| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,194.37 |
1,182.71 |
-11.66 |
-1.0% |
1,199.22 |
| High |
1,198.29 |
1,193.12 |
-5.17 |
-0.4% |
1,203.57 |
| Low |
1,182.04 |
1,181.06 |
-0.98 |
-0.1% |
1,181.06 |
| Close |
1,182.29 |
1,191.41 |
9.12 |
0.8% |
1,191.41 |
| Range |
16.25 |
12.06 |
-4.19 |
-25.8% |
22.51 |
| ATR |
10.97 |
11.05 |
0.08 |
0.7% |
0.00 |
| Volume |
9,803 |
10,454 |
651 |
6.6% |
48,865 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,224.71 |
1,220.12 |
1,198.04 |
|
| R3 |
1,212.65 |
1,208.06 |
1,194.73 |
|
| R2 |
1,200.59 |
1,200.59 |
1,193.62 |
|
| R1 |
1,196.00 |
1,196.00 |
1,192.52 |
1,198.30 |
| PP |
1,188.53 |
1,188.53 |
1,188.53 |
1,189.68 |
| S1 |
1,183.94 |
1,183.94 |
1,190.30 |
1,186.24 |
| S2 |
1,176.47 |
1,176.47 |
1,189.20 |
|
| S3 |
1,164.41 |
1,171.88 |
1,188.09 |
|
| S4 |
1,152.35 |
1,159.82 |
1,184.78 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.54 |
1,247.99 |
1,203.79 |
|
| R3 |
1,237.03 |
1,225.48 |
1,197.60 |
|
| R2 |
1,214.52 |
1,214.52 |
1,195.54 |
|
| R1 |
1,202.97 |
1,202.97 |
1,193.47 |
1,197.49 |
| PP |
1,192.01 |
1,192.01 |
1,192.01 |
1,189.28 |
| S1 |
1,180.46 |
1,180.46 |
1,189.35 |
1,174.98 |
| S2 |
1,169.50 |
1,169.50 |
1,187.28 |
|
| S3 |
1,146.99 |
1,157.95 |
1,185.22 |
|
| S4 |
1,124.48 |
1,135.44 |
1,179.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,203.57 |
1,181.06 |
22.51 |
1.9% |
10.83 |
0.9% |
46% |
False |
True |
9,773 |
| 10 |
1,210.70 |
1,181.06 |
29.64 |
2.5% |
10.51 |
0.9% |
35% |
False |
True |
9,814 |
| 20 |
1,212.06 |
1,181.06 |
31.00 |
2.6% |
10.53 |
0.9% |
33% |
False |
True |
9,886 |
| 40 |
1,217.52 |
1,160.75 |
56.77 |
4.8% |
11.25 |
0.9% |
54% |
False |
False |
10,059 |
| 60 |
1,265.59 |
1,160.75 |
104.84 |
8.8% |
11.32 |
1.0% |
29% |
False |
False |
10,566 |
| 80 |
1,308.89 |
1,160.75 |
148.14 |
12.4% |
11.03 |
0.9% |
21% |
False |
False |
10,417 |
| 100 |
1,322.08 |
1,160.75 |
161.33 |
13.5% |
10.78 |
0.9% |
19% |
False |
False |
10,393 |
| 120 |
1,354.81 |
1,160.75 |
194.06 |
16.3% |
10.82 |
0.9% |
16% |
False |
False |
10,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,244.38 |
|
2.618 |
1,224.69 |
|
1.618 |
1,212.63 |
|
1.000 |
1,205.18 |
|
0.618 |
1,200.57 |
|
HIGH |
1,193.12 |
|
0.618 |
1,188.51 |
|
0.500 |
1,187.09 |
|
0.382 |
1,185.67 |
|
LOW |
1,181.06 |
|
0.618 |
1,173.61 |
|
1.000 |
1,169.00 |
|
1.618 |
1,161.55 |
|
2.618 |
1,149.49 |
|
4.250 |
1,129.81 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,189.97 |
1,191.66 |
| PP |
1,188.53 |
1,191.58 |
| S1 |
1,187.09 |
1,191.49 |
|