| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,911.50 |
2,922.25 |
10.75 |
0.4% |
2,929.50 |
| High |
2,932.00 |
2,925.50 |
-6.50 |
-0.2% |
2,936.00 |
| Low |
2,907.50 |
2,908.00 |
0.50 |
0.0% |
2,907.50 |
| Close |
2,920.00 |
2,919.00 |
-1.00 |
0.0% |
2,919.00 |
| Range |
24.50 |
17.50 |
-7.00 |
-28.6% |
28.50 |
| ATR |
21.13 |
20.87 |
-0.26 |
-1.2% |
0.00 |
| Volume |
1,210,835 |
1,429,127 |
218,292 |
18.0% |
6,143,109 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,970.00 |
2,962.00 |
2,928.50 |
|
| R3 |
2,952.50 |
2,944.50 |
2,923.75 |
|
| R2 |
2,935.00 |
2,935.00 |
2,922.25 |
|
| R1 |
2,927.00 |
2,927.00 |
2,920.50 |
2,922.25 |
| PP |
2,917.50 |
2,917.50 |
2,917.50 |
2,915.00 |
| S1 |
2,909.50 |
2,909.50 |
2,917.50 |
2,904.75 |
| S2 |
2,900.00 |
2,900.00 |
2,915.75 |
|
| S3 |
2,882.50 |
2,892.00 |
2,914.25 |
|
| S4 |
2,865.00 |
2,874.50 |
2,909.50 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,006.25 |
2,991.25 |
2,934.75 |
|
| R3 |
2,977.75 |
2,962.75 |
2,926.75 |
|
| R2 |
2,949.25 |
2,949.25 |
2,924.25 |
|
| R1 |
2,934.25 |
2,934.25 |
2,921.50 |
2,927.50 |
| PP |
2,920.75 |
2,920.75 |
2,920.75 |
2,917.50 |
| S1 |
2,905.75 |
2,905.75 |
2,916.50 |
2,899.00 |
| S2 |
2,892.25 |
2,892.25 |
2,913.75 |
|
| S3 |
2,863.75 |
2,877.25 |
2,911.25 |
|
| S4 |
2,835.25 |
2,848.75 |
2,903.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,936.00 |
2,907.50 |
28.50 |
1.0% |
19.75 |
0.7% |
40% |
False |
False |
1,228,621 |
| 10 |
2,947.00 |
2,883.50 |
63.50 |
2.2% |
20.75 |
0.7% |
56% |
False |
False |
1,412,878 |
| 20 |
2,947.00 |
2,869.50 |
77.50 |
2.7% |
20.50 |
0.7% |
64% |
False |
False |
834,171 |
| 40 |
2,947.00 |
2,807.00 |
140.00 |
4.8% |
20.25 |
0.7% |
80% |
False |
False |
419,382 |
| 60 |
2,947.00 |
2,734.75 |
212.25 |
7.3% |
21.00 |
0.7% |
87% |
False |
False |
280,519 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
8.6% |
22.75 |
0.8% |
89% |
False |
False |
210,983 |
| 100 |
2,947.00 |
2,675.75 |
271.25 |
9.3% |
23.25 |
0.8% |
90% |
False |
False |
168,990 |
| 120 |
2,947.00 |
2,599.50 |
347.50 |
11.9% |
25.00 |
0.9% |
92% |
False |
False |
140,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,000.00 |
|
2.618 |
2,971.25 |
|
1.618 |
2,953.75 |
|
1.000 |
2,943.00 |
|
0.618 |
2,936.25 |
|
HIGH |
2,925.50 |
|
0.618 |
2,918.75 |
|
0.500 |
2,916.75 |
|
0.382 |
2,914.75 |
|
LOW |
2,908.00 |
|
0.618 |
2,897.25 |
|
1.000 |
2,890.50 |
|
1.618 |
2,879.75 |
|
2.618 |
2,862.25 |
|
4.250 |
2,833.50 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,918.25 |
2,921.75 |
| PP |
2,917.50 |
2,920.75 |
| S1 |
2,916.75 |
2,920.00 |
|