| 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 |
11,997.0 |
11,980.5 |
-16.5 |
-0.1% |
12,349.5 |
| High |
11,998.5 |
12,028.5 |
30.0 |
0.3% |
12,381.5 |
| Low |
11,846.0 |
11,939.0 |
93.0 |
0.8% |
11,872.5 |
| Close |
11,948.5 |
12,025.0 |
76.5 |
0.6% |
11,932.0 |
| Range |
152.5 |
89.5 |
-63.0 |
-41.3% |
509.0 |
| ATR |
134.9 |
131.7 |
-3.2 |
-2.4% |
0.0 |
| Volume |
5,965 |
5,167 |
-798 |
-13.4% |
5,616 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,266.0 |
12,235.0 |
12,074.2 |
|
| R3 |
12,176.5 |
12,145.5 |
12,049.6 |
|
| R2 |
12,087.0 |
12,087.0 |
12,041.4 |
|
| R1 |
12,056.0 |
12,056.0 |
12,033.2 |
12,071.5 |
| PP |
11,997.5 |
11,997.5 |
11,997.5 |
12,005.3 |
| S1 |
11,966.5 |
11,966.5 |
12,016.8 |
11,982.0 |
| S2 |
11,908.0 |
11,908.0 |
12,008.6 |
|
| S3 |
11,818.5 |
11,877.0 |
12,000.4 |
|
| S4 |
11,729.0 |
11,787.5 |
11,975.8 |
|
|
| 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 |
12,069.5 |
11,846.0 |
223.5 |
1.9% |
116.7 |
1.0% |
80% |
False |
False |
3,187 |
| 10 |
12,555.0 |
11,846.0 |
709.0 |
5.9% |
130.1 |
1.1% |
25% |
False |
False |
1,940 |
| 20 |
12,565.0 |
11,846.0 |
719.0 |
6.0% |
119.5 |
1.0% |
25% |
False |
False |
1,018 |
| 40 |
12,854.5 |
11,846.0 |
1,008.5 |
8.4% |
114.9 |
1.0% |
18% |
False |
False |
552 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.4% |
120.7 |
1.0% |
18% |
False |
False |
398 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.8% |
116.9 |
1.0% |
14% |
False |
False |
320 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
11.0% |
105.5 |
0.9% |
14% |
False |
False |
279 |
| 120 |
13,164.0 |
11,732.0 |
1,432.0 |
11.9% |
94.4 |
0.8% |
20% |
False |
False |
235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,408.9 |
|
2.618 |
12,262.8 |
|
1.618 |
12,173.3 |
|
1.000 |
12,118.0 |
|
0.618 |
12,083.8 |
|
HIGH |
12,028.5 |
|
0.618 |
11,994.3 |
|
0.500 |
11,983.8 |
|
0.382 |
11,973.2 |
|
LOW |
11,939.0 |
|
0.618 |
11,883.7 |
|
1.000 |
11,849.5 |
|
1.618 |
11,794.2 |
|
2.618 |
11,704.7 |
|
4.250 |
11,558.6 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,011.3 |
11,995.8 |
| PP |
11,997.5 |
11,966.5 |
| S1 |
11,983.8 |
11,937.3 |
|