| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
12,037.0 |
12,157.0 |
120.0 |
1.0% |
11,922.5 |
| High |
12,168.0 |
12,225.0 |
57.0 |
0.5% |
12,118.5 |
| Low |
12,037.0 |
12,138.5 |
101.5 |
0.8% |
11,846.0 |
| Close |
12,128.5 |
12,203.0 |
74.5 |
0.6% |
12,115.5 |
| Range |
131.0 |
86.5 |
-44.5 |
-34.0% |
272.5 |
| ATR |
125.1 |
123.0 |
-2.0 |
-1.6% |
0.0 |
| Volume |
56,342 |
57,656 |
1,314 |
2.3% |
54,153 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,448.3 |
12,412.2 |
12,250.6 |
|
| R3 |
12,361.8 |
12,325.7 |
12,226.8 |
|
| R2 |
12,275.3 |
12,275.3 |
12,218.9 |
|
| R1 |
12,239.2 |
12,239.2 |
12,210.9 |
12,257.3 |
| PP |
12,188.8 |
12,188.8 |
12,188.8 |
12,197.9 |
| S1 |
12,152.7 |
12,152.7 |
12,195.1 |
12,170.8 |
| S2 |
12,102.3 |
12,102.3 |
12,187.1 |
|
| S3 |
12,015.8 |
12,066.2 |
12,179.2 |
|
| S4 |
11,929.3 |
11,979.7 |
12,155.4 |
|
|
| 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 |
12,225.0 |
11,990.5 |
234.5 |
1.9% |
96.6 |
0.8% |
91% |
True |
False |
41,510 |
| 10 |
12,225.0 |
11,846.0 |
379.0 |
3.1% |
106.7 |
0.9% |
94% |
True |
False |
22,349 |
| 20 |
12,565.0 |
11,846.0 |
719.0 |
5.9% |
109.6 |
0.9% |
50% |
False |
False |
11,370 |
| 40 |
12,854.5 |
11,846.0 |
1,008.5 |
8.3% |
114.9 |
0.9% |
35% |
False |
False |
5,729 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.3% |
115.4 |
0.9% |
35% |
False |
False |
3,847 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.7% |
115.8 |
0.9% |
27% |
False |
False |
2,911 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.8% |
107.7 |
0.9% |
27% |
False |
False |
2,350 |
| 120 |
13,164.0 |
11,846.0 |
1,318.0 |
10.8% |
94.9 |
0.8% |
27% |
False |
False |
1,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,592.6 |
|
2.618 |
12,451.5 |
|
1.618 |
12,365.0 |
|
1.000 |
12,311.5 |
|
0.618 |
12,278.5 |
|
HIGH |
12,225.0 |
|
0.618 |
12,192.0 |
|
0.500 |
12,181.8 |
|
0.382 |
12,171.5 |
|
LOW |
12,138.5 |
|
0.618 |
12,085.0 |
|
1.000 |
12,052.0 |
|
1.618 |
11,998.5 |
|
2.618 |
11,912.0 |
|
4.250 |
11,770.9 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,195.9 |
12,176.8 |
| PP |
12,188.8 |
12,150.7 |
| S1 |
12,181.8 |
12,124.5 |
|