| Trading Metrics calculated at close of trading on 25-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
12,360.0 |
12,335.0 |
-25.0 |
-0.2% |
12,059.0 |
| High |
12,395.5 |
12,404.0 |
8.5 |
0.1% |
12,445.0 |
| Low |
12,325.0 |
12,305.0 |
-20.0 |
-0.2% |
12,024.0 |
| Close |
12,341.0 |
12,362.5 |
21.5 |
0.2% |
12,397.5 |
| Range |
70.5 |
99.0 |
28.5 |
40.4% |
421.0 |
| ATR |
122.4 |
120.7 |
-1.7 |
-1.4% |
0.0 |
| Volume |
71,014 |
65,572 |
-5,442 |
-7.7% |
324,190 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,654.2 |
12,607.3 |
12,417.0 |
|
| R3 |
12,555.2 |
12,508.3 |
12,389.7 |
|
| R2 |
12,456.2 |
12,456.2 |
12,380.7 |
|
| R1 |
12,409.3 |
12,409.3 |
12,371.6 |
12,432.8 |
| PP |
12,357.2 |
12,357.2 |
12,357.2 |
12,368.9 |
| S1 |
12,310.3 |
12,310.3 |
12,353.4 |
12,333.8 |
| S2 |
12,258.2 |
12,258.2 |
12,344.4 |
|
| S3 |
12,159.2 |
12,211.3 |
12,335.3 |
|
| S4 |
12,060.2 |
12,112.3 |
12,308.1 |
|
|
| 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 |
12,138.5 |
306.5 |
2.5% |
102.3 |
0.8% |
73% |
False |
False |
70,384 |
| 10 |
12,445.0 |
11,939.0 |
506.0 |
4.1% |
99.8 |
0.8% |
84% |
False |
False |
50,698 |
| 20 |
12,565.0 |
11,846.0 |
719.0 |
5.8% |
113.3 |
0.9% |
72% |
False |
False |
26,070 |
| 40 |
12,832.0 |
11,846.0 |
986.0 |
8.0% |
114.0 |
0.9% |
52% |
False |
False |
13,075 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.2% |
109.3 |
0.9% |
51% |
False |
False |
8,744 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.5% |
118.1 |
1.0% |
40% |
False |
False |
6,581 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.7% |
107.6 |
0.9% |
39% |
False |
False |
5,284 |
| 120 |
13,164.0 |
11,846.0 |
1,318.0 |
10.7% |
98.5 |
0.8% |
39% |
False |
False |
4,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,824.8 |
|
2.618 |
12,663.2 |
|
1.618 |
12,564.2 |
|
1.000 |
12,503.0 |
|
0.618 |
12,465.2 |
|
HIGH |
12,404.0 |
|
0.618 |
12,366.2 |
|
0.500 |
12,354.5 |
|
0.382 |
12,342.8 |
|
LOW |
12,305.0 |
|
0.618 |
12,243.8 |
|
1.000 |
12,206.0 |
|
1.618 |
12,144.8 |
|
2.618 |
12,045.8 |
|
4.250 |
11,884.3 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,359.8 |
12,375.0 |
| PP |
12,357.2 |
12,370.8 |
| S1 |
12,354.5 |
12,366.7 |
|