| Trading Metrics calculated at close of trading on 24-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,949.00 |
2,939.25 |
-9.75 |
-0.3% |
2,915.75 |
| High |
2,955.50 |
2,939.25 |
-16.25 |
-0.5% |
2,955.50 |
| Low |
2,941.00 |
2,926.00 |
-15.00 |
-0.5% |
2,892.00 |
| Close |
2,942.50 |
2,934.00 |
-8.50 |
-0.3% |
2,942.50 |
| Range |
14.50 |
13.25 |
-1.25 |
-8.6% |
63.50 |
| ATR |
19.73 |
19.49 |
-0.23 |
-1.2% |
0.00 |
| Volume |
2,186 |
4,953 |
2,767 |
126.6% |
22,263 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,972.75 |
2,966.75 |
2,941.25 |
|
| R3 |
2,959.50 |
2,953.50 |
2,937.75 |
|
| R2 |
2,946.25 |
2,946.25 |
2,936.50 |
|
| R1 |
2,940.25 |
2,940.25 |
2,935.25 |
2,936.50 |
| PP |
2,933.00 |
2,933.00 |
2,933.00 |
2,931.25 |
| S1 |
2,927.00 |
2,927.00 |
2,932.75 |
2,923.50 |
| S2 |
2,919.75 |
2,919.75 |
2,931.50 |
|
| S3 |
2,906.50 |
2,913.75 |
2,930.25 |
|
| S4 |
2,893.25 |
2,900.50 |
2,926.75 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,120.50 |
3,095.00 |
2,977.50 |
|
| R3 |
3,057.00 |
3,031.50 |
2,960.00 |
|
| R2 |
2,993.50 |
2,993.50 |
2,954.25 |
|
| R1 |
2,968.00 |
2,968.00 |
2,948.25 |
2,980.75 |
| PP |
2,930.00 |
2,930.00 |
2,930.00 |
2,936.50 |
| S1 |
2,904.50 |
2,904.50 |
2,936.75 |
2,917.25 |
| S2 |
2,866.50 |
2,866.50 |
2,930.75 |
|
| S3 |
2,803.00 |
2,841.00 |
2,925.00 |
|
| S4 |
2,739.50 |
2,777.50 |
2,907.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,955.50 |
2,892.00 |
63.50 |
2.2% |
20.25 |
0.7% |
66% |
False |
False |
4,990 |
| 10 |
2,955.50 |
2,880.50 |
75.00 |
2.6% |
19.50 |
0.7% |
71% |
False |
False |
3,254 |
| 20 |
2,955.50 |
2,877.75 |
77.75 |
2.6% |
18.75 |
0.6% |
72% |
False |
False |
2,266 |
| 40 |
2,955.50 |
2,803.00 |
152.50 |
5.2% |
19.00 |
0.6% |
86% |
False |
False |
1,204 |
| 60 |
2,955.50 |
2,708.25 |
247.25 |
8.4% |
19.50 |
0.7% |
91% |
False |
False |
1,347 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
8.6% |
19.75 |
0.7% |
91% |
False |
False |
1,221 |
| 100 |
2,955.50 |
2,612.75 |
342.75 |
11.7% |
20.25 |
0.7% |
94% |
False |
False |
1,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,995.50 |
|
2.618 |
2,974.00 |
|
1.618 |
2,960.75 |
|
1.000 |
2,952.50 |
|
0.618 |
2,947.50 |
|
HIGH |
2,939.25 |
|
0.618 |
2,934.25 |
|
0.500 |
2,932.50 |
|
0.382 |
2,931.00 |
|
LOW |
2,926.00 |
|
0.618 |
2,917.75 |
|
1.000 |
2,912.75 |
|
1.618 |
2,904.50 |
|
2.618 |
2,891.25 |
|
4.250 |
2,869.75 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,933.50 |
2,938.75 |
| PP |
2,933.00 |
2,937.25 |
| S1 |
2,932.50 |
2,935.50 |
|