| 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 |
11,922.0 |
11,922.5 |
0.5 |
0.0% |
12,349.5 |
| High |
11,961.5 |
12,017.0 |
55.5 |
0.5% |
12,381.5 |
| Low |
11,872.5 |
11,914.5 |
42.0 |
0.4% |
11,872.5 |
| Close |
11,932.0 |
11,976.0 |
44.0 |
0.4% |
11,932.0 |
| Range |
89.0 |
102.5 |
13.5 |
15.2% |
509.0 |
| ATR |
135.9 |
133.5 |
-2.4 |
-1.8% |
0.0 |
| Volume |
959 |
1,976 |
1,017 |
106.0% |
5,616 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,276.7 |
12,228.8 |
12,032.4 |
|
| R3 |
12,174.2 |
12,126.3 |
12,004.2 |
|
| R2 |
12,071.7 |
12,071.7 |
11,994.8 |
|
| R1 |
12,023.8 |
12,023.8 |
11,985.4 |
12,047.8 |
| PP |
11,969.2 |
11,969.2 |
11,969.2 |
11,981.1 |
| S1 |
11,921.3 |
11,921.3 |
11,966.6 |
11,945.3 |
| S2 |
11,866.7 |
11,866.7 |
11,957.2 |
|
| S3 |
11,764.2 |
11,818.8 |
11,947.8 |
|
| S4 |
11,661.7 |
11,716.3 |
11,919.6 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,589.0 |
13,269.5 |
12,212.0 |
|
| R3 |
13,080.0 |
12,760.5 |
12,072.0 |
|
| R2 |
12,571.0 |
12,571.0 |
12,025.3 |
|
| R1 |
12,251.5 |
12,251.5 |
11,978.7 |
12,156.8 |
| PP |
12,062.0 |
12,062.0 |
12,062.0 |
12,014.6 |
| S1 |
11,742.5 |
11,742.5 |
11,885.3 |
11,647.8 |
| S2 |
11,553.0 |
11,553.0 |
11,838.7 |
|
| S3 |
11,044.0 |
11,233.5 |
11,792.0 |
|
| S4 |
10,535.0 |
10,724.5 |
11,652.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,381.5 |
11,872.5 |
509.0 |
4.3% |
142.5 |
1.2% |
20% |
False |
False |
1,518 |
| 10 |
12,565.0 |
11,872.5 |
692.5 |
5.8% |
123.8 |
1.0% |
15% |
False |
False |
854 |
| 20 |
12,565.0 |
11,872.5 |
692.5 |
5.8% |
118.0 |
1.0% |
15% |
False |
False |
474 |
| 40 |
12,854.5 |
11,872.5 |
982.0 |
8.2% |
114.9 |
1.0% |
11% |
False |
False |
280 |
| 60 |
12,921.5 |
11,872.5 |
1,049.0 |
8.8% |
121.4 |
1.0% |
10% |
False |
False |
216 |
| 80 |
13,164.0 |
11,872.5 |
1,291.5 |
10.8% |
115.2 |
1.0% |
8% |
False |
False |
184 |
| 100 |
13,164.0 |
11,872.5 |
1,291.5 |
10.8% |
103.2 |
0.9% |
8% |
False |
False |
168 |
| 120 |
13,164.0 |
11,732.0 |
1,432.0 |
12.0% |
92.6 |
0.8% |
17% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,452.6 |
|
2.618 |
12,285.3 |
|
1.618 |
12,182.8 |
|
1.000 |
12,119.5 |
|
0.618 |
12,080.3 |
|
HIGH |
12,017.0 |
|
0.618 |
11,977.8 |
|
0.500 |
11,965.8 |
|
0.382 |
11,953.7 |
|
LOW |
11,914.5 |
|
0.618 |
11,851.2 |
|
1.000 |
11,812.0 |
|
1.618 |
11,748.7 |
|
2.618 |
11,646.2 |
|
4.250 |
11,478.9 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,972.6 |
11,974.3 |
| PP |
11,969.2 |
11,972.7 |
| S1 |
11,965.8 |
11,971.0 |
|