| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,916.50 |
2,939.50 |
23.00 |
0.8% |
2,909.00 |
| High |
2,940.75 |
2,947.00 |
6.25 |
0.2% |
2,947.00 |
| Low |
2,913.25 |
2,932.00 |
18.75 |
0.6% |
2,883.50 |
| Close |
2,939.50 |
2,933.75 |
-5.75 |
-0.2% |
2,933.75 |
| Range |
27.50 |
15.00 |
-12.50 |
-45.5% |
63.50 |
| ATR |
21.42 |
20.97 |
-0.46 |
-2.1% |
0.00 |
| Volume |
1,474,453 |
1,489,417 |
14,964 |
1.0% |
7,985,675 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.50 |
2,973.25 |
2,942.00 |
|
| R3 |
2,967.50 |
2,958.25 |
2,938.00 |
|
| R2 |
2,952.50 |
2,952.50 |
2,936.50 |
|
| R1 |
2,943.25 |
2,943.25 |
2,935.00 |
2,940.50 |
| PP |
2,937.50 |
2,937.50 |
2,937.50 |
2,936.25 |
| S1 |
2,928.25 |
2,928.25 |
2,932.50 |
2,925.50 |
| S2 |
2,922.50 |
2,922.50 |
2,931.00 |
|
| S3 |
2,907.50 |
2,913.25 |
2,929.50 |
|
| S4 |
2,892.50 |
2,898.25 |
2,925.50 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,112.00 |
3,086.25 |
2,968.75 |
|
| R3 |
3,048.50 |
3,022.75 |
2,951.25 |
|
| R2 |
2,985.00 |
2,985.00 |
2,945.50 |
|
| R1 |
2,959.25 |
2,959.25 |
2,939.50 |
2,972.00 |
| PP |
2,921.50 |
2,921.50 |
2,921.50 |
2,927.75 |
| S1 |
2,895.75 |
2,895.75 |
2,928.00 |
2,908.50 |
| S2 |
2,858.00 |
2,858.00 |
2,922.00 |
|
| S3 |
2,794.50 |
2,832.25 |
2,916.25 |
|
| S4 |
2,731.00 |
2,768.75 |
2,898.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,947.00 |
2,883.50 |
63.50 |
2.2% |
21.75 |
0.7% |
79% |
True |
False |
1,597,135 |
| 10 |
2,947.00 |
2,872.25 |
74.75 |
2.5% |
20.25 |
0.7% |
82% |
True |
False |
1,040,306 |
| 20 |
2,947.00 |
2,860.75 |
86.25 |
2.9% |
20.50 |
0.7% |
85% |
True |
False |
529,022 |
| 40 |
2,947.00 |
2,795.50 |
151.50 |
5.2% |
21.50 |
0.7% |
91% |
True |
False |
266,260 |
| 60 |
2,947.00 |
2,696.75 |
250.25 |
8.5% |
22.00 |
0.7% |
95% |
True |
False |
178,397 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
8.5% |
23.00 |
0.8% |
95% |
True |
False |
134,300 |
| 100 |
2,947.00 |
2,599.50 |
347.50 |
11.8% |
24.00 |
0.8% |
96% |
True |
False |
107,628 |
| 120 |
2,947.00 |
2,569.25 |
377.75 |
12.9% |
26.50 |
0.9% |
96% |
True |
False |
89,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,010.75 |
|
2.618 |
2,986.25 |
|
1.618 |
2,971.25 |
|
1.000 |
2,962.00 |
|
0.618 |
2,956.25 |
|
HIGH |
2,947.00 |
|
0.618 |
2,941.25 |
|
0.500 |
2,939.50 |
|
0.382 |
2,937.75 |
|
LOW |
2,932.00 |
|
0.618 |
2,922.75 |
|
1.000 |
2,917.00 |
|
1.618 |
2,907.75 |
|
2.618 |
2,892.75 |
|
4.250 |
2,868.25 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,939.50 |
2,931.25 |
| PP |
2,937.50 |
2,928.75 |
| S1 |
2,935.75 |
2,926.50 |
|