| 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 |
1,198.9 |
1,186.8 |
-12.1 |
-1.0% |
1,204.0 |
| High |
1,202.6 |
1,198.0 |
-4.6 |
-0.4% |
1,208.8 |
| Low |
1,185.6 |
1,184.3 |
-1.3 |
-0.1% |
1,184.3 |
| Close |
1,187.4 |
1,196.2 |
8.8 |
0.7% |
1,196.2 |
| Range |
17.0 |
13.7 |
-3.3 |
-19.4% |
24.5 |
| ATR |
12.2 |
12.3 |
0.1 |
0.9% |
0.0 |
| Volume |
351,051 |
307,816 |
-43,235 |
-12.3% |
1,414,268 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,233.9 |
1,228.8 |
1,203.7 |
|
| R3 |
1,220.2 |
1,215.1 |
1,200.0 |
|
| R2 |
1,206.5 |
1,206.5 |
1,198.7 |
|
| R1 |
1,201.4 |
1,201.4 |
1,197.5 |
1,204.0 |
| PP |
1,192.8 |
1,192.8 |
1,192.8 |
1,194.1 |
| S1 |
1,187.7 |
1,187.7 |
1,194.9 |
1,190.3 |
| S2 |
1,179.1 |
1,179.1 |
1,193.7 |
|
| S3 |
1,165.4 |
1,174.0 |
1,192.4 |
|
| S4 |
1,151.7 |
1,160.3 |
1,188.7 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,269.9 |
1,257.6 |
1,209.7 |
|
| R3 |
1,245.4 |
1,233.1 |
1,202.9 |
|
| R2 |
1,220.9 |
1,220.9 |
1,200.7 |
|
| R1 |
1,208.6 |
1,208.6 |
1,198.4 |
1,202.5 |
| PP |
1,196.4 |
1,196.4 |
1,196.4 |
1,193.4 |
| S1 |
1,184.1 |
1,184.1 |
1,194.0 |
1,178.0 |
| S2 |
1,171.9 |
1,171.9 |
1,191.7 |
|
| S3 |
1,147.4 |
1,159.6 |
1,189.5 |
|
| S4 |
1,122.9 |
1,135.1 |
1,182.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,208.8 |
1,184.3 |
24.5 |
2.0% |
12.0 |
1.0% |
49% |
False |
True |
282,853 |
| 10 |
1,215.8 |
1,184.3 |
31.5 |
2.6% |
11.7 |
1.0% |
38% |
False |
True |
267,354 |
| 20 |
1,218.0 |
1,184.3 |
33.7 |
2.8% |
11.9 |
1.0% |
35% |
False |
True |
275,446 |
| 40 |
1,228.5 |
1,167.1 |
61.4 |
5.1% |
12.5 |
1.0% |
47% |
False |
False |
270,680 |
| 60 |
1,278.2 |
1,167.1 |
111.1 |
9.3% |
12.3 |
1.0% |
26% |
False |
False |
210,390 |
| 80 |
1,325.4 |
1,167.1 |
158.3 |
13.2% |
11.9 |
1.0% |
18% |
False |
False |
160,404 |
| 100 |
1,345.0 |
1,167.1 |
177.9 |
14.9% |
11.7 |
1.0% |
16% |
False |
False |
129,447 |
| 120 |
1,388.2 |
1,167.1 |
221.1 |
18.5% |
11.9 |
1.0% |
13% |
False |
False |
108,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,256.2 |
|
2.618 |
1,233.9 |
|
1.618 |
1,220.2 |
|
1.000 |
1,211.7 |
|
0.618 |
1,206.5 |
|
HIGH |
1,198.0 |
|
0.618 |
1,192.8 |
|
0.500 |
1,191.2 |
|
0.382 |
1,189.5 |
|
LOW |
1,184.3 |
|
0.618 |
1,175.8 |
|
1.000 |
1,170.6 |
|
1.618 |
1,162.1 |
|
2.618 |
1,148.4 |
|
4.250 |
1,126.1 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,194.5 |
1,196.0 |
| PP |
1,192.8 |
1,195.8 |
| S1 |
1,191.2 |
1,195.6 |
|