| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,205.6 |
1,200.7 |
-4.9 |
-0.4% |
1,206.3 |
| High |
1,209.0 |
1,203.8 |
-5.2 |
-0.4% |
1,212.7 |
| Low |
1,198.7 |
1,196.2 |
-2.5 |
-0.2% |
1,195.1 |
| Close |
1,200.4 |
1,199.8 |
-0.6 |
0.0% |
1,200.4 |
| Range |
10.3 |
7.6 |
-2.7 |
-26.2% |
17.6 |
| ATR |
12.5 |
12.1 |
-0.3 |
-2.8% |
0.0 |
| Volume |
287,651 |
213,402 |
-74,249 |
-25.8% |
1,202,885 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,222.7 |
1,218.9 |
1,204.0 |
|
| R3 |
1,215.1 |
1,211.3 |
1,201.9 |
|
| R2 |
1,207.5 |
1,207.5 |
1,201.2 |
|
| R1 |
1,203.7 |
1,203.7 |
1,200.5 |
1,201.8 |
| PP |
1,199.9 |
1,199.9 |
1,199.9 |
1,199.0 |
| S1 |
1,196.1 |
1,196.1 |
1,199.1 |
1,194.2 |
| S2 |
1,192.3 |
1,192.3 |
1,198.4 |
|
| S3 |
1,184.7 |
1,188.5 |
1,197.7 |
|
| S4 |
1,177.1 |
1,180.9 |
1,195.6 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,255.5 |
1,245.6 |
1,210.1 |
|
| R3 |
1,237.9 |
1,228.0 |
1,205.2 |
|
| R2 |
1,220.3 |
1,220.3 |
1,203.6 |
|
| R1 |
1,210.4 |
1,210.4 |
1,202.0 |
1,206.6 |
| PP |
1,202.7 |
1,202.7 |
1,202.7 |
1,200.8 |
| S1 |
1,192.8 |
1,192.8 |
1,198.8 |
1,189.0 |
| S2 |
1,185.1 |
1,185.1 |
1,197.2 |
|
| S3 |
1,167.5 |
1,175.2 |
1,195.6 |
|
| S4 |
1,149.9 |
1,157.6 |
1,190.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,212.7 |
1,195.1 |
17.6 |
1.5% |
10.5 |
0.9% |
27% |
False |
False |
283,257 |
| 10 |
1,220.7 |
1,195.1 |
25.6 |
2.1% |
10.7 |
0.9% |
18% |
False |
False |
269,372 |
| 20 |
1,221.4 |
1,167.1 |
54.3 |
4.5% |
13.0 |
1.1% |
60% |
False |
False |
274,552 |
| 40 |
1,256.1 |
1,167.1 |
89.0 |
7.4% |
12.5 |
1.0% |
37% |
False |
False |
214,771 |
| 60 |
1,318.9 |
1,167.1 |
151.8 |
12.7% |
12.1 |
1.0% |
22% |
False |
False |
149,433 |
| 80 |
1,325.4 |
1,167.1 |
158.3 |
13.2% |
11.5 |
1.0% |
21% |
False |
False |
113,633 |
| 100 |
1,376.3 |
1,167.1 |
209.2 |
17.4% |
11.6 |
1.0% |
16% |
False |
False |
91,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,236.1 |
|
2.618 |
1,223.7 |
|
1.618 |
1,216.1 |
|
1.000 |
1,211.4 |
|
0.618 |
1,208.5 |
|
HIGH |
1,203.8 |
|
0.618 |
1,200.9 |
|
0.500 |
1,200.0 |
|
0.382 |
1,199.1 |
|
LOW |
1,196.2 |
|
0.618 |
1,191.5 |
|
1.000 |
1,188.6 |
|
1.618 |
1,183.9 |
|
2.618 |
1,176.3 |
|
4.250 |
1,163.9 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,200.0 |
1,204.5 |
| PP |
1,199.9 |
1,202.9 |
| S1 |
1,199.9 |
1,201.4 |
|