| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,932.50 |
2,919.75 |
-12.75 |
-0.4% |
2,915.75 |
| High |
2,944.25 |
2,940.75 |
-3.50 |
-0.1% |
2,955.50 |
| Low |
2,916.50 |
2,916.50 |
0.00 |
0.0% |
2,892.00 |
| Close |
2,920.25 |
2,928.50 |
8.25 |
0.3% |
2,942.50 |
| Range |
27.75 |
24.25 |
-3.50 |
-12.6% |
63.50 |
| ATR |
19.80 |
20.12 |
0.32 |
1.6% |
0.00 |
| Volume |
11,220 |
5,244 |
-5,976 |
-53.3% |
22,263 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,001.25 |
2,989.25 |
2,941.75 |
|
| R3 |
2,977.00 |
2,965.00 |
2,935.25 |
|
| R2 |
2,952.75 |
2,952.75 |
2,933.00 |
|
| R1 |
2,940.75 |
2,940.75 |
2,930.75 |
2,946.75 |
| PP |
2,928.50 |
2,928.50 |
2,928.50 |
2,931.50 |
| S1 |
2,916.50 |
2,916.50 |
2,926.25 |
2,922.50 |
| S2 |
2,904.25 |
2,904.25 |
2,924.00 |
|
| S3 |
2,880.00 |
2,892.25 |
2,921.75 |
|
| S4 |
2,855.75 |
2,868.00 |
2,915.25 |
|
|
| 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 |
2,916.50 |
39.00 |
1.3% |
19.00 |
0.6% |
31% |
False |
True |
5,990 |
| 10 |
2,955.50 |
2,892.00 |
63.50 |
2.2% |
20.00 |
0.7% |
57% |
False |
False |
5,227 |
| 20 |
2,955.50 |
2,877.75 |
77.75 |
2.7% |
20.00 |
0.7% |
65% |
False |
False |
3,129 |
| 40 |
2,955.50 |
2,803.00 |
152.50 |
5.2% |
19.25 |
0.7% |
82% |
False |
False |
1,770 |
| 60 |
2,955.50 |
2,721.25 |
234.25 |
8.0% |
19.25 |
0.7% |
88% |
False |
False |
1,554 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
8.6% |
20.25 |
0.7% |
89% |
False |
False |
1,502 |
| 100 |
2,955.50 |
2,667.25 |
288.25 |
9.8% |
20.00 |
0.7% |
91% |
False |
False |
1,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,043.75 |
|
2.618 |
3,004.25 |
|
1.618 |
2,980.00 |
|
1.000 |
2,965.00 |
|
0.618 |
2,955.75 |
|
HIGH |
2,940.75 |
|
0.618 |
2,931.50 |
|
0.500 |
2,928.50 |
|
0.382 |
2,925.75 |
|
LOW |
2,916.50 |
|
0.618 |
2,901.50 |
|
1.000 |
2,892.25 |
|
1.618 |
2,877.25 |
|
2.618 |
2,853.00 |
|
4.250 |
2,813.50 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,928.50 |
2,930.50 |
| PP |
2,928.50 |
2,929.75 |
| S1 |
2,928.50 |
2,929.00 |
|