| 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 |
2,939.25 |
2,934.75 |
-4.50 |
-0.2% |
2,915.75 |
| High |
2,939.25 |
2,942.50 |
3.25 |
0.1% |
2,955.50 |
| Low |
2,926.00 |
2,927.25 |
1.25 |
0.0% |
2,892.00 |
| Close |
2,934.00 |
2,930.00 |
-4.00 |
-0.1% |
2,942.50 |
| Range |
13.25 |
15.25 |
2.00 |
15.1% |
63.50 |
| ATR |
19.49 |
19.19 |
-0.30 |
-1.6% |
0.00 |
| Volume |
4,953 |
6,348 |
1,395 |
28.2% |
22,263 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,979.00 |
2,969.75 |
2,938.50 |
|
| R3 |
2,963.75 |
2,954.50 |
2,934.25 |
|
| R2 |
2,948.50 |
2,948.50 |
2,932.75 |
|
| R1 |
2,939.25 |
2,939.25 |
2,931.50 |
2,936.25 |
| PP |
2,933.25 |
2,933.25 |
2,933.25 |
2,931.75 |
| S1 |
2,924.00 |
2,924.00 |
2,928.50 |
2,921.00 |
| S2 |
2,918.00 |
2,918.00 |
2,927.25 |
|
| S3 |
2,902.75 |
2,908.75 |
2,925.75 |
|
| S4 |
2,887.50 |
2,893.50 |
2,921.50 |
|
|
| 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 |
2,914.00 |
41.50 |
1.4% |
16.50 |
0.6% |
39% |
False |
False |
4,871 |
| 10 |
2,955.50 |
2,892.00 |
63.50 |
2.2% |
18.50 |
0.6% |
60% |
False |
False |
3,791 |
| 20 |
2,955.50 |
2,877.75 |
77.75 |
2.7% |
18.50 |
0.6% |
67% |
False |
False |
2,576 |
| 40 |
2,955.50 |
2,803.00 |
152.50 |
5.2% |
18.75 |
0.6% |
83% |
False |
False |
1,360 |
| 60 |
2,955.50 |
2,708.25 |
247.25 |
8.4% |
19.25 |
0.7% |
90% |
False |
False |
1,419 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
8.6% |
19.75 |
0.7% |
90% |
False |
False |
1,300 |
| 100 |
2,955.50 |
2,629.75 |
325.75 |
11.1% |
20.00 |
0.7% |
92% |
False |
False |
1,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,007.25 |
|
2.618 |
2,982.50 |
|
1.618 |
2,967.25 |
|
1.000 |
2,957.75 |
|
0.618 |
2,952.00 |
|
HIGH |
2,942.50 |
|
0.618 |
2,936.75 |
|
0.500 |
2,935.00 |
|
0.382 |
2,933.00 |
|
LOW |
2,927.25 |
|
0.618 |
2,917.75 |
|
1.000 |
2,912.00 |
|
1.618 |
2,902.50 |
|
2.618 |
2,887.25 |
|
4.250 |
2,862.50 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,935.00 |
2,940.75 |
| PP |
2,933.25 |
2,937.25 |
| S1 |
2,931.50 |
2,933.50 |
|