| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,887.00 |
2,904.75 |
17.75 |
0.6% |
2,873.75 |
| High |
2,907.00 |
2,912.25 |
5.25 |
0.2% |
2,912.25 |
| Low |
2,884.75 |
2,896.75 |
12.00 |
0.4% |
2,867.25 |
| Close |
2,905.25 |
2,906.25 |
1.00 |
0.0% |
2,906.25 |
| Range |
22.25 |
15.50 |
-6.75 |
-30.3% |
45.00 |
| ATR |
21.23 |
20.82 |
-0.41 |
-1.9% |
0.00 |
| Volume |
1,641,192 |
1,203,335 |
-437,857 |
-26.7% |
6,943,686 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,951.50 |
2,944.50 |
2,914.75 |
|
| R3 |
2,936.00 |
2,929.00 |
2,910.50 |
|
| R2 |
2,920.50 |
2,920.50 |
2,909.00 |
|
| R1 |
2,913.50 |
2,913.50 |
2,907.75 |
2,917.00 |
| PP |
2,905.00 |
2,905.00 |
2,905.00 |
2,907.00 |
| S1 |
2,898.00 |
2,898.00 |
2,904.75 |
2,901.50 |
| S2 |
2,889.50 |
2,889.50 |
2,903.50 |
|
| S3 |
2,874.00 |
2,882.50 |
2,902.00 |
|
| S4 |
2,858.50 |
2,867.00 |
2,897.75 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,030.25 |
3,013.25 |
2,931.00 |
|
| R3 |
2,985.25 |
2,968.25 |
2,918.50 |
|
| R2 |
2,940.25 |
2,940.25 |
2,914.50 |
|
| R1 |
2,923.25 |
2,923.25 |
2,910.50 |
2,931.75 |
| PP |
2,895.25 |
2,895.25 |
2,895.25 |
2,899.50 |
| S1 |
2,878.25 |
2,878.25 |
2,902.00 |
2,886.75 |
| S2 |
2,850.25 |
2,850.25 |
2,898.00 |
|
| S3 |
2,805.25 |
2,833.25 |
2,894.00 |
|
| S4 |
2,760.25 |
2,788.25 |
2,881.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,912.25 |
2,867.25 |
45.00 |
1.5% |
18.75 |
0.6% |
87% |
True |
False |
1,388,737 |
| 10 |
2,912.50 |
2,865.00 |
47.50 |
1.6% |
20.50 |
0.7% |
87% |
False |
False |
1,480,360 |
| 20 |
2,917.50 |
2,835.00 |
82.50 |
2.8% |
19.75 |
0.7% |
86% |
False |
False |
1,264,695 |
| 40 |
2,917.50 |
2,791.00 |
126.50 |
4.4% |
21.50 |
0.7% |
91% |
False |
False |
1,199,547 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.7% |
23.50 |
0.8% |
95% |
False |
False |
1,221,613 |
| 80 |
2,917.50 |
2,679.25 |
238.25 |
8.2% |
24.25 |
0.8% |
95% |
False |
False |
1,084,857 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.1% |
25.00 |
0.9% |
97% |
False |
False |
869,515 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.4% |
28.75 |
1.0% |
97% |
False |
False |
726,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,978.00 |
|
2.618 |
2,952.75 |
|
1.618 |
2,937.25 |
|
1.000 |
2,927.75 |
|
0.618 |
2,921.75 |
|
HIGH |
2,912.25 |
|
0.618 |
2,906.25 |
|
0.500 |
2,904.50 |
|
0.382 |
2,902.75 |
|
LOW |
2,896.75 |
|
0.618 |
2,887.25 |
|
1.000 |
2,881.25 |
|
1.618 |
2,871.75 |
|
2.618 |
2,856.25 |
|
4.250 |
2,831.00 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,905.75 |
2,902.75 |
| PP |
2,905.00 |
2,899.25 |
| S1 |
2,904.50 |
2,896.00 |
|