| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
7,416.0 |
7,439.0 |
23.0 |
0.3% |
7,271.5 |
| High |
7,479.0 |
7,485.5 |
6.5 |
0.1% |
7,465.5 |
| Low |
7,407.5 |
7,439.0 |
31.5 |
0.4% |
7,192.0 |
| Close |
7,467.5 |
7,475.5 |
8.0 |
0.1% |
7,438.5 |
| Range |
71.5 |
46.5 |
-25.0 |
-35.0% |
273.5 |
| ATR |
69.3 |
67.7 |
-1.6 |
-2.3% |
0.0 |
| Volume |
79,628 |
82,977 |
3,349 |
4.2% |
1,121,459 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,606.0 |
7,587.5 |
7,501.0 |
|
| R3 |
7,559.5 |
7,541.0 |
7,488.5 |
|
| R2 |
7,513.0 |
7,513.0 |
7,484.0 |
|
| R1 |
7,494.5 |
7,494.5 |
7,480.0 |
7,504.0 |
| PP |
7,466.5 |
7,466.5 |
7,466.5 |
7,471.5 |
| S1 |
7,448.0 |
7,448.0 |
7,471.0 |
7,457.0 |
| S2 |
7,420.0 |
7,420.0 |
7,467.0 |
|
| S3 |
7,373.5 |
7,401.5 |
7,462.5 |
|
| S4 |
7,327.0 |
7,355.0 |
7,450.0 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,186.0 |
8,085.5 |
7,589.0 |
|
| R3 |
7,912.5 |
7,812.0 |
7,513.5 |
|
| R2 |
7,639.0 |
7,639.0 |
7,488.5 |
|
| R1 |
7,538.5 |
7,538.5 |
7,463.5 |
7,589.0 |
| PP |
7,365.5 |
7,365.5 |
7,365.5 |
7,390.5 |
| S1 |
7,265.0 |
7,265.0 |
7,413.5 |
7,315.0 |
| S2 |
7,092.0 |
7,092.0 |
7,388.5 |
|
| S3 |
6,818.5 |
6,991.5 |
7,363.5 |
|
| S4 |
6,545.0 |
6,718.0 |
7,288.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,485.5 |
7,285.5 |
200.0 |
2.7% |
68.5 |
0.9% |
95% |
True |
False |
102,665 |
| 10 |
7,485.5 |
7,192.0 |
293.5 |
3.9% |
64.0 |
0.9% |
97% |
True |
False |
151,910 |
| 20 |
7,488.0 |
7,184.0 |
304.0 |
4.1% |
68.5 |
0.9% |
96% |
False |
False |
79,260 |
| 40 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
55.5 |
0.7% |
56% |
False |
False |
39,655 |
| 60 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
47.0 |
0.6% |
56% |
False |
False |
26,440 |
| 80 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
44.0 |
0.6% |
56% |
False |
False |
19,857 |
| 100 |
7,770.5 |
7,184.0 |
586.5 |
7.8% |
37.0 |
0.5% |
50% |
False |
False |
15,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,683.0 |
|
2.618 |
7,607.0 |
|
1.618 |
7,560.5 |
|
1.000 |
7,532.0 |
|
0.618 |
7,514.0 |
|
HIGH |
7,485.5 |
|
0.618 |
7,467.5 |
|
0.500 |
7,462.0 |
|
0.382 |
7,457.0 |
|
LOW |
7,439.0 |
|
0.618 |
7,410.5 |
|
1.000 |
7,392.5 |
|
1.618 |
7,364.0 |
|
2.618 |
7,317.5 |
|
4.250 |
7,241.5 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,471.0 |
7,466.0 |
| PP |
7,466.5 |
7,456.0 |
| S1 |
7,462.0 |
7,446.5 |
|