| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,200.7 |
1,200.4 |
-0.3 |
0.0% |
1,206.3 |
| High |
1,203.8 |
1,204.8 |
1.0 |
0.1% |
1,212.7 |
| Low |
1,196.2 |
1,192.7 |
-3.5 |
-0.3% |
1,195.1 |
| Close |
1,199.8 |
1,202.2 |
2.4 |
0.2% |
1,200.4 |
| Range |
7.6 |
12.1 |
4.5 |
59.2% |
17.6 |
| ATR |
12.1 |
12.1 |
0.0 |
0.0% |
0.0 |
| Volume |
213,402 |
263,070 |
49,668 |
23.3% |
1,202,885 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,236.2 |
1,231.3 |
1,208.9 |
|
| R3 |
1,224.1 |
1,219.2 |
1,205.5 |
|
| R2 |
1,212.0 |
1,212.0 |
1,204.4 |
|
| R1 |
1,207.1 |
1,207.1 |
1,203.3 |
1,209.6 |
| PP |
1,199.9 |
1,199.9 |
1,199.9 |
1,201.1 |
| S1 |
1,195.0 |
1,195.0 |
1,201.1 |
1,197.5 |
| S2 |
1,187.8 |
1,187.8 |
1,200.0 |
|
| S3 |
1,175.7 |
1,182.9 |
1,198.9 |
|
| S4 |
1,163.6 |
1,170.8 |
1,195.5 |
|
|
| 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 |
1,192.7 |
20.0 |
1.7% |
10.0 |
0.8% |
48% |
False |
True |
251,577 |
| 10 |
1,220.7 |
1,192.7 |
28.0 |
2.3% |
10.9 |
0.9% |
34% |
False |
True |
274,760 |
| 20 |
1,220.7 |
1,167.1 |
53.6 |
4.5% |
12.5 |
1.0% |
65% |
False |
False |
268,999 |
| 40 |
1,255.7 |
1,167.1 |
88.6 |
7.4% |
12.6 |
1.1% |
40% |
False |
False |
221,010 |
| 60 |
1,298.5 |
1,167.1 |
131.4 |
10.9% |
11.8 |
1.0% |
27% |
False |
False |
153,514 |
| 80 |
1,325.4 |
1,167.1 |
158.3 |
13.2% |
11.5 |
1.0% |
22% |
False |
False |
116,859 |
| 100 |
1,366.7 |
1,167.1 |
199.6 |
16.6% |
11.5 |
1.0% |
18% |
False |
False |
94,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,256.2 |
|
2.618 |
1,236.5 |
|
1.618 |
1,224.4 |
|
1.000 |
1,216.9 |
|
0.618 |
1,212.3 |
|
HIGH |
1,204.8 |
|
0.618 |
1,200.2 |
|
0.500 |
1,198.8 |
|
0.382 |
1,197.3 |
|
LOW |
1,192.7 |
|
0.618 |
1,185.2 |
|
1.000 |
1,180.6 |
|
1.618 |
1,173.1 |
|
2.618 |
1,161.0 |
|
4.250 |
1,141.3 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,201.1 |
1,201.8 |
| PP |
1,199.9 |
1,201.3 |
| S1 |
1,198.8 |
1,200.9 |
|