| 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 |
1,216.9 |
1,211.3 |
-5.6 |
-0.5% |
1,211.1 |
| High |
1,218.0 |
1,213.2 |
-4.8 |
-0.4% |
1,226.3 |
| Low |
1,209.9 |
1,196.6 |
-13.3 |
-1.1% |
1,208.9 |
| Close |
1,210.3 |
1,198.5 |
-11.8 |
-1.0% |
1,212.6 |
| Range |
8.1 |
16.6 |
8.5 |
104.9% |
17.4 |
| ATR |
9.4 |
9.9 |
0.5 |
5.5% |
0.0 |
| Volume |
913 |
1,151 |
238 |
26.1% |
2,587 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,252.6 |
1,242.1 |
1,207.6 |
|
| R3 |
1,236.0 |
1,225.5 |
1,203.1 |
|
| R2 |
1,219.4 |
1,219.4 |
1,201.5 |
|
| R1 |
1,208.9 |
1,208.9 |
1,200.0 |
1,205.9 |
| PP |
1,202.8 |
1,202.8 |
1,202.8 |
1,201.2 |
| S1 |
1,192.3 |
1,192.3 |
1,197.0 |
1,189.3 |
| S2 |
1,186.2 |
1,186.2 |
1,195.5 |
|
| S3 |
1,169.6 |
1,175.7 |
1,193.9 |
|
| S4 |
1,153.0 |
1,159.1 |
1,189.4 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.1 |
1,257.8 |
1,222.2 |
|
| R3 |
1,250.7 |
1,240.4 |
1,217.4 |
|
| R2 |
1,233.3 |
1,233.3 |
1,215.8 |
|
| R1 |
1,223.0 |
1,223.0 |
1,214.2 |
1,228.2 |
| PP |
1,215.9 |
1,215.9 |
1,215.9 |
1,218.5 |
| S1 |
1,205.6 |
1,205.6 |
1,211.0 |
1,210.8 |
| S2 |
1,198.5 |
1,198.5 |
1,209.4 |
|
| S3 |
1,181.1 |
1,188.2 |
1,207.8 |
|
| S4 |
1,163.7 |
1,170.8 |
1,203.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,226.3 |
1,196.6 |
29.7 |
2.5% |
11.0 |
0.9% |
6% |
False |
True |
908 |
| 10 |
1,226.3 |
1,196.6 |
29.7 |
2.5% |
9.5 |
0.8% |
6% |
False |
True |
731 |
| 20 |
1,229.0 |
1,196.6 |
32.4 |
2.7% |
9.4 |
0.8% |
6% |
False |
True |
809 |
| 40 |
1,238.7 |
1,182.7 |
56.0 |
4.7% |
9.3 |
0.8% |
28% |
False |
False |
669 |
| 60 |
1,289.5 |
1,182.7 |
106.8 |
8.9% |
8.4 |
0.7% |
15% |
False |
False |
667 |
| 80 |
1,337.8 |
1,182.7 |
155.1 |
12.9% |
7.7 |
0.6% |
10% |
False |
False |
574 |
| 100 |
1,356.9 |
1,182.7 |
174.2 |
14.5% |
7.2 |
0.6% |
9% |
False |
False |
492 |
| 120 |
1,399.1 |
1,182.7 |
216.4 |
18.1% |
6.9 |
0.6% |
7% |
False |
False |
431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,283.8 |
|
2.618 |
1,256.7 |
|
1.618 |
1,240.1 |
|
1.000 |
1,229.8 |
|
0.618 |
1,223.5 |
|
HIGH |
1,213.2 |
|
0.618 |
1,206.9 |
|
0.500 |
1,204.9 |
|
0.382 |
1,202.9 |
|
LOW |
1,196.6 |
|
0.618 |
1,186.3 |
|
1.000 |
1,180.0 |
|
1.618 |
1,169.7 |
|
2.618 |
1,153.1 |
|
4.250 |
1,126.1 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,204.9 |
1,207.3 |
| PP |
1,202.8 |
1,204.4 |
| S1 |
1,200.6 |
1,201.4 |
|