| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,879.75 |
2,890.00 |
10.25 |
0.4% |
2,906.50 |
| High |
2,893.00 |
2,895.25 |
2.25 |
0.1% |
2,912.50 |
| Low |
2,867.25 |
2,879.50 |
12.25 |
0.4% |
2,865.00 |
| Close |
2,889.75 |
2,888.50 |
-1.25 |
0.0% |
2,874.75 |
| Range |
25.75 |
15.75 |
-10.00 |
-38.8% |
47.50 |
| ATR |
21.57 |
21.16 |
-0.42 |
-1.9% |
0.00 |
| Volume |
1,269,254 |
1,581,597 |
312,343 |
24.6% |
6,536,882 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,935.00 |
2,927.50 |
2,897.25 |
|
| R3 |
2,919.25 |
2,911.75 |
2,892.75 |
|
| R2 |
2,903.50 |
2,903.50 |
2,891.50 |
|
| R1 |
2,896.00 |
2,896.00 |
2,890.00 |
2,892.00 |
| PP |
2,887.75 |
2,887.75 |
2,887.75 |
2,885.75 |
| S1 |
2,880.25 |
2,880.25 |
2,887.00 |
2,876.00 |
| S2 |
2,872.00 |
2,872.00 |
2,885.50 |
|
| S3 |
2,856.25 |
2,864.50 |
2,884.25 |
|
| S4 |
2,840.50 |
2,848.75 |
2,879.75 |
|
|
| 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 |
2,895.25 |
2,865.00 |
30.25 |
1.0% |
20.25 |
0.7% |
78% |
True |
False |
1,485,069 |
| 10 |
2,917.50 |
2,865.00 |
52.50 |
1.8% |
20.75 |
0.7% |
45% |
False |
False |
1,440,471 |
| 20 |
2,917.50 |
2,803.00 |
114.50 |
4.0% |
21.50 |
0.7% |
75% |
False |
False |
1,279,635 |
| 40 |
2,917.50 |
2,791.00 |
126.50 |
4.4% |
21.25 |
0.7% |
77% |
False |
False |
1,177,013 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.8% |
24.00 |
0.8% |
87% |
False |
False |
1,219,869 |
| 80 |
2,917.50 |
2,679.25 |
238.25 |
8.2% |
24.25 |
0.8% |
88% |
False |
False |
1,049,590 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.1% |
25.75 |
0.9% |
91% |
False |
False |
841,290 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.5% |
29.75 |
1.0% |
92% |
False |
False |
702,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,962.25 |
|
2.618 |
2,936.50 |
|
1.618 |
2,920.75 |
|
1.000 |
2,911.00 |
|
0.618 |
2,905.00 |
|
HIGH |
2,895.25 |
|
0.618 |
2,889.25 |
|
0.500 |
2,887.50 |
|
0.382 |
2,885.50 |
|
LOW |
2,879.50 |
|
0.618 |
2,869.75 |
|
1.000 |
2,863.75 |
|
1.618 |
2,854.00 |
|
2.618 |
2,838.25 |
|
4.250 |
2,812.50 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,888.00 |
2,886.00 |
| PP |
2,887.75 |
2,883.75 |
| S1 |
2,887.50 |
2,881.25 |
|