| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,909.00 |
2,895.50 |
-13.50 |
-0.5% |
2,877.50 |
| High |
2,911.25 |
2,917.75 |
6.50 |
0.2% |
2,917.25 |
| Low |
2,892.25 |
2,883.50 |
-8.75 |
-0.3% |
2,872.25 |
| Close |
2,896.00 |
2,911.75 |
15.75 |
0.5% |
2,911.50 |
| Range |
19.00 |
34.25 |
15.25 |
80.3% |
45.00 |
| ATR |
20.59 |
21.57 |
0.98 |
4.7% |
0.00 |
| Volume |
1,783,534 |
1,877,029 |
93,495 |
5.2% |
2,417,391 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,007.00 |
2,993.75 |
2,930.50 |
|
| R3 |
2,972.75 |
2,959.50 |
2,921.25 |
|
| R2 |
2,938.50 |
2,938.50 |
2,918.00 |
|
| R1 |
2,925.25 |
2,925.25 |
2,915.00 |
2,932.00 |
| PP |
2,904.25 |
2,904.25 |
2,904.25 |
2,907.75 |
| S1 |
2,891.00 |
2,891.00 |
2,908.50 |
2,897.50 |
| S2 |
2,870.00 |
2,870.00 |
2,905.50 |
|
| S3 |
2,835.75 |
2,856.75 |
2,902.25 |
|
| S4 |
2,801.50 |
2,822.50 |
2,893.00 |
|
|
| 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 |
2,917.75 |
2,883.50 |
34.25 |
1.2% |
21.25 |
0.7% |
82% |
True |
True |
1,185,980 |
| 10 |
2,917.75 |
2,869.50 |
48.25 |
1.7% |
21.50 |
0.7% |
88% |
True |
False |
618,371 |
| 20 |
2,921.75 |
2,850.50 |
71.25 |
2.4% |
20.50 |
0.7% |
86% |
False |
False |
313,460 |
| 40 |
2,921.75 |
2,795.50 |
126.25 |
4.3% |
21.75 |
0.7% |
92% |
False |
False |
158,373 |
| 60 |
2,921.75 |
2,696.75 |
225.00 |
7.7% |
23.00 |
0.8% |
96% |
False |
False |
106,508 |
| 80 |
2,921.75 |
2,683.00 |
238.75 |
8.2% |
23.75 |
0.8% |
96% |
False |
False |
80,265 |
| 100 |
2,921.75 |
2,599.50 |
322.25 |
11.1% |
24.25 |
0.8% |
97% |
False |
False |
64,378 |
| 120 |
2,921.75 |
2,561.75 |
360.00 |
12.4% |
27.50 |
0.9% |
97% |
False |
False |
53,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,063.25 |
|
2.618 |
3,007.50 |
|
1.618 |
2,973.25 |
|
1.000 |
2,952.00 |
|
0.618 |
2,939.00 |
|
HIGH |
2,917.75 |
|
0.618 |
2,904.75 |
|
0.500 |
2,900.50 |
|
0.382 |
2,896.50 |
|
LOW |
2,883.50 |
|
0.618 |
2,862.25 |
|
1.000 |
2,849.25 |
|
1.618 |
2,828.00 |
|
2.618 |
2,793.75 |
|
4.250 |
2,738.00 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,908.00 |
2,908.00 |
| PP |
2,904.25 |
2,904.25 |
| S1 |
2,900.50 |
2,900.50 |
|