| 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 |
1,208.6 |
1,208.6 |
0.0 |
0.0% |
1,204.8 |
| High |
1,214.2 |
1,213.4 |
-0.8 |
-0.1% |
1,221.3 |
| Low |
1,204.5 |
1,207.0 |
2.5 |
0.2% |
1,202.0 |
| Close |
1,210.1 |
1,210.8 |
0.7 |
0.1% |
1,206.9 |
| Range |
9.7 |
6.4 |
-3.3 |
-34.0% |
19.3 |
| ATR |
11.3 |
10.9 |
-0.3 |
-3.1% |
0.0 |
| Volume |
2,699 |
2,091 |
-608 |
-22.5% |
8,160 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,229.6 |
1,226.6 |
1,214.3 |
|
| R3 |
1,223.2 |
1,220.2 |
1,212.6 |
|
| R2 |
1,216.8 |
1,216.8 |
1,212.0 |
|
| R1 |
1,213.8 |
1,213.8 |
1,211.4 |
1,215.3 |
| PP |
1,210.4 |
1,210.4 |
1,210.4 |
1,211.2 |
| S1 |
1,207.4 |
1,207.4 |
1,210.2 |
1,208.9 |
| S2 |
1,204.0 |
1,204.0 |
1,209.6 |
|
| S3 |
1,197.6 |
1,201.0 |
1,209.0 |
|
| S4 |
1,191.2 |
1,194.6 |
1,207.3 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.0 |
1,256.7 |
1,217.5 |
|
| R3 |
1,248.7 |
1,237.4 |
1,212.2 |
|
| R2 |
1,229.4 |
1,229.4 |
1,210.4 |
|
| R1 |
1,218.1 |
1,218.1 |
1,208.7 |
1,223.8 |
| PP |
1,210.1 |
1,210.1 |
1,210.1 |
1,212.9 |
| S1 |
1,198.8 |
1,198.8 |
1,205.1 |
1,204.5 |
| S2 |
1,190.8 |
1,190.8 |
1,203.4 |
|
| S3 |
1,171.5 |
1,179.5 |
1,201.6 |
|
| S4 |
1,152.2 |
1,160.2 |
1,196.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,221.3 |
1,202.0 |
19.3 |
1.6% |
9.9 |
0.8% |
46% |
False |
False |
2,105 |
| 10 |
1,223.6 |
1,202.0 |
21.6 |
1.8% |
11.2 |
0.9% |
41% |
False |
False |
2,050 |
| 20 |
1,226.0 |
1,198.5 |
27.5 |
2.3% |
10.5 |
0.9% |
45% |
False |
False |
2,337 |
| 40 |
1,242.8 |
1,173.2 |
69.6 |
5.7% |
11.2 |
0.9% |
54% |
False |
False |
2,026 |
| 60 |
1,284.1 |
1,173.2 |
110.9 |
9.2% |
11.1 |
0.9% |
34% |
False |
False |
2,186 |
| 80 |
1,330.4 |
1,173.2 |
157.2 |
13.0% |
10.1 |
0.8% |
24% |
False |
False |
1,822 |
| 100 |
1,351.2 |
1,173.2 |
178.0 |
14.7% |
9.6 |
0.8% |
21% |
False |
False |
1,636 |
| 120 |
1,393.7 |
1,173.2 |
220.5 |
18.2% |
9.3 |
0.8% |
17% |
False |
False |
1,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,240.6 |
|
2.618 |
1,230.2 |
|
1.618 |
1,223.8 |
|
1.000 |
1,219.8 |
|
0.618 |
1,217.4 |
|
HIGH |
1,213.4 |
|
0.618 |
1,211.0 |
|
0.500 |
1,210.2 |
|
0.382 |
1,209.4 |
|
LOW |
1,207.0 |
|
0.618 |
1,203.0 |
|
1.000 |
1,200.6 |
|
1.618 |
1,196.6 |
|
2.618 |
1,190.2 |
|
4.250 |
1,179.8 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,210.6 |
1,211.7 |
| PP |
1,210.4 |
1,211.4 |
| S1 |
1,210.2 |
1,211.1 |
|