| 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 |
1,208.8 |
1,212.1 |
3.3 |
0.3% |
1,199.8 |
| High |
1,213.2 |
1,215.8 |
2.6 |
0.2% |
1,215.8 |
| Low |
1,205.1 |
1,196.0 |
-9.1 |
-0.8% |
1,196.0 |
| Close |
1,211.3 |
1,201.3 |
-10.0 |
-0.8% |
1,201.3 |
| Range |
8.1 |
19.8 |
11.7 |
144.4% |
19.8 |
| ATR |
11.8 |
12.4 |
0.6 |
4.8% |
0.0 |
| Volume |
241,605 |
344,754 |
103,149 |
42.7% |
1,259,276 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,263.8 |
1,252.3 |
1,212.2 |
|
| R3 |
1,244.0 |
1,232.5 |
1,206.7 |
|
| R2 |
1,224.2 |
1,224.2 |
1,204.9 |
|
| R1 |
1,212.7 |
1,212.7 |
1,203.1 |
1,208.6 |
| PP |
1,204.4 |
1,204.4 |
1,204.4 |
1,202.3 |
| S1 |
1,192.9 |
1,192.9 |
1,199.5 |
1,188.8 |
| S2 |
1,184.6 |
1,184.6 |
1,197.7 |
|
| S3 |
1,164.8 |
1,173.1 |
1,195.9 |
|
| S4 |
1,145.0 |
1,153.3 |
1,190.4 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,263.8 |
1,252.3 |
1,212.2 |
|
| R3 |
1,244.0 |
1,232.5 |
1,206.7 |
|
| R2 |
1,224.2 |
1,224.2 |
1,204.9 |
|
| R1 |
1,212.7 |
1,212.7 |
1,203.1 |
1,218.5 |
| PP |
1,204.4 |
1,204.4 |
1,204.4 |
1,207.2 |
| S1 |
1,192.9 |
1,192.9 |
1,199.5 |
1,198.7 |
| S2 |
1,184.6 |
1,184.6 |
1,197.7 |
|
| S3 |
1,164.8 |
1,173.1 |
1,195.9 |
|
| S4 |
1,145.0 |
1,153.3 |
1,190.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,215.8 |
1,196.0 |
19.8 |
1.6% |
11.4 |
0.9% |
27% |
True |
True |
251,855 |
| 10 |
1,218.0 |
1,192.7 |
25.3 |
2.1% |
12.2 |
1.0% |
34% |
False |
False |
262,667 |
| 20 |
1,220.7 |
1,189.5 |
31.2 |
2.6% |
12.3 |
1.0% |
38% |
False |
False |
270,048 |
| 40 |
1,237.8 |
1,167.1 |
70.7 |
5.9% |
12.4 |
1.0% |
48% |
False |
False |
262,591 |
| 60 |
1,278.2 |
1,167.1 |
111.1 |
9.2% |
12.3 |
1.0% |
31% |
False |
False |
188,441 |
| 80 |
1,325.4 |
1,167.1 |
158.3 |
13.2% |
11.8 |
1.0% |
22% |
False |
False |
143,047 |
| 100 |
1,345.0 |
1,167.1 |
177.9 |
14.8% |
11.6 |
1.0% |
19% |
False |
False |
115,486 |
| 120 |
1,388.2 |
1,167.1 |
221.1 |
18.4% |
11.9 |
1.0% |
15% |
False |
False |
96,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,300.0 |
|
2.618 |
1,267.6 |
|
1.618 |
1,247.8 |
|
1.000 |
1,235.6 |
|
0.618 |
1,228.0 |
|
HIGH |
1,215.8 |
|
0.618 |
1,208.2 |
|
0.500 |
1,205.9 |
|
0.382 |
1,203.6 |
|
LOW |
1,196.0 |
|
0.618 |
1,183.8 |
|
1.000 |
1,176.2 |
|
1.618 |
1,164.0 |
|
2.618 |
1,144.2 |
|
4.250 |
1,111.9 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,205.9 |
1,205.9 |
| PP |
1,204.4 |
1,204.4 |
| S1 |
1,202.8 |
1,202.8 |
|