204.4 |
1,204.4 |
1,207.2 |
| S1 |
1,192.9 |
1,192.9 |
1,199.5 |
1,198.7 |
| S2 |
1,184.6 |
1,184.6 |
1,197.7 |
|
| S3 |
1,164.8 |
1,173.1 |
1,195.9 |
|
| S4 |
1,145.0 |
1,153.3 |
1,190.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,215.8 |
1,196.0 |
19.8 |
1.6% |
11.0 |
0.9% |
42% |
False |
False |
252,726 |
| 10 |
1,218.0 |
1,192.7 |
25.3 |
2.1% |
12.5 |
1.0% |
46% |
False |
False |
262,756 |
| 20 |
1,220.7 |
1,192.7 |
28.0 |
2.3% |
11.6 |
1.0% |
42% |
False |
False |
266,064 |
| 40 |
1,237.8 |
1,167.1 |
70.7 |
5.9% |
12.4 |
1.0% |
53% |
False |
False |
264,047 |
| 60 |
1,278.2 |
1,167.1 |
111.1 |
9.2% |
12.4 |
1.0% |
34% |
False |
False |
191,889 |
| 80 |
1,325.4 |
1,167.1 |
158.3 |
13.1% |
11.8 |
1.0% |
24% |
False |
False |
145,646 |
| 100 |
1,345.0 |
1,167.1 |
177.9 |
14.8% |
11.6 |
1.0% |
21% |
False |
False |
117,573 |
| 120 |
1,388.2 |
1,167.1 |
221.1 |
18.4% |
11.9 |
1.0% |
17% |
False |
False |
98,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,252.2 |
|
2.618 |
1,235.5 |
|
1.618 |
1,225.3 |
|
1.000 |
1,219.0 |
|
0.618 |
1,215.1 |
|
HIGH |
1,208.8 |
|
0.618 |
1,204.9 |
|
0.500 |
1,203.7 |
|
0.382 |
1,202.5 |
|
LOW |
1,198.6 |
|
0.618 |
1,192.3 |
|
1.000 |
1,188.4 |
|
1.618 |
1,182.1 |
|
2.618 |
1,171.9 |
|
4.250 |
1,155.3 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,204.2 |
1,205.9 |
| PP |
1,203.9 |
1,205.4 |
| S1 |
1,203.7 |
1,204.9 |
|