| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,922.50 |
2,911.50 |
-11.00 |
-0.4% |
2,909.00 |
| High |
2,936.00 |
2,932.00 |
-4.00 |
-0.1% |
2,947.00 |
| Low |
2,907.50 |
2,907.50 |
0.00 |
0.0% |
2,883.50 |
| Close |
2,911.50 |
2,920.00 |
8.50 |
0.3% |
2,933.75 |
| Range |
28.50 |
24.50 |
-4.00 |
-14.0% |
63.50 |
| ATR |
20.87 |
21.13 |
0.26 |
1.2% |
0.00 |
| Volume |
1,308,995 |
1,210,835 |
-98,160 |
-7.5% |
7,985,675 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.25 |
2,981.25 |
2,933.50 |
|
| R3 |
2,968.75 |
2,956.75 |
2,926.75 |
|
| R2 |
2,944.25 |
2,944.25 |
2,924.50 |
|
| R1 |
2,932.25 |
2,932.25 |
2,922.25 |
2,938.25 |
| PP |
2,919.75 |
2,919.75 |
2,919.75 |
2,923.00 |
| S1 |
2,907.75 |
2,907.75 |
2,917.75 |
2,913.75 |
| S2 |
2,895.25 |
2,895.25 |
2,915.50 |
|
| S3 |
2,870.75 |
2,883.25 |
2,913.25 |
|
| S4 |
2,846.25 |
2,858.75 |
2,906.50 |
|
|
| 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 |
2,907.50 |
39.50 |
1.4% |
19.25 |
0.7% |
32% |
False |
True |
1,240,679 |
| 10 |
2,947.00 |
2,883.50 |
63.50 |
2.2% |
20.50 |
0.7% |
57% |
False |
False |
1,406,362 |
| 20 |
2,947.00 |
2,869.50 |
77.50 |
2.7% |
20.75 |
0.7% |
65% |
False |
False |
763,222 |
| 40 |
2,947.00 |
2,795.50 |
151.50 |
5.2% |
20.75 |
0.7% |
82% |
False |
False |
383,911 |
| 60 |
2,947.00 |
2,714.75 |
232.25 |
8.0% |
21.25 |
0.7% |
88% |
False |
False |
256,723 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
8.6% |
23.00 |
0.8% |
89% |
False |
False |
193,120 |
| 100 |
2,947.00 |
2,660.75 |
286.25 |
9.8% |
23.50 |
0.8% |
91% |
False |
False |
154,703 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
11.9% |
25.25 |
0.9% |
92% |
False |
False |
129,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,036.00 |
|
2.618 |
2,996.25 |
|
1.618 |
2,971.75 |
|
1.000 |
2,956.50 |
|
0.618 |
2,947.25 |
|
HIGH |
2,932.00 |
|
0.618 |
2,922.75 |
|
0.500 |
2,919.75 |
|
0.382 |
2,916.75 |
|
LOW |
2,907.50 |
|
0.618 |
2,892.25 |
|
1.000 |
2,883.00 |
|
1.618 |
2,867.75 |
|
2.618 |
2,843.25 |
|
4.250 |
2,803.50 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,920.00 |
2,921.75 |
| PP |
2,919.75 |
2,921.25 |
| S1 |
2,919.75 |
2,920.50 |
|