| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
12,059.0 |
12,037.0 |
-22.0 |
-0.2% |
11,922.5 |
| High |
12,108.5 |
12,168.0 |
59.5 |
0.5% |
12,118.5 |
| Low |
12,024.0 |
12,037.0 |
13.0 |
0.1% |
11,846.0 |
| Close |
12,084.5 |
12,128.5 |
44.0 |
0.4% |
12,115.5 |
| Range |
84.5 |
131.0 |
46.5 |
55.0% |
272.5 |
| ATR |
124.6 |
125.1 |
0.5 |
0.4% |
0.0 |
| Volume |
52,510 |
56,342 |
3,832 |
7.3% |
54,153 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,504.2 |
12,447.3 |
12,200.6 |
|
| R3 |
12,373.2 |
12,316.3 |
12,164.5 |
|
| R2 |
12,242.2 |
12,242.2 |
12,152.5 |
|
| R1 |
12,185.3 |
12,185.3 |
12,140.5 |
12,213.8 |
| PP |
12,111.2 |
12,111.2 |
12,111.2 |
12,125.4 |
| S1 |
12,054.3 |
12,054.3 |
12,116.5 |
12,082.8 |
| S2 |
11,980.2 |
11,980.2 |
12,104.5 |
|
| S3 |
11,849.2 |
11,923.3 |
12,092.5 |
|
| S4 |
11,718.2 |
11,792.3 |
12,056.5 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,844.2 |
12,752.3 |
12,265.4 |
|
| R3 |
12,571.7 |
12,479.8 |
12,190.4 |
|
| R2 |
12,299.2 |
12,299.2 |
12,165.5 |
|
| R1 |
12,207.3 |
12,207.3 |
12,140.5 |
12,253.3 |
| PP |
12,026.7 |
12,026.7 |
12,026.7 |
12,049.6 |
| S1 |
11,934.8 |
11,934.8 |
12,090.5 |
11,980.8 |
| S2 |
11,754.2 |
11,754.2 |
12,065.5 |
|
| S3 |
11,481.7 |
11,662.3 |
12,040.6 |
|
| S4 |
11,209.2 |
11,389.8 |
11,965.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,168.0 |
11,939.0 |
229.0 |
1.9% |
97.2 |
0.8% |
83% |
True |
False |
31,012 |
| 10 |
12,168.0 |
11,846.0 |
322.0 |
2.7% |
111.5 |
0.9% |
88% |
True |
False |
16,779 |
| 20 |
12,565.0 |
11,846.0 |
719.0 |
5.9% |
110.4 |
0.9% |
39% |
False |
False |
8,492 |
| 40 |
12,854.5 |
11,846.0 |
1,008.5 |
8.3% |
116.0 |
1.0% |
28% |
False |
False |
4,288 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.3% |
116.1 |
1.0% |
28% |
False |
False |
2,888 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.7% |
116.5 |
1.0% |
22% |
False |
False |
2,191 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.9% |
107.3 |
0.9% |
21% |
False |
False |
1,775 |
| 120 |
13,164.0 |
11,767.0 |
1,397.0 |
11.5% |
95.4 |
0.8% |
26% |
False |
False |
1,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,724.8 |
|
2.618 |
12,511.0 |
|
1.618 |
12,380.0 |
|
1.000 |
12,299.0 |
|
0.618 |
12,249.0 |
|
HIGH |
12,168.0 |
|
0.618 |
12,118.0 |
|
0.500 |
12,102.5 |
|
0.382 |
12,087.0 |
|
LOW |
12,037.0 |
|
0.618 |
11,956.0 |
|
1.000 |
11,906.0 |
|
1.618 |
11,825.0 |
|
2.618 |
11,694.0 |
|
4.250 |
11,480.3 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,119.8 |
12,117.7 |
| PP |
12,111.2 |
12,106.8 |
| S1 |
12,102.5 |
12,096.0 |
|