| 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 |
1,198.62 |
1,201.00 |
2.38 |
0.2% |
1,193.56 |
| High |
1,202.89 |
1,202.26 |
-0.63 |
-0.1% |
1,210.70 |
| Low |
1,196.95 |
1,191.45 |
-5.50 |
-0.5% |
1,192.18 |
| Close |
1,201.01 |
1,194.27 |
-6.74 |
-0.6% |
1,199.32 |
| Range |
5.94 |
10.81 |
4.87 |
82.0% |
18.52 |
| ATR |
10.54 |
10.56 |
0.02 |
0.2% |
0.00 |
| Volume |
9,646 |
9,783 |
137 |
1.4% |
49,276 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,228.42 |
1,222.16 |
1,200.22 |
|
| R3 |
1,217.61 |
1,211.35 |
1,197.24 |
|
| R2 |
1,206.80 |
1,206.80 |
1,196.25 |
|
| R1 |
1,200.54 |
1,200.54 |
1,195.26 |
1,198.27 |
| PP |
1,195.99 |
1,195.99 |
1,195.99 |
1,194.86 |
| S1 |
1,189.73 |
1,189.73 |
1,193.28 |
1,187.46 |
| S2 |
1,185.18 |
1,185.18 |
1,192.29 |
|
| S3 |
1,174.37 |
1,178.92 |
1,191.30 |
|
| S4 |
1,163.56 |
1,168.11 |
1,188.32 |
|
|
| 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 |
1,191.45 |
19.25 |
1.6% |
10.14 |
0.8% |
15% |
False |
True |
9,728 |
| 10 |
1,212.06 |
1,191.45 |
20.61 |
1.7% |
10.36 |
0.9% |
14% |
False |
True |
9,827 |
| 20 |
1,212.06 |
1,187.94 |
24.12 |
2.0% |
10.14 |
0.8% |
26% |
False |
False |
9,887 |
| 40 |
1,220.65 |
1,160.75 |
59.90 |
5.0% |
11.25 |
0.9% |
56% |
False |
False |
10,063 |
| 60 |
1,265.59 |
1,160.75 |
104.84 |
8.8% |
11.09 |
0.9% |
32% |
False |
False |
10,568 |
| 80 |
1,308.89 |
1,160.75 |
148.14 |
12.4% |
10.91 |
0.9% |
23% |
False |
False |
10,418 |
| 100 |
1,325.56 |
1,160.75 |
164.81 |
13.8% |
10.69 |
0.9% |
20% |
False |
False |
10,409 |
| 120 |
1,354.81 |
1,160.75 |
194.06 |
16.2% |
10.85 |
0.9% |
17% |
False |
False |
10,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,248.20 |
|
2.618 |
1,230.56 |
|
1.618 |
1,219.75 |
|
1.000 |
1,213.07 |
|
0.618 |
1,208.94 |
|
HIGH |
1,202.26 |
|
0.618 |
1,198.13 |
|
0.500 |
1,196.86 |
|
0.382 |
1,195.58 |
|
LOW |
1,191.45 |
|
0.618 |
1,184.77 |
|
1.000 |
1,180.64 |
|
1.618 |
1,173.96 |
|
2.618 |
1,163.15 |
|
4.250 |
1,145.51 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,196.86 |
1,197.51 |
| PP |
1,195.99 |
1,196.43 |
| S1 |
1,195.13 |
1,195.35 |
|