| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,913.00 |
2,916.50 |
3.50 |
0.1% |
2,877.50 |
| High |
2,918.75 |
2,940.75 |
22.00 |
0.8% |
2,917.25 |
| Low |
2,905.75 |
2,913.25 |
7.50 |
0.3% |
2,872.25 |
| Close |
2,915.00 |
2,939.50 |
24.50 |
0.8% |
2,911.50 |
| Range |
13.00 |
27.50 |
14.50 |
111.5% |
45.00 |
| ATR |
20.96 |
21.42 |
0.47 |
2.2% |
0.00 |
| Volume |
1,361,242 |
1,474,453 |
113,211 |
8.3% |
2,417,391 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.75 |
3,004.00 |
2,954.50 |
|
| R3 |
2,986.25 |
2,976.50 |
2,947.00 |
|
| R2 |
2,958.75 |
2,958.75 |
2,944.50 |
|
| R1 |
2,949.00 |
2,949.00 |
2,942.00 |
2,954.00 |
| PP |
2,931.25 |
2,931.25 |
2,931.25 |
2,933.50 |
| S1 |
2,921.50 |
2,921.50 |
2,937.00 |
2,926.50 |
| S2 |
2,903.75 |
2,903.75 |
2,934.50 |
|
| S3 |
2,876.25 |
2,894.00 |
2,932.00 |
|
| S4 |
2,848.75 |
2,866.50 |
2,924.50 |
|
|
| 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 |
2,940.75 |
2,883.50 |
57.25 |
1.9% |
21.75 |
0.7% |
98% |
True |
False |
1,572,045 |
| 10 |
2,940.75 |
2,869.50 |
71.25 |
2.4% |
20.75 |
0.7% |
98% |
True |
False |
894,917 |
| 20 |
2,940.75 |
2,859.00 |
81.75 |
2.8% |
20.50 |
0.7% |
98% |
True |
False |
454,769 |
| 40 |
2,940.75 |
2,795.50 |
145.25 |
4.9% |
21.25 |
0.7% |
99% |
True |
False |
229,100 |
| 60 |
2,940.75 |
2,696.75 |
244.00 |
8.3% |
22.50 |
0.8% |
99% |
True |
False |
153,642 |
| 80 |
2,940.75 |
2,694.00 |
246.75 |
8.4% |
23.25 |
0.8% |
99% |
True |
False |
115,701 |
| 100 |
2,940.75 |
2,599.50 |
341.25 |
11.6% |
24.25 |
0.8% |
100% |
True |
False |
92,735 |
| 120 |
2,940.75 |
2,569.25 |
371.50 |
12.6% |
26.75 |
0.9% |
100% |
True |
False |
77,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,057.50 |
|
2.618 |
3,012.75 |
|
1.618 |
2,985.25 |
|
1.000 |
2,968.25 |
|
0.618 |
2,957.75 |
|
HIGH |
2,940.75 |
|
0.618 |
2,930.25 |
|
0.500 |
2,927.00 |
|
0.382 |
2,923.75 |
|
LOW |
2,913.25 |
|
0.618 |
2,896.25 |
|
1.000 |
2,885.75 |
|
1.618 |
2,868.75 |
|
2.618 |
2,841.25 |
|
4.250 |
2,796.50 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,935.25 |
2,930.50 |
| PP |
2,931.25 |
2,921.25 |
| S1 |
2,927.00 |
2,912.00 |
|