| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,922.50 |
2,924.50 |
2.00 |
0.1% |
2,889.50 |
| High |
2,926.50 |
2,949.00 |
22.50 |
0.8% |
2,925.25 |
| Low |
2,914.00 |
2,922.00 |
8.00 |
0.3% |
2,880.50 |
| Close |
2,923.50 |
2,948.00 |
24.50 |
0.8% |
2,919.25 |
| Range |
12.50 |
27.00 |
14.50 |
116.0% |
44.75 |
| ATR |
19.60 |
20.13 |
0.53 |
2.7% |
0.00 |
| Volume |
2,009 |
8,860 |
6,851 |
341.0% |
6,080 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,020.75 |
3,011.25 |
2,962.75 |
|
| R3 |
2,993.75 |
2,984.25 |
2,955.50 |
|
| R2 |
2,966.75 |
2,966.75 |
2,953.00 |
|
| R1 |
2,957.25 |
2,957.25 |
2,950.50 |
2,962.00 |
| PP |
2,939.75 |
2,939.75 |
2,939.75 |
2,942.00 |
| S1 |
2,930.25 |
2,930.25 |
2,945.50 |
2,935.00 |
| S2 |
2,912.75 |
2,912.75 |
2,943.00 |
|
| S3 |
2,885.75 |
2,903.25 |
2,940.50 |
|
| S4 |
2,858.75 |
2,876.25 |
2,933.25 |
|
|
| 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 |
2,949.00 |
2,892.00 |
57.00 |
1.9% |
21.00 |
0.7% |
98% |
True |
False |
4,464 |
| 10 |
2,949.00 |
2,877.75 |
71.25 |
2.4% |
19.75 |
0.7% |
99% |
True |
False |
2,761 |
| 20 |
2,949.00 |
2,866.75 |
82.25 |
2.8% |
19.00 |
0.6% |
99% |
True |
False |
1,918 |
| 40 |
2,949.00 |
2,803.00 |
146.00 |
5.0% |
19.25 |
0.7% |
99% |
True |
False |
1,056 |
| 60 |
2,949.00 |
2,704.00 |
245.00 |
8.3% |
20.25 |
0.7% |
100% |
True |
False |
1,313 |
| 80 |
2,949.00 |
2,700.75 |
248.25 |
8.4% |
20.25 |
0.7% |
100% |
True |
False |
1,132 |
| 100 |
2,949.00 |
2,612.75 |
336.25 |
11.4% |
20.50 |
0.7% |
100% |
True |
False |
1,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,063.75 |
|
2.618 |
3,019.75 |
|
1.618 |
2,992.75 |
|
1.000 |
2,976.00 |
|
0.618 |
2,965.75 |
|
HIGH |
2,949.00 |
|
0.618 |
2,938.75 |
|
0.500 |
2,935.50 |
|
0.382 |
2,932.25 |
|
LOW |
2,922.00 |
|
0.618 |
2,905.25 |
|
1.000 |
2,895.00 |
|
1.618 |
2,878.25 |
|
2.618 |
2,851.25 |
|
4.250 |
2,807.25 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,943.75 |
2,938.75 |
| PP |
2,939.75 |
2,929.75 |
| S1 |
2,935.50 |
2,920.50 |
|