| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,909.50 |
2,909.00 |
-0.50 |
0.0% |
2,877.50 |
| High |
2,917.25 |
2,911.25 |
-6.00 |
-0.2% |
2,917.25 |
| Low |
2,902.00 |
2,892.25 |
-9.75 |
-0.3% |
2,872.25 |
| Close |
2,911.50 |
2,896.00 |
-15.50 |
-0.5% |
2,911.50 |
| Range |
15.25 |
19.00 |
3.75 |
24.6% |
45.00 |
| ATR |
20.70 |
20.59 |
-0.10 |
-0.5% |
0.00 |
| Volume |
1,363,971 |
1,783,534 |
419,563 |
30.8% |
2,417,391 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,956.75 |
2,945.50 |
2,906.50 |
|
| R3 |
2,937.75 |
2,926.50 |
2,901.25 |
|
| R2 |
2,918.75 |
2,918.75 |
2,899.50 |
|
| R1 |
2,907.50 |
2,907.50 |
2,897.75 |
2,903.50 |
| PP |
2,899.75 |
2,899.75 |
2,899.75 |
2,898.00 |
| S1 |
2,888.50 |
2,888.50 |
2,894.25 |
2,884.50 |
| S2 |
2,880.75 |
2,880.75 |
2,892.50 |
|
| S3 |
2,861.75 |
2,869.50 |
2,890.75 |
|
| S4 |
2,842.75 |
2,850.50 |
2,885.50 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,035.25 |
3,018.50 |
2,936.25 |
|
| R3 |
2,990.25 |
2,973.50 |
2,924.00 |
|
| R2 |
2,945.25 |
2,945.25 |
2,919.75 |
|
| R1 |
2,928.50 |
2,928.50 |
2,915.50 |
2,937.00 |
| PP |
2,900.25 |
2,900.25 |
2,900.25 |
2,904.50 |
| S1 |
2,883.50 |
2,883.50 |
2,907.50 |
2,892.00 |
| S2 |
2,855.25 |
2,855.25 |
2,903.25 |
|
| S3 |
2,810.25 |
2,838.50 |
2,899.00 |
|
| S4 |
2,765.25 |
2,793.50 |
2,886.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,917.25 |
2,872.25 |
45.00 |
1.6% |
19.50 |
0.7% |
53% |
False |
False |
830,908 |
| 10 |
2,917.25 |
2,869.50 |
47.75 |
1.6% |
20.75 |
0.7% |
55% |
False |
False |
432,332 |
| 20 |
2,921.75 |
2,850.50 |
71.25 |
2.5% |
19.50 |
0.7% |
64% |
False |
False |
219,839 |
| 40 |
2,921.75 |
2,795.50 |
126.25 |
4.4% |
21.25 |
0.7% |
80% |
False |
False |
111,470 |
| 60 |
2,921.75 |
2,696.75 |
225.00 |
7.8% |
22.75 |
0.8% |
89% |
False |
False |
75,239 |
| 80 |
2,921.75 |
2,683.00 |
238.75 |
8.2% |
23.75 |
0.8% |
89% |
False |
False |
56,808 |
| 100 |
2,921.75 |
2,599.50 |
322.25 |
11.1% |
24.50 |
0.8% |
92% |
False |
False |
45,609 |
| 120 |
2,921.75 |
2,561.75 |
360.00 |
12.4% |
27.50 |
1.0% |
93% |
False |
False |
38,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,992.00 |
|
2.618 |
2,961.00 |
|
1.618 |
2,942.00 |
|
1.000 |
2,930.25 |
|
0.618 |
2,923.00 |
|
HIGH |
2,911.25 |
|
0.618 |
2,904.00 |
|
0.500 |
2,901.75 |
|
0.382 |
2,899.50 |
|
LOW |
2,892.25 |
|
0.618 |
2,880.50 |
|
1.000 |
2,873.25 |
|
1.618 |
2,861.50 |
|
2.618 |
2,842.50 |
|
4.250 |
2,811.50 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,901.75 |
2,903.50 |
| PP |
2,899.75 |
2,901.00 |
| S1 |
2,898.00 |
2,898.50 |
|