| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
11,980.5 |
11,993.0 |
12.5 |
0.1% |
12,349.5 |
| High |
12,028.5 |
12,113.0 |
84.5 |
0.7% |
12,381.5 |
| Low |
11,939.0 |
11,990.5 |
51.5 |
0.4% |
11,872.5 |
| Close |
12,025.0 |
12,041.0 |
16.0 |
0.1% |
11,932.0 |
| Range |
89.5 |
122.5 |
33.0 |
36.9% |
509.0 |
| ATR |
131.7 |
131.0 |
-0.7 |
-0.5% |
0.0 |
| Volume |
5,167 |
9,326 |
4,159 |
80.5% |
5,616 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,415.7 |
12,350.8 |
12,108.4 |
|
| R3 |
12,293.2 |
12,228.3 |
12,074.7 |
|
| R2 |
12,170.7 |
12,170.7 |
12,063.5 |
|
| R1 |
12,105.8 |
12,105.8 |
12,052.2 |
12,138.3 |
| PP |
12,048.2 |
12,048.2 |
12,048.2 |
12,064.4 |
| S1 |
11,983.3 |
11,983.3 |
12,029.8 |
12,015.8 |
| S2 |
11,925.7 |
11,925.7 |
12,018.5 |
|
| S3 |
11,803.2 |
11,860.8 |
12,007.3 |
|
| S4 |
11,680.7 |
11,738.3 |
11,973.6 |
|
|
| 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 |
12,113.0 |
11,846.0 |
267.0 |
2.2% |
111.2 |
0.9% |
73% |
True |
False |
4,678 |
| 10 |
12,510.0 |
11,846.0 |
664.0 |
5.5% |
135.3 |
1.1% |
29% |
False |
False |
2,855 |
| 20 |
12,565.0 |
11,846.0 |
719.0 |
6.0% |
112.0 |
0.9% |
27% |
False |
False |
1,473 |
| 40 |
12,854.5 |
11,846.0 |
1,008.5 |
8.4% |
116.9 |
1.0% |
19% |
False |
False |
782 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.4% |
121.5 |
1.0% |
19% |
False |
False |
551 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.8% |
116.6 |
1.0% |
15% |
False |
False |
435 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.9% |
106.7 |
0.9% |
15% |
False |
False |
371 |
| 120 |
13,164.0 |
11,732.0 |
1,432.0 |
11.9% |
94.5 |
0.8% |
22% |
False |
False |
313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,633.6 |
|
2.618 |
12,433.7 |
|
1.618 |
12,311.2 |
|
1.000 |
12,235.5 |
|
0.618 |
12,188.7 |
|
HIGH |
12,113.0 |
|
0.618 |
12,066.2 |
|
0.500 |
12,051.8 |
|
0.382 |
12,037.3 |
|
LOW |
11,990.5 |
|
0.618 |
11,914.8 |
|
1.000 |
11,868.0 |
|
1.618 |
11,792.3 |
|
2.618 |
11,669.8 |
|
4.250 |
11,469.9 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,051.8 |
12,020.5 |
| PP |
12,048.2 |
12,000.0 |
| S1 |
12,044.6 |
11,979.5 |
|