| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,898.25 |
2,922.50 |
24.25 |
0.8% |
2,889.50 |
| High |
2,925.50 |
2,926.50 |
1.00 |
0.0% |
2,925.25 |
| Low |
2,892.00 |
2,914.00 |
22.00 |
0.8% |
2,880.50 |
| Close |
2,920.00 |
2,923.50 |
3.50 |
0.1% |
2,919.25 |
| Range |
33.50 |
12.50 |
-21.00 |
-62.7% |
44.75 |
| ATR |
20.14 |
19.60 |
-0.55 |
-2.7% |
0.00 |
| Volume |
6,942 |
2,009 |
-4,933 |
-71.1% |
6,080 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,958.75 |
2,953.75 |
2,930.50 |
|
| R3 |
2,946.25 |
2,941.25 |
2,927.00 |
|
| R2 |
2,933.75 |
2,933.75 |
2,925.75 |
|
| R1 |
2,928.75 |
2,928.75 |
2,924.75 |
2,931.25 |
| PP |
2,921.25 |
2,921.25 |
2,921.25 |
2,922.50 |
| S1 |
2,916.25 |
2,916.25 |
2,922.25 |
2,918.75 |
| S2 |
2,908.75 |
2,908.75 |
2,921.25 |
|
| S3 |
2,896.25 |
2,903.75 |
2,920.00 |
|
| S4 |
2,883.75 |
2,891.25 |
2,916.50 |
|
|
| 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 |
2,926.50 |
2,892.00 |
34.50 |
1.2% |
19.75 |
0.7% |
91% |
True |
False |
2,891 |
| 10 |
2,926.50 |
2,877.75 |
48.75 |
1.7% |
19.50 |
0.7% |
94% |
True |
False |
2,107 |
| 20 |
2,928.00 |
2,857.50 |
70.50 |
2.4% |
18.75 |
0.6% |
94% |
False |
False |
1,531 |
| 40 |
2,928.00 |
2,803.00 |
125.00 |
4.3% |
19.50 |
0.7% |
96% |
False |
False |
834 |
| 60 |
2,928.00 |
2,704.00 |
224.00 |
7.7% |
20.00 |
0.7% |
98% |
False |
False |
1,270 |
| 80 |
2,928.00 |
2,689.75 |
238.25 |
8.1% |
20.50 |
0.7% |
98% |
False |
False |
1,025 |
| 100 |
2,928.00 |
2,612.75 |
315.25 |
10.8% |
20.50 |
0.7% |
99% |
False |
False |
947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,979.50 |
|
2.618 |
2,959.25 |
|
1.618 |
2,946.75 |
|
1.000 |
2,939.00 |
|
0.618 |
2,934.25 |
|
HIGH |
2,926.50 |
|
0.618 |
2,921.75 |
|
0.500 |
2,920.25 |
|
0.382 |
2,918.75 |
|
LOW |
2,914.00 |
|
0.618 |
2,906.25 |
|
1.000 |
2,901.50 |
|
1.618 |
2,893.75 |
|
2.618 |
2,881.25 |
|
4.250 |
2,861.00 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,922.50 |
2,918.75 |
| PP |
2,921.25 |
2,914.00 |
| S1 |
2,920.25 |
2,909.25 |
|