| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,934.75 |
2,932.50 |
-2.25 |
-0.1% |
2,915.75 |
| High |
2,942.50 |
2,944.25 |
1.75 |
0.1% |
2,955.50 |
| Low |
2,927.25 |
2,916.50 |
-10.75 |
-0.4% |
2,892.00 |
| Close |
2,930.00 |
2,920.25 |
-9.75 |
-0.3% |
2,942.50 |
| Range |
15.25 |
27.75 |
12.50 |
82.0% |
63.50 |
| ATR |
19.19 |
19.80 |
0.61 |
3.2% |
0.00 |
| Volume |
6,348 |
11,220 |
4,872 |
76.7% |
22,263 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.25 |
2,993.00 |
2,935.50 |
|
| R3 |
2,982.50 |
2,965.25 |
2,928.00 |
|
| R2 |
2,954.75 |
2,954.75 |
2,925.25 |
|
| R1 |
2,937.50 |
2,937.50 |
2,922.75 |
2,932.25 |
| PP |
2,927.00 |
2,927.00 |
2,927.00 |
2,924.50 |
| S1 |
2,909.75 |
2,909.75 |
2,917.75 |
2,904.50 |
| S2 |
2,899.25 |
2,899.25 |
2,915.25 |
|
| S3 |
2,871.50 |
2,882.00 |
2,912.50 |
|
| S4 |
2,843.75 |
2,854.25 |
2,905.00 |
|
|
| 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 |
2,916.50 |
39.00 |
1.3% |
19.50 |
0.7% |
10% |
False |
True |
6,713 |
| 10 |
2,955.50 |
2,892.00 |
63.50 |
2.2% |
19.75 |
0.7% |
44% |
False |
False |
4,802 |
| 20 |
2,955.50 |
2,877.75 |
77.75 |
2.7% |
19.50 |
0.7% |
55% |
False |
False |
3,113 |
| 40 |
2,955.50 |
2,803.00 |
152.50 |
5.2% |
19.00 |
0.7% |
77% |
False |
False |
1,640 |
| 60 |
2,955.50 |
2,721.25 |
234.25 |
8.0% |
19.25 |
0.7% |
85% |
False |
False |
1,542 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
8.6% |
20.00 |
0.7% |
86% |
False |
False |
1,437 |
| 100 |
2,955.50 |
2,667.25 |
288.25 |
9.9% |
20.00 |
0.7% |
88% |
False |
False |
1,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,062.25 |
|
2.618 |
3,017.00 |
|
1.618 |
2,989.25 |
|
1.000 |
2,972.00 |
|
0.618 |
2,961.50 |
|
HIGH |
2,944.25 |
|
0.618 |
2,933.75 |
|
0.500 |
2,930.50 |
|
0.382 |
2,927.00 |
|
LOW |
2,916.50 |
|
0.618 |
2,899.25 |
|
1.000 |
2,888.75 |
|
1.618 |
2,871.50 |
|
2.618 |
2,843.75 |
|
4.250 |
2,798.50 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,930.50 |
2,930.50 |
| PP |
2,927.00 |
2,927.00 |
| S1 |
2,923.50 |
2,923.50 |
|