| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,873.75 |
2,879.75 |
6.00 |
0.2% |
2,906.50 |
| High |
2,888.25 |
2,893.00 |
4.75 |
0.2% |
2,912.50 |
| Low |
2,873.25 |
2,867.25 |
-6.00 |
-0.2% |
2,865.00 |
| Close |
2,880.25 |
2,889.75 |
9.50 |
0.3% |
2,874.75 |
| Range |
15.00 |
25.75 |
10.75 |
71.7% |
47.50 |
| ATR |
21.25 |
21.57 |
0.32 |
1.5% |
0.00 |
| Volume |
1,248,308 |
1,269,254 |
20,946 |
1.7% |
6,536,882 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.50 |
2,951.00 |
2,904.00 |
|
| R3 |
2,934.75 |
2,925.25 |
2,896.75 |
|
| R2 |
2,909.00 |
2,909.00 |
2,894.50 |
|
| R1 |
2,899.50 |
2,899.50 |
2,892.00 |
2,904.25 |
| PP |
2,883.25 |
2,883.25 |
2,883.25 |
2,885.75 |
| S1 |
2,873.75 |
2,873.75 |
2,887.50 |
2,878.50 |
| S2 |
2,857.50 |
2,857.50 |
2,885.00 |
|
| S3 |
2,831.75 |
2,848.00 |
2,882.75 |
|
| S4 |
2,806.00 |
2,822.25 |
2,875.50 |
|
|
| 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 |
2,900.50 |
2,865.00 |
35.50 |
1.2% |
21.75 |
0.8% |
70% |
False |
False |
1,489,698 |
| 10 |
2,917.50 |
2,865.00 |
52.50 |
1.8% |
20.50 |
0.7% |
47% |
False |
False |
1,372,582 |
| 20 |
2,917.50 |
2,803.00 |
114.50 |
4.0% |
21.50 |
0.7% |
76% |
False |
False |
1,251,684 |
| 40 |
2,917.50 |
2,789.75 |
127.75 |
4.4% |
21.50 |
0.7% |
78% |
False |
False |
1,163,952 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.8% |
24.00 |
0.8% |
88% |
False |
False |
1,210,061 |
| 80 |
2,917.50 |
2,679.25 |
238.25 |
8.2% |
24.25 |
0.8% |
88% |
False |
False |
1,030,008 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.1% |
26.00 |
0.9% |
91% |
False |
False |
825,588 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.5% |
30.25 |
1.0% |
92% |
False |
False |
689,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,002.50 |
|
2.618 |
2,960.50 |
|
1.618 |
2,934.75 |
|
1.000 |
2,918.75 |
|
0.618 |
2,909.00 |
|
HIGH |
2,893.00 |
|
0.618 |
2,883.25 |
|
0.500 |
2,880.00 |
|
0.382 |
2,877.00 |
|
LOW |
2,867.25 |
|
0.618 |
2,851.25 |
|
1.000 |
2,841.50 |
|
1.618 |
2,825.50 |
|
2.618 |
2,799.75 |
|
4.250 |
2,757.75 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,886.50 |
2,886.25 |
| PP |
2,883.25 |
2,882.50 |
| S1 |
2,880.00 |
2,879.00 |
|