| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,915.75 |
2,898.25 |
-17.50 |
-0.6% |
2,889.50 |
| High |
2,918.50 |
2,925.50 |
7.00 |
0.2% |
2,925.25 |
| Low |
2,900.75 |
2,892.00 |
-8.75 |
-0.3% |
2,880.50 |
| Close |
2,904.00 |
2,920.00 |
16.00 |
0.6% |
2,919.25 |
| Range |
17.75 |
33.50 |
15.75 |
88.7% |
44.75 |
| ATR |
19.12 |
20.14 |
1.03 |
5.4% |
0.00 |
| Volume |
2,266 |
6,942 |
4,676 |
206.4% |
6,080 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.00 |
3,000.00 |
2,938.50 |
|
| R3 |
2,979.50 |
2,966.50 |
2,929.25 |
|
| R2 |
2,946.00 |
2,946.00 |
2,926.25 |
|
| R1 |
2,933.00 |
2,933.00 |
2,923.00 |
2,939.50 |
| PP |
2,912.50 |
2,912.50 |
2,912.50 |
2,915.75 |
| S1 |
2,899.50 |
2,899.50 |
2,917.00 |
2,906.00 |
| S2 |
2,879.00 |
2,879.00 |
2,913.75 |
|
| S3 |
2,845.50 |
2,866.00 |
2,910.75 |
|
| S4 |
2,812.00 |
2,832.50 |
2,901.50 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.50 |
3,025.75 |
2,943.75 |
|
| R3 |
2,997.75 |
2,981.00 |
2,931.50 |
|
| R2 |
2,953.00 |
2,953.00 |
2,927.50 |
|
| R1 |
2,936.25 |
2,936.25 |
2,923.25 |
2,944.50 |
| PP |
2,908.25 |
2,908.25 |
2,908.25 |
2,912.50 |
| S1 |
2,891.50 |
2,891.50 |
2,915.25 |
2,900.00 |
| S2 |
2,863.50 |
2,863.50 |
2,911.00 |
|
| S3 |
2,818.75 |
2,846.75 |
2,907.00 |
|
| S4 |
2,774.00 |
2,802.00 |
2,894.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,925.50 |
2,892.00 |
33.50 |
1.1% |
20.50 |
0.7% |
84% |
True |
True |
2,712 |
| 10 |
2,925.50 |
2,877.75 |
47.75 |
1.6% |
20.50 |
0.7% |
88% |
True |
False |
2,033 |
| 20 |
2,928.00 |
2,857.50 |
70.50 |
2.4% |
19.00 |
0.7% |
89% |
False |
False |
1,431 |
| 40 |
2,928.00 |
2,803.00 |
125.00 |
4.3% |
19.50 |
0.7% |
94% |
False |
False |
784 |
| 60 |
2,928.00 |
2,704.00 |
224.00 |
7.7% |
20.50 |
0.7% |
96% |
False |
False |
1,288 |
| 80 |
2,928.00 |
2,689.75 |
238.25 |
8.2% |
20.75 |
0.7% |
97% |
False |
False |
1,000 |
| 100 |
2,928.00 |
2,612.75 |
315.25 |
10.8% |
20.50 |
0.7% |
97% |
False |
False |
927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,068.00 |
|
2.618 |
3,013.25 |
|
1.618 |
2,979.75 |
|
1.000 |
2,959.00 |
|
0.618 |
2,946.25 |
|
HIGH |
2,925.50 |
|
0.618 |
2,912.75 |
|
0.500 |
2,908.75 |
|
0.382 |
2,904.75 |
|
LOW |
2,892.00 |
|
0.618 |
2,871.25 |
|
1.000 |
2,858.50 |
|
1.618 |
2,837.75 |
|
2.618 |
2,804.25 |
|
4.250 |
2,749.50 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,916.25 |
2,916.25 |
| PP |
2,912.50 |
2,912.50 |
| S1 |
2,908.75 |
2,908.75 |
|