| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,918.00 |
2,915.75 |
-2.25 |
-0.1% |
2,889.50 |
| High |
2,925.25 |
2,918.50 |
-6.75 |
-0.2% |
2,925.25 |
| Low |
2,910.75 |
2,900.75 |
-10.00 |
-0.3% |
2,880.50 |
| Close |
2,919.25 |
2,904.00 |
-15.25 |
-0.5% |
2,919.25 |
| Range |
14.50 |
17.75 |
3.25 |
22.4% |
44.75 |
| ATR |
19.16 |
19.12 |
-0.05 |
-0.2% |
0.00 |
| Volume |
2,244 |
2,266 |
22 |
1.0% |
6,080 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.00 |
2,950.25 |
2,913.75 |
|
| R3 |
2,943.25 |
2,932.50 |
2,909.00 |
|
| R2 |
2,925.50 |
2,925.50 |
2,907.25 |
|
| R1 |
2,914.75 |
2,914.75 |
2,905.75 |
2,911.25 |
| PP |
2,907.75 |
2,907.75 |
2,907.75 |
2,906.00 |
| S1 |
2,897.00 |
2,897.00 |
2,902.25 |
2,893.50 |
| S2 |
2,890.00 |
2,890.00 |
2,900.75 |
|
| S3 |
2,872.25 |
2,879.25 |
2,899.00 |
|
| S4 |
2,854.50 |
2,861.50 |
2,894.25 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.50 |
3,025.75 |
2,943.75 |
|
| R3 |
2,997.75 |
2,981.00 |
2,931.50 |
|
| R2 |
2,953.00 |
2,953.00 |
2,927.50 |
|
| R1 |
2,936.25 |
2,936.25 |
2,923.25 |
2,944.50 |
| PP |
2,908.25 |
2,908.25 |
2,908.25 |
2,912.50 |
| S1 |
2,891.50 |
2,891.50 |
2,915.25 |
2,900.00 |
| S2 |
2,863.50 |
2,863.50 |
2,911.00 |
|
| S3 |
2,818.75 |
2,846.75 |
2,907.00 |
|
| S4 |
2,774.00 |
2,802.00 |
2,894.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,925.25 |
2,880.50 |
44.75 |
1.5% |
18.50 |
0.6% |
53% |
False |
False |
1,519 |
| 10 |
2,925.25 |
2,877.75 |
47.50 |
1.6% |
19.50 |
0.7% |
55% |
False |
False |
1,351 |
| 20 |
2,928.00 |
2,857.50 |
70.50 |
2.4% |
17.75 |
0.6% |
66% |
False |
False |
1,085 |
| 40 |
2,928.00 |
2,803.00 |
125.00 |
4.3% |
19.25 |
0.7% |
81% |
False |
False |
613 |
| 60 |
2,928.00 |
2,704.00 |
224.00 |
7.7% |
20.25 |
0.7% |
89% |
False |
False |
1,194 |
| 80 |
2,928.00 |
2,689.75 |
238.25 |
8.2% |
20.50 |
0.7% |
90% |
False |
False |
914 |
| 100 |
2,928.00 |
2,612.75 |
315.25 |
10.9% |
20.25 |
0.7% |
92% |
False |
False |
858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,994.00 |
|
2.618 |
2,965.00 |
|
1.618 |
2,947.25 |
|
1.000 |
2,936.25 |
|
0.618 |
2,929.50 |
|
HIGH |
2,918.50 |
|
0.618 |
2,911.75 |
|
0.500 |
2,909.50 |
|
0.382 |
2,907.50 |
|
LOW |
2,900.75 |
|
0.618 |
2,889.75 |
|
1.000 |
2,883.00 |
|
1.618 |
2,872.00 |
|
2.618 |
2,854.25 |
|
4.250 |
2,825.25 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,909.50 |
2,911.50 |
| PP |
2,907.75 |
2,909.00 |
| S1 |
2,906.00 |
2,906.50 |
|