| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,203.88 |
1,206.99 |
3.11 |
0.3% |
1,193.56 |
| High |
1,207.65 |
1,210.70 |
3.05 |
0.3% |
1,210.70 |
| Low |
1,201.31 |
1,192.18 |
-9.13 |
-0.8% |
1,192.18 |
| Close |
1,206.96 |
1,199.32 |
-7.64 |
-0.6% |
1,199.32 |
| Range |
6.34 |
18.52 |
12.18 |
192.1% |
18.52 |
| ATR |
10.46 |
11.04 |
0.58 |
5.5% |
0.00 |
| Volume |
9,812 |
10,222 |
410 |
4.2% |
49,276 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.29 |
1,246.33 |
1,209.51 |
|
| R3 |
1,237.77 |
1,227.81 |
1,204.41 |
|
| R2 |
1,219.25 |
1,219.25 |
1,202.72 |
|
| R1 |
1,209.29 |
1,209.29 |
1,201.02 |
1,205.01 |
| PP |
1,200.73 |
1,200.73 |
1,200.73 |
1,198.60 |
| S1 |
1,190.77 |
1,190.77 |
1,197.62 |
1,186.49 |
| S2 |
1,182.21 |
1,182.21 |
1,195.92 |
|
| S3 |
1,163.69 |
1,172.25 |
1,194.23 |
|
| S4 |
1,145.17 |
1,153.73 |
1,189.13 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.29 |
1,246.33 |
1,209.51 |
|
| R3 |
1,237.77 |
1,227.81 |
1,204.41 |
|
| R2 |
1,219.25 |
1,219.25 |
1,202.72 |
|
| R1 |
1,209.29 |
1,209.29 |
1,201.02 |
1,214.27 |
| PP |
1,200.73 |
1,200.73 |
1,200.73 |
1,203.23 |
| S1 |
1,190.77 |
1,190.77 |
1,197.62 |
1,195.75 |
| S2 |
1,182.21 |
1,182.21 |
1,195.92 |
|
| S3 |
1,163.69 |
1,172.25 |
1,194.23 |
|
| S4 |
1,145.17 |
1,153.73 |
1,189.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,210.70 |
1,192.18 |
18.52 |
1.5% |
10.20 |
0.9% |
39% |
True |
True |
9,855 |
| 10 |
1,212.06 |
1,187.94 |
24.12 |
2.0% |
11.06 |
0.9% |
47% |
False |
False |
9,790 |
| 20 |
1,214.10 |
1,187.94 |
26.16 |
2.2% |
10.29 |
0.9% |
44% |
False |
False |
10,012 |
| 40 |
1,227.46 |
1,160.75 |
66.71 |
5.6% |
11.26 |
0.9% |
58% |
False |
False |
10,080 |
| 60 |
1,265.59 |
1,160.75 |
104.84 |
8.7% |
11.34 |
0.9% |
37% |
False |
False |
10,567 |
| 80 |
1,308.89 |
1,160.75 |
148.14 |
12.4% |
10.88 |
0.9% |
26% |
False |
False |
10,436 |
| 100 |
1,325.56 |
1,160.75 |
164.81 |
13.7% |
10.75 |
0.9% |
23% |
False |
False |
10,446 |
| 120 |
1,364.36 |
1,160.75 |
203.61 |
17.0% |
11.02 |
0.9% |
19% |
False |
False |
10,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,289.41 |
|
2.618 |
1,259.19 |
|
1.618 |
1,240.67 |
|
1.000 |
1,229.22 |
|
0.618 |
1,222.15 |
|
HIGH |
1,210.70 |
|
0.618 |
1,203.63 |
|
0.500 |
1,201.44 |
|
0.382 |
1,199.25 |
|
LOW |
1,192.18 |
|
0.618 |
1,180.73 |
|
1.000 |
1,173.66 |
|
1.618 |
1,162.21 |
|
2.618 |
1,143.69 |
|
4.250 |
1,113.47 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,201.44 |
1,201.44 |
| PP |
1,200.73 |
1,200.73 |
| S1 |
1,200.03 |
1,200.03 |
|