| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
26,076.21 |
26,287.84 |
211.63 |
0.8% |
25,991.91 |
| High |
26,317.34 |
26,464.41 |
147.07 |
0.6% |
26,211.11 |
| Low |
26,076.21 |
26,280.76 |
204.55 |
0.8% |
25,754.32 |
| Close |
26,246.96 |
26,405.76 |
158.80 |
0.6% |
26,154.67 |
| Range |
241.13 |
183.65 |
-57.48 |
-23.8% |
456.79 |
| ATR |
190.06 |
192.02 |
1.96 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,934.59 |
26,853.83 |
26,506.77 |
|
| R3 |
26,750.94 |
26,670.18 |
26,456.26 |
|
| R2 |
26,567.29 |
26,567.29 |
26,439.43 |
|
| R1 |
26,486.53 |
26,486.53 |
26,422.59 |
26,526.91 |
| PP |
26,383.64 |
26,383.64 |
26,383.64 |
26,403.84 |
| S1 |
26,302.88 |
26,302.88 |
26,388.93 |
26,343.26 |
| S2 |
26,199.99 |
26,199.99 |
26,372.09 |
|
| S3 |
26,016.34 |
26,119.23 |
26,355.26 |
|
| S4 |
25,832.69 |
25,935.58 |
26,304.75 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,410.40 |
27,239.33 |
26,405.90 |
|
| R3 |
26,953.61 |
26,782.54 |
26,280.29 |
|
| R2 |
26,496.82 |
26,496.82 |
26,238.41 |
|
| R1 |
26,325.75 |
26,325.75 |
26,196.54 |
26,411.29 |
| PP |
26,040.03 |
26,040.03 |
26,040.03 |
26,082.80 |
| S1 |
25,868.96 |
25,868.96 |
26,112.80 |
25,954.50 |
| S2 |
25,583.24 |
25,583.24 |
26,070.93 |
|
| S3 |
25,126.45 |
25,412.17 |
26,029.05 |
|
| S4 |
24,669.66 |
24,955.38 |
25,903.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
26,464.41 |
26,030.35 |
434.06 |
1.6% |
169.26 |
0.6% |
86% |
True |
False |
|
| 10 |
26,464.41 |
25,754.32 |
710.09 |
2.7% |
189.14 |
0.7% |
92% |
True |
False |
|
| 20 |
26,464.41 |
25,608.02 |
856.39 |
3.2% |
166.19 |
0.6% |
93% |
True |
False |
|
| 40 |
26,464.41 |
24,965.77 |
1,498.64 |
5.7% |
173.40 |
0.7% |
96% |
True |
False |
|
| 60 |
26,464.41 |
23,997.21 |
2,467.20 |
9.3% |
180.26 |
0.7% |
98% |
True |
False |
|
| 80 |
26,464.41 |
23,997.21 |
2,467.20 |
9.3% |
185.82 |
0.7% |
98% |
True |
False |
|
| 100 |
26,464.41 |
23,531.31 |
2,933.10 |
11.1% |
197.29 |
0.7% |
98% |
True |
False |
|
| 120 |
26,464.41 |
23,344.52 |
3,119.89 |
11.8% |
225.25 |
0.9% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,244.92 |
|
2.618 |
26,945.21 |
|
1.618 |
26,761.56 |
|
1.000 |
26,648.06 |
|
0.618 |
26,577.91 |
|
HIGH |
26,464.41 |
|
0.618 |
26,394.26 |
|
0.500 |
26,372.59 |
|
0.382 |
26,350.91 |
|
LOW |
26,280.76 |
|
0.618 |
26,167.26 |
|
1.000 |
26,097.11 |
|
1.618 |
25,983.61 |
|
2.618 |
25,799.96 |
|
4.250 |
25,500.25 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
26,394.70 |
26,352.97 |
| PP |
26,383.64 |
26,300.17 |
| S1 |
26,372.59 |
26,247.38 |
|