| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,208.6 |
1,212.4 |
3.8 |
0.3% |
1,204.8 |
| High |
1,213.4 |
1,212.4 |
-1.0 |
-0.1% |
1,221.3 |
| Low |
1,207.0 |
1,200.3 |
-6.7 |
-0.6% |
1,202.0 |
| Close |
1,210.8 |
1,204.7 |
-6.1 |
-0.5% |
1,206.9 |
| Range |
6.4 |
12.1 |
5.7 |
89.1% |
19.3 |
| ATR |
10.9 |
11.0 |
0.1 |
0.8% |
0.0 |
| Volume |
2,091 |
2,061 |
-30 |
-1.4% |
8,160 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.1 |
1,235.5 |
1,211.4 |
|
| R3 |
1,230.0 |
1,223.4 |
1,208.0 |
|
| R2 |
1,217.9 |
1,217.9 |
1,206.9 |
|
| R1 |
1,211.3 |
1,211.3 |
1,205.8 |
1,208.6 |
| PP |
1,205.8 |
1,205.8 |
1,205.8 |
1,204.4 |
| S1 |
1,199.2 |
1,199.2 |
1,203.6 |
1,196.5 |
| S2 |
1,193.7 |
1,193.7 |
1,202.5 |
|
| S3 |
1,181.6 |
1,187.1 |
1,201.4 |
|
| S4 |
1,169.5 |
1,175.0 |
1,198.0 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.0 |
1,256.7 |
1,217.5 |
|
| R3 |
1,248.7 |
1,237.4 |
1,212.2 |
|
| R2 |
1,229.4 |
1,229.4 |
1,210.4 |
|
| R1 |
1,218.1 |
1,218.1 |
1,208.7 |
1,223.8 |
| PP |
1,210.1 |
1,210.1 |
1,210.1 |
1,212.9 |
| S1 |
1,198.8 |
1,198.8 |
1,205.1 |
1,204.5 |
| S2 |
1,190.8 |
1,190.8 |
1,203.4 |
|
| S3 |
1,171.5 |
1,179.5 |
1,201.6 |
|
| S4 |
1,152.2 |
1,160.2 |
1,196.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,221.3 |
1,200.3 |
21.0 |
1.7% |
10.7 |
0.9% |
21% |
False |
True |
2,140 |
| 10 |
1,223.6 |
1,200.3 |
23.3 |
1.9% |
10.9 |
0.9% |
19% |
False |
True |
2,066 |
| 20 |
1,223.6 |
1,198.5 |
25.1 |
2.1% |
10.4 |
0.9% |
25% |
False |
False |
2,362 |
| 40 |
1,239.1 |
1,173.2 |
65.9 |
5.5% |
11.2 |
0.9% |
48% |
False |
False |
2,005 |
| 60 |
1,284.1 |
1,173.2 |
110.9 |
9.2% |
11.0 |
0.9% |
28% |
False |
False |
2,192 |
| 80 |
1,330.4 |
1,173.2 |
157.2 |
13.0% |
10.2 |
0.8% |
20% |
False |
False |
1,844 |
| 100 |
1,351.2 |
1,173.2 |
178.0 |
14.8% |
9.6 |
0.8% |
18% |
False |
False |
1,656 |
| 120 |
1,393.7 |
1,173.2 |
220.5 |
18.3% |
9.3 |
0.8% |
14% |
False |
False |
1,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,263.8 |
|
2.618 |
1,244.1 |
|
1.618 |
1,232.0 |
|
1.000 |
1,224.5 |
|
0.618 |
1,219.9 |
|
HIGH |
1,212.4 |
|
0.618 |
1,207.8 |
|
0.500 |
1,206.4 |
|
0.382 |
1,204.9 |
|
LOW |
1,200.3 |
|
0.618 |
1,192.8 |
|
1.000 |
1,188.2 |
|
1.618 |
1,180.7 |
|
2.618 |
1,168.6 |
|
4.250 |
1,148.9 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,206.4 |
1,207.3 |
| PP |
1,205.8 |
1,206.4 |
| S1 |
1,205.3 |
1,205.6 |
|