| 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 |
12,380.0 |
12,360.0 |
-20.0 |
-0.2% |
12,059.0 |
| High |
12,445.0 |
12,395.5 |
-49.5 |
-0.4% |
12,445.0 |
| Low |
12,354.0 |
12,325.0 |
-29.0 |
-0.2% |
12,024.0 |
| Close |
12,397.5 |
12,341.0 |
-56.5 |
-0.5% |
12,397.5 |
| Range |
91.0 |
70.5 |
-20.5 |
-22.5% |
421.0 |
| ATR |
126.2 |
122.4 |
-3.8 |
-3.0% |
0.0 |
| Volume |
66,415 |
71,014 |
4,599 |
6.9% |
324,190 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,565.3 |
12,523.7 |
12,379.8 |
|
| R3 |
12,494.8 |
12,453.2 |
12,360.4 |
|
| R2 |
12,424.3 |
12,424.3 |
12,353.9 |
|
| R1 |
12,382.7 |
12,382.7 |
12,347.5 |
12,368.3 |
| PP |
12,353.8 |
12,353.8 |
12,353.8 |
12,346.6 |
| S1 |
12,312.2 |
12,312.2 |
12,334.5 |
12,297.8 |
| S2 |
12,283.3 |
12,283.3 |
12,328.1 |
|
| S3 |
12,212.8 |
12,241.7 |
12,321.6 |
|
| S4 |
12,142.3 |
12,171.2 |
12,302.2 |
|
|
| 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 |
12,037.0 |
408.0 |
3.3% |
108.7 |
0.9% |
75% |
False |
False |
68,538 |
| 10 |
12,445.0 |
11,846.0 |
599.0 |
4.9% |
105.1 |
0.9% |
83% |
False |
False |
44,738 |
| 20 |
12,565.0 |
11,846.0 |
719.0 |
5.8% |
114.5 |
0.9% |
69% |
False |
False |
22,796 |
| 40 |
12,832.0 |
11,846.0 |
986.0 |
8.0% |
113.2 |
0.9% |
50% |
False |
False |
11,438 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.2% |
110.0 |
0.9% |
49% |
False |
False |
7,653 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.6% |
117.4 |
1.0% |
38% |
False |
False |
5,766 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.7% |
107.9 |
0.9% |
38% |
False |
False |
4,630 |
| 120 |
13,164.0 |
11,846.0 |
1,318.0 |
10.7% |
97.7 |
0.8% |
38% |
False |
False |
3,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,695.1 |
|
2.618 |
12,580.1 |
|
1.618 |
12,509.6 |
|
1.000 |
12,466.0 |
|
0.618 |
12,439.1 |
|
HIGH |
12,395.5 |
|
0.618 |
12,368.6 |
|
0.500 |
12,360.3 |
|
0.382 |
12,351.9 |
|
LOW |
12,325.0 |
|
0.618 |
12,281.4 |
|
1.000 |
12,254.5 |
|
1.618 |
12,210.9 |
|
2.618 |
12,140.4 |
|
4.250 |
12,025.4 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,360.3 |
12,332.4 |
| PP |
12,353.8 |
12,323.8 |
| S1 |
12,347.4 |
12,315.3 |
|