| Trading Metrics calculated at close of trading on 24-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,939.50 |
2,929.50 |
-10.00 |
-0.3% |
2,909.00 |
| High |
2,947.00 |
2,930.25 |
-16.75 |
-0.6% |
2,947.00 |
| Low |
2,932.00 |
2,917.75 |
-14.25 |
-0.5% |
2,883.50 |
| Close |
2,933.75 |
2,925.50 |
-8.25 |
-0.3% |
2,933.75 |
| Range |
15.00 |
12.50 |
-2.50 |
-16.7% |
63.50 |
| ATR |
20.97 |
20.61 |
-0.35 |
-1.7% |
0.00 |
| Volume |
1,489,417 |
1,162,107 |
-327,310 |
-22.0% |
7,985,675 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,962.00 |
2,956.25 |
2,932.50 |
|
| R3 |
2,949.50 |
2,943.75 |
2,929.00 |
|
| R2 |
2,937.00 |
2,937.00 |
2,927.75 |
|
| R1 |
2,931.25 |
2,931.25 |
2,926.75 |
2,928.00 |
| PP |
2,924.50 |
2,924.50 |
2,924.50 |
2,922.75 |
| S1 |
2,918.75 |
2,918.75 |
2,924.25 |
2,915.50 |
| S2 |
2,912.00 |
2,912.00 |
2,923.25 |
|
| S3 |
2,899.50 |
2,906.25 |
2,922.00 |
|
| S4 |
2,887.00 |
2,893.75 |
2,918.50 |
|
|
| 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% |
20.50 |
0.7% |
66% |
False |
False |
1,472,849 |
| 10 |
2,947.00 |
2,872.25 |
74.75 |
2.6% |
20.00 |
0.7% |
71% |
False |
False |
1,151,879 |
| 20 |
2,947.00 |
2,869.50 |
77.50 |
2.6% |
20.00 |
0.7% |
72% |
False |
False |
586,831 |
| 40 |
2,947.00 |
2,795.50 |
151.50 |
5.2% |
20.75 |
0.7% |
86% |
False |
False |
295,261 |
| 60 |
2,947.00 |
2,702.25 |
244.75 |
8.4% |
21.50 |
0.7% |
91% |
False |
False |
197,629 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
8.6% |
22.75 |
0.8% |
91% |
False |
False |
148,776 |
| 100 |
2,947.00 |
2,599.50 |
347.50 |
11.9% |
24.00 |
0.8% |
94% |
False |
False |
119,247 |
| 120 |
2,947.00 |
2,594.50 |
352.50 |
12.0% |
25.75 |
0.9% |
94% |
False |
False |
99,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,983.50 |
|
2.618 |
2,963.00 |
|
1.618 |
2,950.50 |
|
1.000 |
2,942.75 |
|
0.618 |
2,938.00 |
|
HIGH |
2,930.25 |
|
0.618 |
2,925.50 |
|
0.500 |
2,924.00 |
|
0.382 |
2,922.50 |
|
LOW |
2,917.75 |
|
0.618 |
2,910.00 |
|
1.000 |
2,905.25 |
|
1.618 |
2,897.50 |
|
2.618 |
2,885.00 |
|
4.250 |
2,864.50 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,925.00 |
2,930.00 |
| PP |
2,924.50 |
2,928.50 |
| S1 |
2,924.00 |
2,927.00 |
|