| 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 |
11,922.5 |
11,997.0 |
74.5 |
0.6% |
12,349.5 |
| High |
12,017.0 |
11,998.5 |
-18.5 |
-0.2% |
12,381.5 |
| Low |
11,914.5 |
11,846.0 |
-68.5 |
-0.6% |
11,872.5 |
| Close |
11,976.0 |
11,948.5 |
-27.5 |
-0.2% |
11,932.0 |
| Range |
102.5 |
152.5 |
50.0 |
48.8% |
509.0 |
| ATR |
133.5 |
134.9 |
1.4 |
1.0% |
0.0 |
| Volume |
1,976 |
5,965 |
3,989 |
201.9% |
5,616 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,388.5 |
12,321.0 |
12,032.4 |
|
| R3 |
12,236.0 |
12,168.5 |
11,990.4 |
|
| R2 |
12,083.5 |
12,083.5 |
11,976.5 |
|
| R1 |
12,016.0 |
12,016.0 |
11,962.5 |
11,973.5 |
| PP |
11,931.0 |
11,931.0 |
11,931.0 |
11,909.8 |
| S1 |
11,863.5 |
11,863.5 |
11,934.5 |
11,821.0 |
| S2 |
11,778.5 |
11,778.5 |
11,920.5 |
|
| S3 |
11,626.0 |
11,711.0 |
11,906.6 |
|
| S4 |
11,473.5 |
11,558.5 |
11,864.6 |
|
|
| 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 |
12,155.0 |
11,846.0 |
309.0 |
2.6% |
125.8 |
1.1% |
33% |
False |
True |
2,545 |
| 10 |
12,565.0 |
11,846.0 |
719.0 |
6.0% |
126.8 |
1.1% |
14% |
False |
True |
1,442 |
| 20 |
12,565.0 |
11,846.0 |
719.0 |
6.0% |
122.6 |
1.0% |
14% |
False |
True |
768 |
| 40 |
12,854.5 |
11,846.0 |
1,008.5 |
8.4% |
117.3 |
1.0% |
10% |
False |
True |
425 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.4% |
121.1 |
1.0% |
10% |
False |
True |
313 |
| 80 |
13,164.0 |
11,846.0 |
1,318.0 |
11.0% |
116.7 |
1.0% |
8% |
False |
True |
255 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
11.0% |
104.7 |
0.9% |
8% |
False |
True |
227 |
| 120 |
13,164.0 |
11,732.0 |
1,432.0 |
12.0% |
93.9 |
0.8% |
15% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,646.6 |
|
2.618 |
12,397.7 |
|
1.618 |
12,245.2 |
|
1.000 |
12,151.0 |
|
0.618 |
12,092.7 |
|
HIGH |
11,998.5 |
|
0.618 |
11,940.2 |
|
0.500 |
11,922.3 |
|
0.382 |
11,904.3 |
|
LOW |
11,846.0 |
|
0.618 |
11,751.8 |
|
1.000 |
11,693.5 |
|
1.618 |
11,599.3 |
|
2.618 |
11,446.8 |
|
4.250 |
11,197.9 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,939.8 |
11,942.8 |
| PP |
11,931.0 |
11,937.2 |
| S1 |
11,922.3 |
11,931.5 |
|