| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
12,397.0 |
12,312.5 |
-84.5 |
-0.7% |
12,059.0 |
| High |
12,406.5 |
12,447.0 |
40.5 |
0.3% |
12,445.0 |
| Low |
12,314.5 |
12,257.5 |
-57.0 |
-0.5% |
12,024.0 |
| Close |
12,376.5 |
12,427.5 |
51.0 |
0.4% |
12,397.5 |
| Range |
92.0 |
189.5 |
97.5 |
106.0% |
421.0 |
| ATR |
118.7 |
123.7 |
5.1 |
4.3% |
0.0 |
| Volume |
90,037 |
111,113 |
21,076 |
23.4% |
324,190 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,945.8 |
12,876.2 |
12,531.7 |
|
| R3 |
12,756.3 |
12,686.7 |
12,479.6 |
|
| R2 |
12,566.8 |
12,566.8 |
12,462.2 |
|
| R1 |
12,497.2 |
12,497.2 |
12,444.9 |
12,532.0 |
| PP |
12,377.3 |
12,377.3 |
12,377.3 |
12,394.8 |
| S1 |
12,307.7 |
12,307.7 |
12,410.1 |
12,342.5 |
| S2 |
12,187.8 |
12,187.8 |
12,392.8 |
|
| S3 |
11,998.3 |
12,118.2 |
12,375.4 |
|
| S4 |
11,808.8 |
11,928.7 |
12,323.3 |
|
|
| 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 |
12,447.0 |
12,257.5 |
189.5 |
1.5% |
108.4 |
0.9% |
90% |
True |
True |
80,830 |
| 10 |
12,447.0 |
12,024.0 |
423.0 |
3.4% |
106.7 |
0.9% |
95% |
True |
False |
69,364 |
| 20 |
12,510.0 |
11,846.0 |
664.0 |
5.3% |
121.0 |
1.0% |
88% |
False |
False |
36,110 |
| 40 |
12,713.0 |
11,846.0 |
867.0 |
7.0% |
115.7 |
0.9% |
67% |
False |
False |
18,099 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.1% |
111.3 |
0.9% |
58% |
False |
False |
12,095 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.5% |
119.5 |
1.0% |
45% |
False |
False |
9,095 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.6% |
109.2 |
0.9% |
44% |
False |
False |
7,293 |
| 120 |
13,164.0 |
11,846.0 |
1,318.0 |
10.6% |
100.8 |
0.8% |
44% |
False |
False |
6,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,252.4 |
|
2.618 |
12,943.1 |
|
1.618 |
12,753.6 |
|
1.000 |
12,636.5 |
|
0.618 |
12,564.1 |
|
HIGH |
12,447.0 |
|
0.618 |
12,374.6 |
|
0.500 |
12,352.3 |
|
0.382 |
12,329.9 |
|
LOW |
12,257.5 |
|
0.618 |
12,140.4 |
|
1.000 |
12,068.0 |
|
1.618 |
11,950.9 |
|
2.618 |
11,761.4 |
|
4.250 |
11,452.1 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,402.4 |
12,402.4 |
| PP |
12,377.3 |
12,377.3 |
| S1 |
12,352.3 |
12,352.3 |
|