| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,919.75 |
2,930.75 |
11.00 |
0.4% |
2,939.25 |
| High |
2,940.75 |
2,933.75 |
-7.00 |
-0.2% |
2,944.25 |
| Low |
2,916.50 |
2,916.75 |
0.25 |
0.0% |
2,916.50 |
| Close |
2,928.50 |
2,927.50 |
-1.00 |
0.0% |
2,927.50 |
| Range |
24.25 |
17.00 |
-7.25 |
-29.9% |
27.75 |
| ATR |
20.12 |
19.90 |
-0.22 |
-1.1% |
0.00 |
| Volume |
5,244 |
3,272 |
-1,972 |
-37.6% |
31,037 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,977.00 |
2,969.25 |
2,936.75 |
|
| R3 |
2,960.00 |
2,952.25 |
2,932.25 |
|
| R2 |
2,943.00 |
2,943.00 |
2,930.50 |
|
| R1 |
2,935.25 |
2,935.25 |
2,929.00 |
2,930.50 |
| PP |
2,926.00 |
2,926.00 |
2,926.00 |
2,923.75 |
| S1 |
2,918.25 |
2,918.25 |
2,926.00 |
2,913.50 |
| S2 |
2,909.00 |
2,909.00 |
2,924.50 |
|
| S3 |
2,892.00 |
2,901.25 |
2,922.75 |
|
| S4 |
2,875.00 |
2,884.25 |
2,918.25 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.75 |
2,997.75 |
2,942.75 |
|
| R3 |
2,985.00 |
2,970.00 |
2,935.25 |
|
| R2 |
2,957.25 |
2,957.25 |
2,932.50 |
|
| R1 |
2,942.25 |
2,942.25 |
2,930.00 |
2,936.00 |
| PP |
2,929.50 |
2,929.50 |
2,929.50 |
2,926.25 |
| S1 |
2,914.50 |
2,914.50 |
2,925.00 |
2,908.00 |
| S2 |
2,901.75 |
2,901.75 |
2,922.50 |
|
| S3 |
2,874.00 |
2,886.75 |
2,919.75 |
|
| S4 |
2,846.25 |
2,859.00 |
2,912.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,944.25 |
2,916.50 |
27.75 |
0.9% |
19.50 |
0.7% |
40% |
False |
False |
6,207 |
| 10 |
2,955.50 |
2,892.00 |
63.50 |
2.2% |
20.25 |
0.7% |
56% |
False |
False |
5,330 |
| 20 |
2,955.50 |
2,877.75 |
77.75 |
2.7% |
19.75 |
0.7% |
64% |
False |
False |
3,232 |
| 40 |
2,955.50 |
2,815.00 |
140.50 |
4.8% |
18.75 |
0.6% |
80% |
False |
False |
1,852 |
| 60 |
2,955.50 |
2,742.25 |
213.25 |
7.3% |
19.00 |
0.6% |
87% |
False |
False |
1,512 |
| 80 |
2,955.50 |
2,704.00 |
251.50 |
8.6% |
20.00 |
0.7% |
89% |
False |
False |
1,543 |
| 100 |
2,955.50 |
2,686.50 |
269.00 |
9.2% |
20.00 |
0.7% |
90% |
False |
False |
1,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,006.00 |
|
2.618 |
2,978.25 |
|
1.618 |
2,961.25 |
|
1.000 |
2,950.75 |
|
0.618 |
2,944.25 |
|
HIGH |
2,933.75 |
|
0.618 |
2,927.25 |
|
0.500 |
2,925.25 |
|
0.382 |
2,923.25 |
|
LOW |
2,916.75 |
|
0.618 |
2,906.25 |
|
1.000 |
2,899.75 |
|
1.618 |
2,889.25 |
|
2.618 |
2,872.25 |
|
4.250 |
2,844.50 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,926.75 |
2,930.50 |
| PP |
2,926.00 |
2,929.50 |
| S1 |
2,925.25 |
2,928.50 |
|