| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
12,197.0 |
12,380.0 |
183.0 |
1.5% |
12,059.0 |
| High |
12,350.0 |
12,445.0 |
95.0 |
0.8% |
12,445.0 |
| Low |
12,185.5 |
12,354.0 |
168.5 |
1.4% |
12,024.0 |
| Close |
12,316.0 |
12,397.5 |
81.5 |
0.7% |
12,397.5 |
| Range |
164.5 |
91.0 |
-73.5 |
-44.7% |
421.0 |
| ATR |
126.0 |
126.2 |
0.2 |
0.2% |
0.0 |
| Volume |
91,267 |
66,415 |
-24,852 |
-27.2% |
324,190 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,671.8 |
12,625.7 |
12,447.6 |
|
| R3 |
12,580.8 |
12,534.7 |
12,422.5 |
|
| R2 |
12,489.8 |
12,489.8 |
12,414.2 |
|
| R1 |
12,443.7 |
12,443.7 |
12,405.8 |
12,466.8 |
| PP |
12,398.8 |
12,398.8 |
12,398.8 |
12,410.4 |
| S1 |
12,352.7 |
12,352.7 |
12,389.2 |
12,375.8 |
| S2 |
12,307.8 |
12,307.8 |
12,380.8 |
|
| S3 |
12,216.8 |
12,261.7 |
12,372.5 |
|
| S4 |
12,125.8 |
12,170.7 |
12,347.5 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,551.8 |
13,395.7 |
12,629.1 |
|
| R3 |
13,130.8 |
12,974.7 |
12,513.3 |
|
| R2 |
12,709.8 |
12,709.8 |
12,474.7 |
|
| R1 |
12,553.7 |
12,553.7 |
12,436.1 |
12,631.8 |
| PP |
12,288.8 |
12,288.8 |
12,288.8 |
12,327.9 |
| S1 |
12,132.7 |
12,132.7 |
12,358.9 |
12,210.8 |
| S2 |
11,867.8 |
11,867.8 |
12,320.3 |
|
| S3 |
11,446.8 |
11,711.7 |
12,281.7 |
|
| S4 |
11,025.8 |
11,290.7 |
12,166.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,445.0 |
12,024.0 |
421.0 |
3.4% |
111.5 |
0.9% |
89% |
True |
False |
64,838 |
| 10 |
12,445.0 |
11,846.0 |
599.0 |
4.8% |
108.3 |
0.9% |
92% |
True |
False |
37,834 |
| 20 |
12,565.0 |
11,846.0 |
719.0 |
5.8% |
114.6 |
0.9% |
77% |
False |
False |
19,251 |
| 40 |
12,854.5 |
11,846.0 |
1,008.5 |
8.1% |
113.2 |
0.9% |
55% |
False |
False |
9,664 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.1% |
110.3 |
0.9% |
55% |
False |
False |
6,470 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.5% |
117.1 |
0.9% |
42% |
False |
False |
4,881 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.6% |
108.3 |
0.9% |
42% |
False |
False |
3,923 |
| 120 |
13,164.0 |
11,846.0 |
1,318.0 |
10.6% |
97.1 |
0.8% |
42% |
False |
False |
3,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,831.8 |
|
2.618 |
12,683.2 |
|
1.618 |
12,592.2 |
|
1.000 |
12,536.0 |
|
0.618 |
12,501.2 |
|
HIGH |
12,445.0 |
|
0.618 |
12,410.2 |
|
0.500 |
12,399.5 |
|
0.382 |
12,388.8 |
|
LOW |
12,354.0 |
|
0.618 |
12,297.8 |
|
1.000 |
12,263.0 |
|
1.618 |
12,206.8 |
|
2.618 |
12,115.8 |
|
4.250 |
11,967.3 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,399.5 |
12,362.3 |
| PP |
12,398.8 |
12,327.0 |
| S1 |
12,398.2 |
12,291.8 |
|