| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
7,515.25 |
7,483.25 |
-32.00 |
-0.4% |
7,670.00 |
| High |
7,541.00 |
7,583.25 |
42.25 |
0.6% |
7,693.75 |
| Low |
7,425.00 |
7,470.00 |
45.00 |
0.6% |
7,393.00 |
| Close |
7,485.75 |
7,564.50 |
78.75 |
1.1% |
7,438.50 |
| Range |
116.00 |
113.25 |
-2.75 |
-2.4% |
300.75 |
| ATR |
93.71 |
95.10 |
1.40 |
1.5% |
0.00 |
| Volume |
586,137 |
459,821 |
-126,316 |
-21.6% |
2,250,385 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,879.00 |
7,835.00 |
7,626.75 |
|
| R3 |
7,765.75 |
7,721.75 |
7,595.75 |
|
| R2 |
7,652.50 |
7,652.50 |
7,585.25 |
|
| R1 |
7,608.50 |
7,608.50 |
7,575.00 |
7,630.50 |
| PP |
7,539.25 |
7,539.25 |
7,539.25 |
7,550.25 |
| S1 |
7,495.25 |
7,495.25 |
7,554.00 |
7,517.25 |
| S2 |
7,426.00 |
7,426.00 |
7,543.75 |
|
| S3 |
7,312.75 |
7,382.00 |
7,533.25 |
|
| S4 |
7,199.50 |
7,268.75 |
7,502.25 |
|
|
| 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 |
7,583.25 |
7,393.00 |
190.25 |
2.5% |
104.25 |
1.4% |
90% |
True |
False |
507,794 |
| 10 |
7,697.00 |
7,393.00 |
304.00 |
4.0% |
102.50 |
1.4% |
56% |
False |
False |
492,067 |
| 20 |
7,697.00 |
7,321.75 |
375.25 |
5.0% |
88.25 |
1.2% |
65% |
False |
False |
402,634 |
| 40 |
7,697.00 |
7,166.75 |
530.25 |
7.0% |
92.25 |
1.2% |
75% |
False |
False |
381,992 |
| 60 |
7,697.00 |
6,956.00 |
741.00 |
9.8% |
98.75 |
1.3% |
82% |
False |
False |
375,341 |
| 80 |
7,697.00 |
6,855.50 |
841.50 |
11.1% |
95.50 |
1.3% |
84% |
False |
False |
315,163 |
| 100 |
7,697.00 |
6,457.00 |
1,240.00 |
16.4% |
99.00 |
1.3% |
89% |
False |
False |
252,279 |
| 120 |
7,697.00 |
6,338.00 |
1,359.00 |
18.0% |
109.50 |
1.4% |
90% |
False |
False |
210,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,064.50 |
|
2.618 |
7,879.75 |
|
1.618 |
7,766.50 |
|
1.000 |
7,696.50 |
|
0.618 |
7,653.25 |
|
HIGH |
7,583.25 |
|
0.618 |
7,540.00 |
|
0.500 |
7,526.50 |
|
0.382 |
7,513.25 |
|
LOW |
7,470.00 |
|
0.618 |
7,400.00 |
|
1.000 |
7,356.75 |
|
1.618 |
7,286.75 |
|
2.618 |
7,173.50 |
|
4.250 |
6,988.75 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,552.00 |
7,541.00 |
| PP |
7,539.25 |
7,517.50 |
| S1 |
7,526.50 |
7,494.00 |
|