| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,719.1 |
1,721.6 |
2.5 |
0.1% |
1,742.3 |
| High |
1,725.3 |
1,722.5 |
-2.8 |
-0.2% |
1,746.3 |
| Low |
1,708.8 |
1,702.1 |
-6.7 |
-0.4% |
1,705.8 |
| Close |
1,720.9 |
1,716.6 |
-4.3 |
-0.2% |
1,715.8 |
| Range |
16.5 |
20.4 |
3.9 |
23.6% |
40.5 |
| ATR |
18.3 |
18.5 |
0.1 |
0.8% |
0.0 |
| Volume |
113,716 |
133,565 |
19,849 |
17.5% |
516,303 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,774.9 |
1,766.2 |
1,727.8 |
|
| R3 |
1,754.5 |
1,745.8 |
1,722.2 |
|
| R2 |
1,734.1 |
1,734.1 |
1,720.3 |
|
| R1 |
1,725.4 |
1,725.4 |
1,718.5 |
1,719.6 |
| PP |
1,713.7 |
1,713.7 |
1,713.7 |
1,710.8 |
| S1 |
1,705.0 |
1,705.0 |
1,714.7 |
1,699.2 |
| S2 |
1,693.3 |
1,693.3 |
1,712.9 |
|
| S3 |
1,672.9 |
1,684.6 |
1,711.0 |
|
| S4 |
1,652.5 |
1,664.2 |
1,705.4 |
|
|
| 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 |
1,734.3 |
1,702.1 |
32.2 |
1.9% |
17.7 |
1.0% |
45% |
False |
True |
121,654 |
| 10 |
1,746.3 |
1,702.1 |
44.2 |
2.6% |
18.2 |
1.1% |
33% |
False |
True |
115,777 |
| 20 |
1,746.3 |
1,662.5 |
83.8 |
4.9% |
18.4 |
1.1% |
65% |
False |
False |
104,935 |
| 40 |
1,746.3 |
1,653.3 |
93.0 |
5.4% |
19.4 |
1.1% |
68% |
False |
False |
105,286 |
| 60 |
1,746.3 |
1,632.5 |
113.8 |
6.6% |
20.1 |
1.2% |
74% |
False |
False |
112,798 |
| 80 |
1,746.3 |
1,614.0 |
132.3 |
7.7% |
19.1 |
1.1% |
78% |
False |
False |
100,393 |
| 100 |
1,746.3 |
1,532.2 |
214.1 |
12.5% |
19.0 |
1.1% |
86% |
False |
False |
80,319 |
| 120 |
1,746.3 |
1,488.2 |
258.1 |
15.0% |
20.1 |
1.2% |
88% |
False |
False |
66,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,809.2 |
|
2.618 |
1,775.9 |
|
1.618 |
1,755.5 |
|
1.000 |
1,742.9 |
|
0.618 |
1,735.1 |
|
HIGH |
1,722.5 |
|
0.618 |
1,714.7 |
|
0.500 |
1,712.3 |
|
0.382 |
1,709.9 |
|
LOW |
1,702.1 |
|
0.618 |
1,689.5 |
|
1.000 |
1,681.7 |
|
1.618 |
1,669.1 |
|
2.618 |
1,648.7 |
|
4.250 |
1,615.4 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,715.2 |
1,715.8 |
| PP |
1,713.7 |
1,714.9 |
| S1 |
1,712.3 |
1,714.1 |
|