| Trading Metrics calculated at close of trading on 24-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
7,587.39 |
7,477.45 |
-109.94 |
-1.4% |
7,522.59 |
| High |
7,603.86 |
7,554.95 |
-48.91 |
-0.6% |
7,603.86 |
| Low |
7,522.12 |
7,447.23 |
-74.89 |
-1.0% |
7,427.79 |
| Close |
7,531.07 |
7,548.75 |
17.68 |
0.2% |
7,531.07 |
| Range |
81.74 |
107.72 |
25.98 |
31.8% |
176.07 |
| ATR |
84.67 |
86.31 |
1.65 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,840.14 |
7,802.16 |
7,608.00 |
|
| R3 |
7,732.42 |
7,694.44 |
7,578.37 |
|
| R2 |
7,624.70 |
7,624.70 |
7,568.50 |
|
| R1 |
7,586.72 |
7,586.72 |
7,558.62 |
7,605.71 |
| PP |
7,516.98 |
7,516.98 |
7,516.98 |
7,526.47 |
| S1 |
7,479.00 |
7,479.00 |
7,538.88 |
7,497.99 |
| S2 |
7,409.26 |
7,409.26 |
7,529.00 |
|
| S3 |
7,301.54 |
7,371.28 |
7,519.13 |
|
| S4 |
7,193.82 |
7,263.56 |
7,489.50 |
|
|
| 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 |
7,436.53 |
167.33 |
2.2% |
82.89 |
1.1% |
67% |
False |
False |
|
| 10 |
7,603.86 |
7,401.72 |
202.14 |
2.7% |
83.00 |
1.1% |
73% |
False |
False |
|
| 20 |
7,691.10 |
7,400.99 |
290.11 |
3.8% |
77.89 |
1.0% |
51% |
False |
False |
|
| 40 |
7,691.10 |
7,158.78 |
532.32 |
7.1% |
73.48 |
1.0% |
73% |
False |
False |
|
| 60 |
7,691.10 |
6,969.16 |
721.94 |
9.6% |
75.93 |
1.0% |
80% |
False |
False |
|
| 80 |
7,691.10 |
6,950.23 |
740.87 |
9.8% |
76.14 |
1.0% |
81% |
False |
False |
|
| 100 |
7,691.10 |
6,539.86 |
1,151.24 |
15.3% |
75.37 |
1.0% |
88% |
False |
False |
|
| 120 |
7,691.10 |
6,402.03 |
1,289.07 |
17.1% |
80.75 |
1.1% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,012.76 |
|
2.618 |
7,836.96 |
|
1.618 |
7,729.24 |
|
1.000 |
7,662.67 |
|
0.618 |
7,621.52 |
|
HIGH |
7,554.95 |
|
0.618 |
7,513.80 |
|
0.500 |
7,501.09 |
|
0.382 |
7,488.38 |
|
LOW |
7,447.23 |
|
0.618 |
7,380.66 |
|
1.000 |
7,339.51 |
|
1.618 |
7,272.94 |
|
2.618 |
7,165.22 |
|
4.250 |
6,989.42 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,532.86 |
7,541.02 |
| PP |
7,516.98 |
7,533.28 |
| S1 |
7,501.09 |
7,525.55 |
|