| 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 |
12,157.0 |
12,197.0 |
40.0 |
0.3% |
11,922.5 |
| High |
12,225.0 |
12,350.0 |
125.0 |
1.0% |
12,118.5 |
| Low |
12,138.5 |
12,185.5 |
47.0 |
0.4% |
11,846.0 |
| Close |
12,203.0 |
12,316.0 |
113.0 |
0.9% |
12,115.5 |
| Range |
86.5 |
164.5 |
78.0 |
90.2% |
272.5 |
| ATR |
123.0 |
126.0 |
3.0 |
2.4% |
0.0 |
| Volume |
57,656 |
91,267 |
33,611 |
58.3% |
54,153 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,777.3 |
12,711.2 |
12,406.5 |
|
| R3 |
12,612.8 |
12,546.7 |
12,361.2 |
|
| R2 |
12,448.3 |
12,448.3 |
12,346.2 |
|
| R1 |
12,382.2 |
12,382.2 |
12,331.1 |
12,415.3 |
| PP |
12,283.8 |
12,283.8 |
12,283.8 |
12,300.4 |
| S1 |
12,217.7 |
12,217.7 |
12,300.9 |
12,250.8 |
| S2 |
12,119.3 |
12,119.3 |
12,285.8 |
|
| S3 |
11,954.8 |
12,053.2 |
12,270.8 |
|
| S4 |
11,790.3 |
11,888.7 |
12,225.5 |
|
|
| 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 |
12,350.0 |
12,024.0 |
326.0 |
2.6% |
105.0 |
0.9% |
90% |
True |
False |
57,898 |
| 10 |
12,350.0 |
11,846.0 |
504.0 |
4.1% |
108.1 |
0.9% |
93% |
True |
False |
31,288 |
| 20 |
12,565.0 |
11,846.0 |
719.0 |
5.8% |
112.8 |
0.9% |
65% |
False |
False |
15,932 |
| 40 |
12,854.5 |
11,846.0 |
1,008.5 |
8.2% |
114.6 |
0.9% |
47% |
False |
False |
8,004 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.2% |
113.3 |
0.9% |
47% |
False |
False |
5,365 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.6% |
117.3 |
1.0% |
36% |
False |
False |
4,051 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.7% |
108.9 |
0.9% |
36% |
False |
False |
3,260 |
| 120 |
13,164.0 |
11,846.0 |
1,318.0 |
10.7% |
96.3 |
0.8% |
36% |
False |
False |
2,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,049.1 |
|
2.618 |
12,780.7 |
|
1.618 |
12,616.2 |
|
1.000 |
12,514.5 |
|
0.618 |
12,451.7 |
|
HIGH |
12,350.0 |
|
0.618 |
12,287.2 |
|
0.500 |
12,267.8 |
|
0.382 |
12,248.3 |
|
LOW |
12,185.5 |
|
0.618 |
12,083.8 |
|
1.000 |
12,021.0 |
|
1.618 |
11,919.3 |
|
2.618 |
11,754.8 |
|
4.250 |
11,486.4 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,299.9 |
12,275.2 |
| PP |
12,283.8 |
12,234.3 |
| S1 |
12,267.8 |
12,193.5 |
|