| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
7,454.75 |
7,433.00 |
-21.75 |
-0.3% |
7,670.00 |
| High |
7,494.75 |
7,483.50 |
-11.25 |
-0.2% |
7,693.75 |
| Low |
7,393.00 |
7,414.00 |
21.00 |
0.3% |
7,393.00 |
| Close |
7,438.50 |
7,460.25 |
21.75 |
0.3% |
7,438.50 |
| Range |
101.75 |
69.50 |
-32.25 |
-31.7% |
300.75 |
| ATR |
91.38 |
89.82 |
-1.56 |
-1.7% |
0.00 |
| Volume |
606,515 |
418,797 |
-187,718 |
-31.0% |
2,250,385 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,661.00 |
7,630.25 |
7,498.50 |
|
| R3 |
7,591.50 |
7,560.75 |
7,479.25 |
|
| R2 |
7,522.00 |
7,522.00 |
7,473.00 |
|
| R1 |
7,491.25 |
7,491.25 |
7,466.50 |
7,506.50 |
| PP |
7,452.50 |
7,452.50 |
7,452.50 |
7,460.25 |
| S1 |
7,421.75 |
7,421.75 |
7,454.00 |
7,437.00 |
| S2 |
7,383.00 |
7,383.00 |
7,447.50 |
|
| S3 |
7,313.50 |
7,352.25 |
7,441.25 |
|
| S4 |
7,244.00 |
7,282.75 |
7,422.00 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,410.75 |
8,225.25 |
7,604.00 |
|
| R3 |
8,110.00 |
7,924.50 |
7,521.25 |
|
| R2 |
7,809.25 |
7,809.25 |
7,493.75 |
|
| R1 |
7,623.75 |
7,623.75 |
7,466.00 |
7,566.00 |
| PP |
7,508.50 |
7,508.50 |
7,508.50 |
7,479.50 |
| S1 |
7,323.00 |
7,323.00 |
7,411.00 |
7,265.50 |
| S2 |
7,207.75 |
7,207.75 |
7,383.25 |
|
| S3 |
6,907.00 |
7,022.25 |
7,355.75 |
|
| S4 |
6,606.25 |
6,721.50 |
7,273.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,693.75 |
7,393.00 |
300.75 |
4.0% |
111.00 |
1.5% |
22% |
False |
False |
533,836 |
| 10 |
7,697.00 |
7,393.00 |
304.00 |
4.1% |
87.25 |
1.2% |
22% |
False |
False |
427,249 |
| 20 |
7,697.00 |
7,316.50 |
380.50 |
5.1% |
86.50 |
1.2% |
38% |
False |
False |
387,176 |
| 40 |
7,697.00 |
7,166.75 |
530.25 |
7.1% |
91.00 |
1.2% |
55% |
False |
False |
365,578 |
| 60 |
7,697.00 |
6,956.00 |
741.00 |
9.9% |
97.50 |
1.3% |
68% |
False |
False |
368,561 |
| 80 |
7,697.00 |
6,855.50 |
841.50 |
11.3% |
94.00 |
1.3% |
72% |
False |
False |
296,272 |
| 100 |
7,697.00 |
6,457.00 |
1,240.00 |
16.6% |
99.00 |
1.3% |
81% |
False |
False |
237,178 |
| 120 |
7,697.00 |
6,338.00 |
1,359.00 |
18.2% |
111.00 |
1.5% |
83% |
False |
False |
197,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,779.00 |
|
2.618 |
7,665.50 |
|
1.618 |
7,596.00 |
|
1.000 |
7,553.00 |
|
0.618 |
7,526.50 |
|
HIGH |
7,483.50 |
|
0.618 |
7,457.00 |
|
0.500 |
7,448.75 |
|
0.382 |
7,440.50 |
|
LOW |
7,414.00 |
|
0.618 |
7,371.00 |
|
1.000 |
7,344.50 |
|
1.618 |
7,301.50 |
|
2.618 |
7,232.00 |
|
4.250 |
7,118.50 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,456.50 |
7,468.75 |
| PP |
7,452.50 |
7,466.00 |
| S1 |
7,448.75 |
7,463.00 |
|