| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
7,254.0 |
7,271.5 |
17.5 |
0.2% |
7,256.0 |
| High |
7,285.0 |
7,281.5 |
-3.5 |
0.0% |
7,288.0 |
| Low |
7,243.5 |
7,226.5 |
-17.0 |
-0.2% |
7,184.0 |
| Close |
7,269.5 |
7,262.5 |
-7.0 |
-0.1% |
7,269.5 |
| Range |
41.5 |
55.0 |
13.5 |
32.5% |
104.0 |
| ATR |
65.2 |
64.5 |
-0.7 |
-1.1% |
0.0 |
| Volume |
103,292 |
253,252 |
149,960 |
145.2% |
197,888 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,422.0 |
7,397.0 |
7,293.0 |
|
| R3 |
7,367.0 |
7,342.0 |
7,277.5 |
|
| R2 |
7,312.0 |
7,312.0 |
7,272.5 |
|
| R1 |
7,287.0 |
7,287.0 |
7,267.5 |
7,272.0 |
| PP |
7,257.0 |
7,257.0 |
7,257.0 |
7,249.0 |
| S1 |
7,232.0 |
7,232.0 |
7,257.5 |
7,217.0 |
| S2 |
7,202.0 |
7,202.0 |
7,252.5 |
|
| S3 |
7,147.0 |
7,177.0 |
7,247.5 |
|
| S4 |
7,092.0 |
7,122.0 |
7,232.0 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,559.0 |
7,518.5 |
7,326.5 |
|
| R3 |
7,455.0 |
7,414.5 |
7,298.0 |
|
| R2 |
7,351.0 |
7,351.0 |
7,288.5 |
|
| R1 |
7,310.5 |
7,310.5 |
7,279.0 |
7,331.0 |
| PP |
7,247.0 |
7,247.0 |
7,247.0 |
7,257.5 |
| S1 |
7,206.5 |
7,206.5 |
7,260.0 |
7,227.0 |
| S2 |
7,143.0 |
7,143.0 |
7,250.5 |
|
| S3 |
7,039.0 |
7,102.5 |
7,241.0 |
|
| S4 |
6,935.0 |
6,998.5 |
7,212.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,288.0 |
7,184.0 |
104.0 |
1.4% |
57.0 |
0.8% |
75% |
False |
False |
89,652 |
| 10 |
7,488.0 |
7,184.0 |
304.0 |
4.2% |
69.0 |
1.0% |
26% |
False |
False |
47,360 |
| 20 |
7,596.0 |
7,184.0 |
412.0 |
5.7% |
57.5 |
0.8% |
19% |
False |
False |
23,874 |
| 40 |
7,701.0 |
7,184.0 |
517.0 |
7.1% |
48.0 |
0.7% |
15% |
False |
False |
11,954 |
| 60 |
7,701.0 |
7,184.0 |
517.0 |
7.1% |
43.5 |
0.6% |
15% |
False |
False |
7,982 |
| 80 |
7,701.0 |
7,184.0 |
517.0 |
7.1% |
38.5 |
0.5% |
15% |
False |
False |
6,005 |
| 100 |
7,770.5 |
7,184.0 |
586.5 |
8.1% |
32.0 |
0.4% |
13% |
False |
False |
4,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,515.0 |
|
2.618 |
7,425.5 |
|
1.618 |
7,370.5 |
|
1.000 |
7,336.5 |
|
0.618 |
7,315.5 |
|
HIGH |
7,281.5 |
|
0.618 |
7,260.5 |
|
0.500 |
7,254.0 |
|
0.382 |
7,247.5 |
|
LOW |
7,226.5 |
|
0.618 |
7,192.5 |
|
1.000 |
7,171.5 |
|
1.618 |
7,137.5 |
|
2.618 |
7,082.5 |
|
4.250 |
6,993.0 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,259.5 |
7,260.0 |
| PP |
7,257.0 |
7,258.0 |
| S1 |
7,254.0 |
7,256.0 |
|