| 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 |
2,877.75 |
2,873.75 |
-4.00 |
-0.1% |
2,906.50 |
| High |
2,885.00 |
2,888.25 |
3.25 |
0.1% |
2,912.50 |
| Low |
2,865.00 |
2,873.25 |
8.25 |
0.3% |
2,865.00 |
| Close |
2,874.75 |
2,880.25 |
5.50 |
0.2% |
2,874.75 |
| Range |
20.00 |
15.00 |
-5.00 |
-25.0% |
47.50 |
| ATR |
21.73 |
21.25 |
-0.48 |
-2.2% |
0.00 |
| Volume |
1,692,240 |
1,248,308 |
-443,932 |
-26.2% |
6,536,882 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,925.50 |
2,918.00 |
2,888.50 |
|
| R3 |
2,910.50 |
2,903.00 |
2,884.50 |
|
| R2 |
2,895.50 |
2,895.50 |
2,883.00 |
|
| R1 |
2,888.00 |
2,888.00 |
2,881.50 |
2,891.75 |
| PP |
2,880.50 |
2,880.50 |
2,880.50 |
2,882.50 |
| S1 |
2,873.00 |
2,873.00 |
2,879.00 |
2,876.75 |
| S2 |
2,865.50 |
2,865.50 |
2,877.50 |
|
| S3 |
2,850.50 |
2,858.00 |
2,876.00 |
|
| S4 |
2,835.50 |
2,843.00 |
2,872.00 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,026.50 |
2,998.25 |
2,901.00 |
|
| R3 |
2,979.00 |
2,950.75 |
2,887.75 |
|
| R2 |
2,931.50 |
2,931.50 |
2,883.50 |
|
| R1 |
2,903.25 |
2,903.25 |
2,879.00 |
2,893.50 |
| PP |
2,884.00 |
2,884.00 |
2,884.00 |
2,879.25 |
| S1 |
2,855.75 |
2,855.75 |
2,870.50 |
2,846.00 |
| S2 |
2,836.50 |
2,836.50 |
2,866.00 |
|
| S3 |
2,789.00 |
2,808.25 |
2,861.75 |
|
| S4 |
2,741.50 |
2,760.75 |
2,848.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,912.50 |
2,865.00 |
47.50 |
1.6% |
22.00 |
0.8% |
32% |
False |
False |
1,557,038 |
| 10 |
2,917.50 |
2,865.00 |
52.50 |
1.8% |
20.00 |
0.7% |
29% |
False |
False |
1,341,806 |
| 20 |
2,917.50 |
2,803.00 |
114.50 |
4.0% |
21.50 |
0.7% |
67% |
False |
False |
1,252,365 |
| 40 |
2,917.50 |
2,789.75 |
127.75 |
4.4% |
21.25 |
0.7% |
71% |
False |
False |
1,152,261 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.8% |
24.00 |
0.8% |
83% |
False |
False |
1,214,108 |
| 80 |
2,917.50 |
2,679.25 |
238.25 |
8.3% |
24.25 |
0.8% |
84% |
False |
False |
1,014,228 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.2% |
26.00 |
0.9% |
88% |
False |
False |
813,120 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.5% |
30.50 |
1.1% |
90% |
False |
False |
679,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,952.00 |
|
2.618 |
2,927.50 |
|
1.618 |
2,912.50 |
|
1.000 |
2,903.25 |
|
0.618 |
2,897.50 |
|
HIGH |
2,888.25 |
|
0.618 |
2,882.50 |
|
0.500 |
2,880.75 |
|
0.382 |
2,879.00 |
|
LOW |
2,873.25 |
|
0.618 |
2,864.00 |
|
1.000 |
2,858.25 |
|
1.618 |
2,849.00 |
|
2.618 |
2,834.00 |
|
4.250 |
2,809.50 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,880.75 |
2,879.75 |
| PP |
2,880.50 |
2,879.50 |
| S1 |
2,880.50 |
2,879.00 |
|