| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,924.50 |
2,949.00 |
24.50 |
0.8% |
2,915.75 |
| High |
2,949.00 |
2,955.50 |
6.50 |
0.2% |
2,955.50 |
| Low |
2,922.00 |
2,941.00 |
19.00 |
0.7% |
2,892.00 |
| Close |
2,948.00 |
2,942.50 |
-5.50 |
-0.2% |
2,942.50 |
| Range |
27.00 |
14.50 |
-12.50 |
-46.3% |
63.50 |
| ATR |
20.13 |
19.73 |
-0.40 |
-2.0% |
0.00 |
| Volume |
8,860 |
2,186 |
-6,674 |
-75.3% |
22,263 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.75 |
2,980.75 |
2,950.50 |
|
| R3 |
2,975.25 |
2,966.25 |
2,946.50 |
|
| R2 |
2,960.75 |
2,960.75 |
2,945.25 |
|
| R1 |
2,951.75 |
2,951.75 |
2,943.75 |
2,949.00 |
| PP |
2,946.25 |
2,946.25 |
2,946.25 |
2,945.00 |
| S1 |
2,937.25 |
2,937.25 |
2,941.25 |
2,934.50 |
| S2 |
2,931.75 |
2,931.75 |
2,939.75 |
|
| S3 |
2,917.25 |
2,922.75 |
2,938.50 |
|
| S4 |
2,902.75 |
2,908.25 |
2,934.50 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,120.50 |
3,095.00 |
2,977.50 |
|
| R3 |
3,057.00 |
3,031.50 |
2,960.00 |
|
| R2 |
2,993.50 |
2,993.50 |
2,954.25 |
|
| R1 |
2,968.00 |
2,968.00 |
2,948.25 |
2,980.75 |
| PP |
2,930.00 |
2,930.00 |
2,930.00 |
2,936.50 |
| S1 |
2,904.50 |
2,904.50 |
2,936.75 |
2,917.25 |
| S2 |
2,866.50 |
2,866.50 |
2,930.75 |
|
| S3 |
2,803.00 |
2,841.00 |
2,925.00 |
|
| S4 |
2,739.50 |
2,777.50 |
2,907.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,955.50 |
2,892.00 |
63.50 |
2.2% |
21.00 |
0.7% |
80% |
True |
False |
4,452 |
| 10 |
2,955.50 |
2,880.50 |
75.00 |
2.5% |
19.50 |
0.7% |
83% |
True |
False |
2,834 |
| 20 |
2,955.50 |
2,868.50 |
87.00 |
3.0% |
19.25 |
0.7% |
85% |
True |
False |
2,020 |
| 40 |
2,955.50 |
2,803.00 |
152.50 |
5.2% |
19.50 |
0.7% |
91% |
True |
False |
1,093 |
| 60 |
2,955.50 |
2,704.00 |
251.50 |
8.5% |
19.75 |
0.7% |
95% |
True |
False |
1,310 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
8.5% |
20.00 |
0.7% |
95% |
True |
False |
1,159 |
| 100 |
2,955.50 |
2,612.75 |
342.75 |
11.6% |
20.50 |
0.7% |
96% |
True |
False |
1,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,017.00 |
|
2.618 |
2,993.50 |
|
1.618 |
2,979.00 |
|
1.000 |
2,970.00 |
|
0.618 |
2,964.50 |
|
HIGH |
2,955.50 |
|
0.618 |
2,950.00 |
|
0.500 |
2,948.25 |
|
0.382 |
2,946.50 |
|
LOW |
2,941.00 |
|
0.618 |
2,932.00 |
|
1.000 |
2,926.50 |
|
1.618 |
2,917.50 |
|
2.618 |
2,903.00 |
|
4.250 |
2,879.50 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,948.25 |
2,940.00 |
| PP |
2,946.25 |
2,937.25 |
| S1 |
2,944.50 |
2,934.75 |
|