| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,715.2 |
1,719.1 |
3.9 |
0.2% |
1,742.3 |
| High |
1,726.1 |
1,725.3 |
-0.8 |
0.0% |
1,746.3 |
| Low |
1,713.0 |
1,708.8 |
-4.2 |
-0.2% |
1,705.8 |
| Close |
1,719.7 |
1,720.9 |
1.2 |
0.1% |
1,715.8 |
| Range |
13.1 |
16.5 |
3.4 |
26.0% |
40.5 |
| ATR |
18.5 |
18.3 |
-0.1 |
-0.8% |
0.0 |
| Volume |
107,963 |
113,716 |
5,753 |
5.3% |
516,303 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,767.8 |
1,760.9 |
1,730.0 |
|
| R3 |
1,751.3 |
1,744.4 |
1,725.4 |
|
| R2 |
1,734.8 |
1,734.8 |
1,723.9 |
|
| R1 |
1,727.9 |
1,727.9 |
1,722.4 |
1,731.4 |
| PP |
1,718.3 |
1,718.3 |
1,718.3 |
1,720.1 |
| S1 |
1,711.4 |
1,711.4 |
1,719.4 |
1,714.9 |
| S2 |
1,701.8 |
1,701.8 |
1,717.9 |
|
| S3 |
1,685.3 |
1,694.9 |
1,716.4 |
|
| S4 |
1,668.8 |
1,678.4 |
1,711.8 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,844.1 |
1,820.5 |
1,738.1 |
|
| R3 |
1,803.6 |
1,780.0 |
1,726.9 |
|
| R2 |
1,763.1 |
1,763.1 |
1,723.2 |
|
| R1 |
1,739.5 |
1,739.5 |
1,719.5 |
1,731.1 |
| PP |
1,722.6 |
1,722.6 |
1,722.6 |
1,718.4 |
| S1 |
1,699.0 |
1,699.0 |
1,712.1 |
1,690.6 |
| S2 |
1,682.1 |
1,682.1 |
1,708.4 |
|
| S3 |
1,641.6 |
1,658.5 |
1,704.7 |
|
| S4 |
1,601.1 |
1,618.0 |
1,693.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,736.4 |
1,705.8 |
30.6 |
1.8% |
18.3 |
1.1% |
49% |
False |
False |
119,641 |
| 10 |
1,746.3 |
1,705.8 |
40.5 |
2.4% |
17.5 |
1.0% |
37% |
False |
False |
110,098 |
| 20 |
1,746.3 |
1,662.5 |
83.8 |
4.9% |
18.4 |
1.1% |
70% |
False |
False |
103,274 |
| 40 |
1,746.3 |
1,653.3 |
93.0 |
5.4% |
19.2 |
1.1% |
73% |
False |
False |
104,422 |
| 60 |
1,746.3 |
1,632.5 |
113.8 |
6.6% |
20.1 |
1.2% |
78% |
False |
False |
112,232 |
| 80 |
1,746.3 |
1,614.0 |
132.3 |
7.7% |
18.9 |
1.1% |
81% |
False |
False |
98,724 |
| 100 |
1,746.3 |
1,532.2 |
214.1 |
12.4% |
18.9 |
1.1% |
88% |
False |
False |
78,983 |
| 120 |
1,746.3 |
1,488.2 |
258.1 |
15.0% |
20.2 |
1.2% |
90% |
False |
False |
65,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,795.4 |
|
2.618 |
1,768.5 |
|
1.618 |
1,752.0 |
|
1.000 |
1,741.8 |
|
0.618 |
1,735.5 |
|
HIGH |
1,725.3 |
|
0.618 |
1,719.0 |
|
0.500 |
1,717.1 |
|
0.382 |
1,715.1 |
|
LOW |
1,708.8 |
|
0.618 |
1,698.6 |
|
1.000 |
1,692.3 |
|
1.618 |
1,682.1 |
|
2.618 |
1,665.6 |
|
4.250 |
1,638.7 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,719.6 |
1,719.3 |
| PP |
1,718.3 |
1,717.6 |
| S1 |
1,717.1 |
1,716.0 |
|