| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,715.4 |
1,715.3 |
-0.1 |
0.0% |
1,715.2 |
| High |
1,724.6 |
1,728.2 |
3.6 |
0.2% |
1,728.2 |
| Low |
1,711.2 |
1,712.6 |
1.4 |
0.1% |
1,702.1 |
| Close |
1,715.0 |
1,723.7 |
8.7 |
0.5% |
1,723.7 |
| Range |
13.4 |
15.6 |
2.2 |
16.4% |
26.1 |
| ATR |
18.1 |
17.9 |
-0.2 |
-1.0% |
0.0 |
| Volume |
161,747 |
175,152 |
13,405 |
8.3% |
692,143 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,768.3 |
1,761.6 |
1,732.3 |
|
| R3 |
1,752.7 |
1,746.0 |
1,728.0 |
|
| R2 |
1,737.1 |
1,737.1 |
1,726.6 |
|
| R1 |
1,730.4 |
1,730.4 |
1,725.1 |
1,733.8 |
| PP |
1,721.5 |
1,721.5 |
1,721.5 |
1,723.2 |
| S1 |
1,714.8 |
1,714.8 |
1,722.3 |
1,718.2 |
| S2 |
1,705.9 |
1,705.9 |
1,720.8 |
|
| S3 |
1,690.3 |
1,699.2 |
1,719.4 |
|
| S4 |
1,674.7 |
1,683.6 |
1,715.1 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,796.3 |
1,786.1 |
1,738.1 |
|
| R3 |
1,770.2 |
1,760.0 |
1,730.9 |
|
| R2 |
1,744.1 |
1,744.1 |
1,728.5 |
|
| R1 |
1,733.9 |
1,733.9 |
1,726.1 |
1,739.0 |
| PP |
1,718.0 |
1,718.0 |
1,718.0 |
1,720.6 |
| S1 |
1,707.8 |
1,707.8 |
1,721.3 |
1,712.9 |
| S2 |
1,691.9 |
1,691.9 |
1,718.9 |
|
| S3 |
1,665.8 |
1,681.7 |
1,716.5 |
|
| S4 |
1,639.7 |
1,655.6 |
1,709.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,728.2 |
1,702.1 |
26.1 |
1.5% |
15.8 |
0.9% |
83% |
True |
False |
138,428 |
| 10 |
1,746.3 |
1,702.1 |
44.2 |
2.6% |
18.3 |
1.1% |
49% |
False |
False |
131,546 |
| 20 |
1,746.3 |
1,680.3 |
66.0 |
3.8% |
17.0 |
1.0% |
66% |
False |
False |
109,775 |
| 40 |
1,746.3 |
1,653.3 |
93.0 |
5.4% |
19.2 |
1.1% |
76% |
False |
False |
109,019 |
| 60 |
1,746.3 |
1,632.5 |
113.8 |
6.6% |
19.8 |
1.2% |
80% |
False |
False |
114,208 |
| 80 |
1,746.3 |
1,614.0 |
132.3 |
7.7% |
19.2 |
1.1% |
83% |
False |
False |
104,604 |
| 100 |
1,746.3 |
1,532.2 |
214.1 |
12.4% |
18.8 |
1.1% |
89% |
False |
False |
83,687 |
| 120 |
1,746.3 |
1,488.2 |
258.1 |
15.0% |
19.7 |
1.1% |
91% |
False |
False |
69,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,794.5 |
|
2.618 |
1,769.0 |
|
1.618 |
1,753.4 |
|
1.000 |
1,743.8 |
|
0.618 |
1,737.8 |
|
HIGH |
1,728.2 |
|
0.618 |
1,722.2 |
|
0.500 |
1,720.4 |
|
0.382 |
1,718.6 |
|
LOW |
1,712.6 |
|
0.618 |
1,703.0 |
|
1.000 |
1,697.0 |
|
1.618 |
1,687.4 |
|
2.618 |
1,671.8 |
|
4.250 |
1,646.3 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,722.6 |
1,720.9 |
| PP |
1,721.5 |
1,718.0 |
| S1 |
1,720.4 |
1,715.2 |
|