| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,200.4 |
1,203.5 |
3.1 |
0.3% |
1,206.3 |
| High |
1,204.8 |
1,213.9 |
9.1 |
0.8% |
1,212.7 |
| Low |
1,192.7 |
1,197.6 |
4.9 |
0.4% |
1,195.1 |
| Close |
1,202.2 |
1,210.9 |
8.7 |
0.7% |
1,200.4 |
| Range |
12.1 |
16.3 |
4.2 |
34.7% |
17.6 |
| ATR |
12.1 |
12.4 |
0.3 |
2.5% |
0.0 |
| Volume |
263,070 |
304,315 |
41,245 |
15.7% |
1,202,885 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.4 |
1,249.9 |
1,219.9 |
|
| R3 |
1,240.1 |
1,233.6 |
1,215.4 |
|
| R2 |
1,223.8 |
1,223.8 |
1,213.9 |
|
| R1 |
1,217.3 |
1,217.3 |
1,212.4 |
1,220.6 |
| PP |
1,207.5 |
1,207.5 |
1,207.5 |
1,209.1 |
| S1 |
1,201.0 |
1,201.0 |
1,209.4 |
1,204.3 |
| S2 |
1,191.2 |
1,191.2 |
1,207.9 |
|
| S3 |
1,174.9 |
1,184.7 |
1,206.4 |
|
| S4 |
1,158.6 |
1,168.4 |
1,201.9 |
|
|
| 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 |
1,213.9 |
1,192.7 |
21.2 |
1.8% |
11.7 |
1.0% |
86% |
True |
False |
270,528 |
| 10 |
1,214.9 |
1,192.7 |
22.2 |
1.8% |
11.1 |
0.9% |
82% |
False |
False |
277,874 |
| 20 |
1,220.7 |
1,167.1 |
53.6 |
4.4% |
12.9 |
1.1% |
82% |
False |
False |
272,088 |
| 40 |
1,244.7 |
1,167.1 |
77.6 |
6.4% |
12.6 |
1.0% |
56% |
False |
False |
227,879 |
| 60 |
1,298.5 |
1,167.1 |
131.4 |
10.9% |
12.0 |
1.0% |
33% |
False |
False |
158,528 |
| 80 |
1,325.4 |
1,167.1 |
158.3 |
13.1% |
11.7 |
1.0% |
28% |
False |
False |
120,607 |
| 100 |
1,356.0 |
1,167.1 |
188.9 |
15.6% |
11.6 |
1.0% |
23% |
False |
False |
97,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,283.2 |
|
2.618 |
1,256.6 |
|
1.618 |
1,240.3 |
|
1.000 |
1,230.2 |
|
0.618 |
1,224.0 |
|
HIGH |
1,213.9 |
|
0.618 |
1,207.7 |
|
0.500 |
1,205.8 |
|
0.382 |
1,203.8 |
|
LOW |
1,197.6 |
|
0.618 |
1,187.5 |
|
1.000 |
1,181.3 |
|
1.618 |
1,171.2 |
|
2.618 |
1,154.9 |
|
4.250 |
1,128.3 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,209.2 |
1,208.4 |
| PP |
1,207.5 |
1,205.8 |
| S1 |
1,205.8 |
1,203.3 |
|