| 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 |
7,456.0 |
7,502.0 |
46.0 |
0.6% |
7,421.0 |
| High |
7,523.0 |
7,521.5 |
-1.5 |
0.0% |
7,523.0 |
| Low |
7,448.5 |
7,438.0 |
-10.5 |
-0.1% |
7,407.5 |
| Close |
7,514.0 |
7,486.5 |
-27.5 |
-0.4% |
7,486.5 |
| Range |
74.5 |
83.5 |
9.0 |
12.1% |
115.5 |
| ATR |
68.2 |
69.2 |
1.1 |
1.6% |
0.0 |
| Volume |
87,159 |
118,583 |
31,424 |
36.1% |
445,709 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,732.5 |
7,693.0 |
7,532.5 |
|
| R3 |
7,649.0 |
7,609.5 |
7,509.5 |
|
| R2 |
7,565.5 |
7,565.5 |
7,502.0 |
|
| R1 |
7,526.0 |
7,526.0 |
7,494.0 |
7,504.0 |
| PP |
7,482.0 |
7,482.0 |
7,482.0 |
7,471.0 |
| S1 |
7,442.5 |
7,442.5 |
7,479.0 |
7,420.5 |
| S2 |
7,398.5 |
7,398.5 |
7,471.0 |
|
| S3 |
7,315.0 |
7,359.0 |
7,463.5 |
|
| S4 |
7,231.5 |
7,275.5 |
7,440.5 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,819.0 |
7,768.0 |
7,550.0 |
|
| R3 |
7,703.5 |
7,652.5 |
7,518.5 |
|
| R2 |
7,588.0 |
7,588.0 |
7,507.5 |
|
| R1 |
7,537.0 |
7,537.0 |
7,497.0 |
7,562.5 |
| PP |
7,472.5 |
7,472.5 |
7,472.5 |
7,485.0 |
| S1 |
7,421.5 |
7,421.5 |
7,476.0 |
7,447.0 |
| S2 |
7,357.0 |
7,357.0 |
7,465.5 |
|
| S3 |
7,241.5 |
7,306.0 |
7,454.5 |
|
| S4 |
7,126.0 |
7,190.5 |
7,423.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,523.0 |
7,407.5 |
115.5 |
1.5% |
63.0 |
0.8% |
68% |
False |
False |
89,141 |
| 10 |
7,523.0 |
7,192.0 |
331.0 |
4.4% |
71.5 |
1.0% |
89% |
False |
False |
156,716 |
| 20 |
7,523.0 |
7,184.0 |
339.0 |
4.5% |
71.5 |
1.0% |
89% |
False |
False |
89,413 |
| 40 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
56.0 |
0.7% |
59% |
False |
False |
44,790 |
| 60 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
49.5 |
0.7% |
59% |
False |
False |
29,869 |
| 80 |
7,701.0 |
7,184.0 |
517.0 |
6.9% |
45.5 |
0.6% |
59% |
False |
False |
22,429 |
| 100 |
7,770.5 |
7,184.0 |
586.5 |
7.8% |
37.5 |
0.5% |
52% |
False |
False |
17,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,876.5 |
|
2.618 |
7,740.0 |
|
1.618 |
7,656.5 |
|
1.000 |
7,605.0 |
|
0.618 |
7,573.0 |
|
HIGH |
7,521.5 |
|
0.618 |
7,489.5 |
|
0.500 |
7,480.0 |
|
0.382 |
7,470.0 |
|
LOW |
7,438.0 |
|
0.618 |
7,386.5 |
|
1.000 |
7,354.5 |
|
1.618 |
7,303.0 |
|
2.618 |
7,219.5 |
|
4.250 |
7,083.0 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,484.0 |
7,484.5 |
| PP |
7,482.0 |
7,482.5 |
| S1 |
7,480.0 |
7,480.5 |
|