| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,895.50 |
2,913.00 |
17.50 |
0.6% |
2,877.50 |
| High |
2,917.75 |
2,918.75 |
1.00 |
0.0% |
2,917.25 |
| Low |
2,883.50 |
2,905.75 |
22.25 |
0.8% |
2,872.25 |
| Close |
2,911.75 |
2,915.00 |
3.25 |
0.1% |
2,911.50 |
| Range |
34.25 |
13.00 |
-21.25 |
-62.0% |
45.00 |
| ATR |
21.57 |
20.96 |
-0.61 |
-2.8% |
0.00 |
| Volume |
1,877,029 |
1,361,242 |
-515,787 |
-27.5% |
2,417,391 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,952.25 |
2,946.50 |
2,922.25 |
|
| R3 |
2,939.25 |
2,933.50 |
2,918.50 |
|
| R2 |
2,926.25 |
2,926.25 |
2,917.50 |
|
| R1 |
2,920.50 |
2,920.50 |
2,916.25 |
2,923.50 |
| PP |
2,913.25 |
2,913.25 |
2,913.25 |
2,914.50 |
| S1 |
2,907.50 |
2,907.50 |
2,913.75 |
2,910.50 |
| S2 |
2,900.25 |
2,900.25 |
2,912.50 |
|
| S3 |
2,887.25 |
2,894.50 |
2,911.50 |
|
| S4 |
2,874.25 |
2,881.50 |
2,907.75 |
|
|
| 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 |
2,918.75 |
2,883.50 |
35.25 |
1.2% |
20.75 |
0.7% |
89% |
True |
False |
1,419,587 |
| 10 |
2,918.75 |
2,869.50 |
49.25 |
1.7% |
20.50 |
0.7% |
92% |
True |
False |
752,061 |
| 20 |
2,921.75 |
2,850.50 |
71.25 |
2.4% |
20.25 |
0.7% |
91% |
False |
False |
381,288 |
| 40 |
2,921.75 |
2,795.50 |
126.25 |
4.3% |
21.50 |
0.7% |
95% |
False |
False |
192,362 |
| 60 |
2,921.75 |
2,696.75 |
225.00 |
7.7% |
22.25 |
0.8% |
97% |
False |
False |
129,132 |
| 80 |
2,921.75 |
2,683.00 |
238.75 |
8.2% |
23.75 |
0.8% |
97% |
False |
False |
97,280 |
| 100 |
2,921.75 |
2,599.50 |
322.25 |
11.1% |
24.25 |
0.8% |
98% |
False |
False |
77,991 |
| 120 |
2,921.75 |
2,561.75 |
360.00 |
12.3% |
27.25 |
0.9% |
98% |
False |
False |
65,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,974.00 |
|
2.618 |
2,952.75 |
|
1.618 |
2,939.75 |
|
1.000 |
2,931.75 |
|
0.618 |
2,926.75 |
|
HIGH |
2,918.75 |
|
0.618 |
2,913.75 |
|
0.500 |
2,912.25 |
|
0.382 |
2,910.75 |
|
LOW |
2,905.75 |
|
0.618 |
2,897.75 |
|
1.000 |
2,892.75 |
|
1.618 |
2,884.75 |
|
2.618 |
2,871.75 |
|
4.250 |
2,850.50 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,914.00 |
2,910.50 |
| PP |
2,913.25 |
2,905.75 |
| S1 |
2,912.25 |
2,901.00 |
|