| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
12,335.0 |
12,397.0 |
62.0 |
0.5% |
12,059.0 |
| High |
12,404.0 |
12,406.5 |
2.5 |
0.0% |
12,445.0 |
| Low |
12,305.0 |
12,314.5 |
9.5 |
0.1% |
12,024.0 |
| Close |
12,362.5 |
12,376.5 |
14.0 |
0.1% |
12,397.5 |
| Range |
99.0 |
92.0 |
-7.0 |
-7.1% |
421.0 |
| ATR |
120.7 |
118.7 |
-2.1 |
-1.7% |
0.0 |
| Volume |
65,572 |
90,037 |
24,465 |
37.3% |
324,190 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,641.8 |
12,601.2 |
12,427.1 |
|
| R3 |
12,549.8 |
12,509.2 |
12,401.8 |
|
| R2 |
12,457.8 |
12,457.8 |
12,393.4 |
|
| R1 |
12,417.2 |
12,417.2 |
12,384.9 |
12,391.5 |
| PP |
12,365.8 |
12,365.8 |
12,365.8 |
12,353.0 |
| S1 |
12,325.2 |
12,325.2 |
12,368.1 |
12,299.5 |
| S2 |
12,273.8 |
12,273.8 |
12,359.6 |
|
| S3 |
12,181.8 |
12,233.2 |
12,351.2 |
|
| S4 |
12,089.8 |
12,141.2 |
12,325.9 |
|
|
| 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 |
12,185.5 |
259.5 |
2.1% |
103.4 |
0.8% |
74% |
False |
False |
76,861 |
| 10 |
12,445.0 |
11,990.5 |
454.5 |
3.7% |
100.0 |
0.8% |
85% |
False |
False |
59,185 |
| 20 |
12,555.0 |
11,846.0 |
709.0 |
5.7% |
115.1 |
0.9% |
75% |
False |
False |
30,563 |
| 40 |
12,800.5 |
11,846.0 |
954.5 |
7.7% |
114.0 |
0.9% |
56% |
False |
False |
15,323 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.1% |
108.8 |
0.9% |
53% |
False |
False |
10,244 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.5% |
117.9 |
1.0% |
41% |
False |
False |
7,706 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.6% |
107.4 |
0.9% |
40% |
False |
False |
6,183 |
| 120 |
13,164.0 |
11,846.0 |
1,318.0 |
10.6% |
99.2 |
0.8% |
40% |
False |
False |
5,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,797.5 |
|
2.618 |
12,647.4 |
|
1.618 |
12,555.4 |
|
1.000 |
12,498.5 |
|
0.618 |
12,463.4 |
|
HIGH |
12,406.5 |
|
0.618 |
12,371.4 |
|
0.500 |
12,360.5 |
|
0.382 |
12,349.6 |
|
LOW |
12,314.5 |
|
0.618 |
12,257.6 |
|
1.000 |
12,222.5 |
|
1.618 |
12,165.6 |
|
2.618 |
12,073.6 |
|
4.250 |
11,923.5 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,371.2 |
12,369.6 |
| PP |
12,365.8 |
12,362.7 |
| S1 |
12,360.5 |
12,355.8 |
|