| 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 |
2,890.00 |
2,887.00 |
-3.00 |
-0.1% |
2,906.50 |
| High |
2,895.25 |
2,907.00 |
11.75 |
0.4% |
2,912.50 |
| Low |
2,879.50 |
2,884.75 |
5.25 |
0.2% |
2,865.00 |
| Close |
2,888.50 |
2,905.25 |
16.75 |
0.6% |
2,874.75 |
| Range |
15.75 |
22.25 |
6.50 |
41.3% |
47.50 |
| ATR |
21.16 |
21.23 |
0.08 |
0.4% |
0.00 |
| Volume |
1,581,597 |
1,641,192 |
59,595 |
3.8% |
6,536,882 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,965.75 |
2,957.75 |
2,917.50 |
|
| R3 |
2,943.50 |
2,935.50 |
2,911.25 |
|
| R2 |
2,921.25 |
2,921.25 |
2,909.25 |
|
| R1 |
2,913.25 |
2,913.25 |
2,907.25 |
2,917.25 |
| PP |
2,899.00 |
2,899.00 |
2,899.00 |
2,901.00 |
| S1 |
2,891.00 |
2,891.00 |
2,903.25 |
2,895.00 |
| S2 |
2,876.75 |
2,876.75 |
2,901.25 |
|
| S3 |
2,854.50 |
2,868.75 |
2,899.25 |
|
| S4 |
2,832.25 |
2,846.50 |
2,893.00 |
|
|
| 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 |
2,907.00 |
2,865.00 |
42.00 |
1.4% |
19.75 |
0.7% |
96% |
True |
False |
1,486,518 |
| 10 |
2,916.25 |
2,865.00 |
51.25 |
1.8% |
21.00 |
0.7% |
79% |
False |
False |
1,493,211 |
| 20 |
2,917.50 |
2,817.50 |
100.00 |
3.4% |
20.50 |
0.7% |
88% |
False |
False |
1,268,105 |
| 40 |
2,917.50 |
2,791.00 |
126.50 |
4.4% |
21.75 |
0.7% |
90% |
False |
False |
1,196,529 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.7% |
23.50 |
0.8% |
95% |
False |
False |
1,219,604 |
| 80 |
2,917.50 |
2,679.25 |
238.25 |
8.2% |
24.25 |
0.8% |
95% |
False |
False |
1,069,983 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.1% |
25.50 |
0.9% |
96% |
False |
False |
857,587 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.4% |
29.25 |
1.0% |
97% |
False |
False |
716,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,001.50 |
|
2.618 |
2,965.25 |
|
1.618 |
2,943.00 |
|
1.000 |
2,929.25 |
|
0.618 |
2,920.75 |
|
HIGH |
2,907.00 |
|
0.618 |
2,898.50 |
|
0.500 |
2,896.00 |
|
0.382 |
2,893.25 |
|
LOW |
2,884.75 |
|
0.618 |
2,871.00 |
|
1.000 |
2,862.50 |
|
1.618 |
2,848.75 |
|
2.618 |
2,826.50 |
|
4.250 |
2,790.25 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,902.00 |
2,899.25 |
| PP |
2,899.00 |
2,893.25 |
| S1 |
2,896.00 |
2,887.00 |
|