| 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 |
11,998.0 |
12,002.5 |
4.5 |
0.0% |
12,335.5 |
| High |
12,046.0 |
12,128.0 |
82.0 |
0.7% |
12,401.0 |
| Low |
11,947.5 |
11,999.0 |
51.5 |
0.4% |
11,882.0 |
| Close |
12,040.0 |
12,056.0 |
16.0 |
0.1% |
11,947.5 |
| Range |
98.5 |
129.0 |
30.5 |
31.0% |
519.0 |
| ATR |
146.6 |
145.4 |
-1.3 |
-0.9% |
0.0 |
| Volume |
96,217 |
96,217 |
0 |
0.0% |
401,826 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,448.0 |
12,381.0 |
12,127.0 |
|
| R3 |
12,319.0 |
12,252.0 |
12,091.5 |
|
| R2 |
12,190.0 |
12,190.0 |
12,079.7 |
|
| R1 |
12,123.0 |
12,123.0 |
12,067.8 |
12,156.5 |
| PP |
12,061.0 |
12,061.0 |
12,061.0 |
12,077.8 |
| S1 |
11,994.0 |
11,994.0 |
12,044.2 |
12,027.5 |
| S2 |
11,932.0 |
11,932.0 |
12,032.4 |
|
| S3 |
11,803.0 |
11,865.0 |
12,020.5 |
|
| S4 |
11,674.0 |
11,736.0 |
11,985.1 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,633.8 |
13,309.7 |
12,233.0 |
|
| R3 |
13,114.8 |
12,790.7 |
12,090.2 |
|
| R2 |
12,595.8 |
12,595.8 |
12,042.7 |
|
| R1 |
12,271.7 |
12,271.7 |
11,995.1 |
12,174.3 |
| PP |
12,076.8 |
12,076.8 |
12,076.8 |
12,028.1 |
| S1 |
11,752.7 |
11,752.7 |
11,899.9 |
11,655.3 |
| S2 |
11,557.8 |
11,557.8 |
11,852.4 |
|
| S3 |
11,038.8 |
11,233.7 |
11,804.8 |
|
| S4 |
10,519.8 |
10,714.7 |
11,662.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,128.0 |
11,859.0 |
269.0 |
2.2% |
122.0 |
1.0% |
73% |
True |
False |
93,218 |
| 10 |
12,543.5 |
11,859.0 |
684.5 |
5.7% |
147.1 |
1.2% |
29% |
False |
False |
91,867 |
| 20 |
12,593.5 |
11,859.0 |
734.5 |
6.1% |
127.0 |
1.1% |
27% |
False |
False |
78,826 |
| 40 |
12,880.5 |
11,859.0 |
1,021.5 |
8.5% |
141.6 |
1.2% |
19% |
False |
False |
81,985 |
| 60 |
12,880.5 |
11,859.0 |
1,021.5 |
8.5% |
149.2 |
1.2% |
19% |
False |
False |
83,766 |
| 80 |
13,186.0 |
11,859.0 |
1,327.0 |
11.0% |
158.5 |
1.3% |
15% |
False |
False |
71,401 |
| 100 |
13,186.0 |
11,859.0 |
1,327.0 |
11.0% |
149.1 |
1.2% |
15% |
False |
False |
57,147 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
12.2% |
151.1 |
1.3% |
23% |
False |
False |
47,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,676.3 |
|
2.618 |
12,465.7 |
|
1.618 |
12,336.7 |
|
1.000 |
12,257.0 |
|
0.618 |
12,207.7 |
|
HIGH |
12,128.0 |
|
0.618 |
12,078.7 |
|
0.500 |
12,063.5 |
|
0.382 |
12,048.3 |
|
LOW |
11,999.0 |
|
0.618 |
11,919.3 |
|
1.000 |
11,870.0 |
|
1.618 |
11,790.3 |
|
2.618 |
11,661.3 |
|
4.250 |
11,450.8 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,063.5 |
12,035.2 |
| PP |
12,061.0 |
12,014.3 |
| S1 |
12,058.5 |
11,993.5 |
|