| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
11,993.0 |
12,068.5 |
75.5 |
0.6% |
11,922.5 |
| High |
12,113.0 |
12,118.5 |
5.5 |
0.0% |
12,118.5 |
| Low |
11,990.5 |
12,060.0 |
69.5 |
0.6% |
11,846.0 |
| Close |
12,041.0 |
12,115.5 |
74.5 |
0.6% |
12,115.5 |
| Range |
122.5 |
58.5 |
-64.0 |
-52.2% |
272.5 |
| ATR |
131.0 |
127.2 |
-3.8 |
-2.9% |
0.0 |
| Volume |
9,326 |
31,719 |
22,393 |
240.1% |
54,153 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,273.5 |
12,253.0 |
12,147.7 |
|
| R3 |
12,215.0 |
12,194.5 |
12,131.6 |
|
| R2 |
12,156.5 |
12,156.5 |
12,126.2 |
|
| R1 |
12,136.0 |
12,136.0 |
12,120.9 |
12,146.3 |
| PP |
12,098.0 |
12,098.0 |
12,098.0 |
12,103.1 |
| S1 |
12,077.5 |
12,077.5 |
12,110.1 |
12,087.8 |
| S2 |
12,039.5 |
12,039.5 |
12,104.8 |
|
| S3 |
11,981.0 |
12,019.0 |
12,099.4 |
|
| S4 |
11,922.5 |
11,960.5 |
12,083.3 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,844.2 |
12,752.3 |
12,265.4 |
|
| R3 |
12,571.7 |
12,479.8 |
12,190.4 |
|
| R2 |
12,299.2 |
12,299.2 |
12,165.5 |
|
| R1 |
12,207.3 |
12,207.3 |
12,140.5 |
12,253.3 |
| PP |
12,026.7 |
12,026.7 |
12,026.7 |
12,049.6 |
| S1 |
11,934.8 |
11,934.8 |
12,090.5 |
11,980.8 |
| S2 |
11,754.2 |
11,754.2 |
12,065.5 |
|
| S3 |
11,481.7 |
11,662.3 |
12,040.6 |
|
| S4 |
11,209.2 |
11,389.8 |
11,965.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,118.5 |
11,846.0 |
272.5 |
2.2% |
105.1 |
0.9% |
99% |
True |
False |
10,830 |
| 10 |
12,445.5 |
11,846.0 |
599.5 |
4.9% |
128.4 |
1.1% |
45% |
False |
False |
6,009 |
| 20 |
12,565.0 |
11,846.0 |
719.0 |
5.9% |
110.9 |
0.9% |
37% |
False |
False |
3,055 |
| 40 |
12,854.5 |
11,846.0 |
1,008.5 |
8.3% |
116.0 |
1.0% |
27% |
False |
False |
1,568 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.3% |
118.4 |
1.0% |
27% |
False |
False |
1,077 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.8% |
115.4 |
1.0% |
21% |
False |
False |
831 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.9% |
106.0 |
0.9% |
20% |
False |
False |
688 |
| 120 |
13,164.0 |
11,732.0 |
1,432.0 |
11.8% |
95.0 |
0.8% |
27% |
False |
False |
577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,367.1 |
|
2.618 |
12,271.7 |
|
1.618 |
12,213.2 |
|
1.000 |
12,177.0 |
|
0.618 |
12,154.7 |
|
HIGH |
12,118.5 |
|
0.618 |
12,096.2 |
|
0.500 |
12,089.3 |
|
0.382 |
12,082.3 |
|
LOW |
12,060.0 |
|
0.618 |
12,023.8 |
|
1.000 |
12,001.5 |
|
1.618 |
11,965.3 |
|
2.618 |
11,906.8 |
|
4.250 |
11,811.4 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,106.8 |
12,086.6 |
| PP |
12,098.0 |
12,057.7 |
| S1 |
12,089.3 |
12,028.8 |
|