| Trading Metrics calculated at close of trading on 25-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,929.50 |
2,926.50 |
-3.00 |
-0.1% |
2,909.00 |
| High |
2,930.25 |
2,934.25 |
4.00 |
0.1% |
2,947.00 |
| Low |
2,917.75 |
2,918.25 |
0.50 |
0.0% |
2,883.50 |
| Close |
2,925.50 |
2,921.25 |
-4.25 |
-0.1% |
2,933.75 |
| Range |
12.50 |
16.00 |
3.50 |
28.0% |
63.50 |
| ATR |
20.61 |
20.28 |
-0.33 |
-1.6% |
0.00 |
| Volume |
1,162,107 |
1,032,045 |
-130,062 |
-11.2% |
7,985,675 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,972.50 |
2,963.00 |
2,930.00 |
|
| R3 |
2,956.50 |
2,947.00 |
2,925.75 |
|
| R2 |
2,940.50 |
2,940.50 |
2,924.25 |
|
| R1 |
2,931.00 |
2,931.00 |
2,922.75 |
2,927.75 |
| PP |
2,924.50 |
2,924.50 |
2,924.50 |
2,923.00 |
| S1 |
2,915.00 |
2,915.00 |
2,919.75 |
2,911.75 |
| S2 |
2,908.50 |
2,908.50 |
2,918.25 |
|
| S3 |
2,892.50 |
2,899.00 |
2,916.75 |
|
| S4 |
2,876.50 |
2,883.00 |
2,912.50 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,112.00 |
3,086.25 |
2,968.75 |
|
| R3 |
3,048.50 |
3,022.75 |
2,951.25 |
|
| R2 |
2,985.00 |
2,985.00 |
2,945.50 |
|
| R1 |
2,959.25 |
2,959.25 |
2,939.50 |
2,972.00 |
| PP |
2,921.50 |
2,921.50 |
2,921.50 |
2,927.75 |
| S1 |
2,895.75 |
2,895.75 |
2,928.00 |
2,908.50 |
| S2 |
2,858.00 |
2,858.00 |
2,922.00 |
|
| S3 |
2,794.50 |
2,832.25 |
2,916.25 |
|
| S4 |
2,731.00 |
2,768.75 |
2,898.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,947.00 |
2,905.75 |
41.25 |
1.4% |
16.75 |
0.6% |
38% |
False |
False |
1,303,852 |
| 10 |
2,947.00 |
2,883.50 |
63.50 |
2.2% |
19.00 |
0.7% |
59% |
False |
False |
1,244,916 |
| 20 |
2,947.00 |
2,869.50 |
77.50 |
2.7% |
19.75 |
0.7% |
67% |
False |
False |
637,893 |
| 40 |
2,947.00 |
2,795.50 |
151.50 |
5.2% |
20.50 |
0.7% |
83% |
False |
False |
321,019 |
| 60 |
2,947.00 |
2,702.25 |
244.75 |
8.4% |
21.50 |
0.7% |
89% |
False |
False |
214,799 |
| 80 |
2,947.00 |
2,696.75 |
250.25 |
8.6% |
22.75 |
0.8% |
90% |
False |
False |
161,662 |
| 100 |
2,947.00 |
2,620.75 |
326.25 |
11.2% |
23.50 |
0.8% |
92% |
False |
False |
129,532 |
| 120 |
2,947.00 |
2,594.50 |
352.50 |
12.1% |
25.75 |
0.9% |
93% |
False |
False |
108,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,002.25 |
|
2.618 |
2,976.25 |
|
1.618 |
2,960.25 |
|
1.000 |
2,950.25 |
|
0.618 |
2,944.25 |
|
HIGH |
2,934.25 |
|
0.618 |
2,928.25 |
|
0.500 |
2,926.25 |
|
0.382 |
2,924.25 |
|
LOW |
2,918.25 |
|
0.618 |
2,908.25 |
|
1.000 |
2,902.25 |
|
1.618 |
2,892.25 |
|
2.618 |
2,876.25 |
|
4.250 |
2,850.25 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,926.25 |
2,932.50 |
| PP |
2,924.50 |
2,928.75 |
| S1 |
2,923.00 |
2,925.00 |
|