| 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 |
7,534.02 |
7,587.39 |
53.37 |
0.7% |
7,522.59 |
| High |
7,582.43 |
7,603.86 |
21.43 |
0.3% |
7,603.86 |
| Low |
7,523.87 |
7,522.12 |
-1.75 |
0.0% |
7,427.79 |
| Close |
7,569.03 |
7,531.07 |
-37.96 |
-0.5% |
7,531.07 |
| Range |
58.56 |
81.74 |
23.18 |
39.6% |
176.07 |
| ATR |
84.89 |
84.67 |
-0.23 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,797.57 |
7,746.06 |
7,576.03 |
|
| R3 |
7,715.83 |
7,664.32 |
7,553.55 |
|
| R2 |
7,634.09 |
7,634.09 |
7,546.06 |
|
| R1 |
7,582.58 |
7,582.58 |
7,538.56 |
7,567.47 |
| PP |
7,552.35 |
7,552.35 |
7,552.35 |
7,544.79 |
| S1 |
7,500.84 |
7,500.84 |
7,523.58 |
7,485.73 |
| S2 |
7,470.61 |
7,470.61 |
7,516.08 |
|
| S3 |
7,388.87 |
7,419.10 |
7,508.59 |
|
| S4 |
7,307.13 |
7,337.36 |
7,486.11 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,049.12 |
7,966.16 |
7,627.91 |
|
| R3 |
7,873.05 |
7,790.09 |
7,579.49 |
|
| R2 |
7,696.98 |
7,696.98 |
7,563.35 |
|
| R1 |
7,614.02 |
7,614.02 |
7,547.21 |
7,655.50 |
| PP |
7,520.91 |
7,520.91 |
7,520.91 |
7,541.65 |
| S1 |
7,437.95 |
7,437.95 |
7,514.93 |
7,479.43 |
| S2 |
7,344.84 |
7,344.84 |
7,498.79 |
|
| S3 |
7,168.77 |
7,261.88 |
7,482.65 |
|
| S4 |
6,992.70 |
7,085.81 |
7,434.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,603.86 |
7,427.79 |
176.07 |
2.3% |
82.58 |
1.1% |
59% |
True |
False |
|
| 10 |
7,603.86 |
7,401.72 |
202.14 |
2.7% |
78.53 |
1.0% |
64% |
True |
False |
|
| 20 |
7,691.10 |
7,400.99 |
290.11 |
3.9% |
74.83 |
1.0% |
45% |
False |
False |
|
| 40 |
7,691.10 |
7,158.78 |
532.32 |
7.1% |
75.49 |
1.0% |
70% |
False |
False |
|
| 60 |
7,691.10 |
6,950.23 |
740.87 |
9.8% |
75.89 |
1.0% |
78% |
False |
False |
|
| 80 |
7,691.10 |
6,950.23 |
740.87 |
9.8% |
75.55 |
1.0% |
78% |
False |
False |
|
| 100 |
7,691.10 |
6,539.86 |
1,151.24 |
15.3% |
75.08 |
1.0% |
86% |
False |
False |
|
| 120 |
7,691.10 |
6,326.54 |
1,364.56 |
18.1% |
81.95 |
1.1% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,951.26 |
|
2.618 |
7,817.86 |
|
1.618 |
7,736.12 |
|
1.000 |
7,685.60 |
|
0.618 |
7,654.38 |
|
HIGH |
7,603.86 |
|
0.618 |
7,572.64 |
|
0.500 |
7,562.99 |
|
0.382 |
7,553.34 |
|
LOW |
7,522.12 |
|
0.618 |
7,471.60 |
|
1.000 |
7,440.38 |
|
1.618 |
7,389.86 |
|
2.618 |
7,308.12 |
|
4.250 |
7,174.73 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,562.99 |
7,528.28 |
| PP |
7,552.35 |
7,525.50 |
| S1 |
7,541.71 |
7,522.71 |
|