| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
12,068.5 |
12,059.0 |
-9.5 |
-0.1% |
11,922.5 |
| High |
12,118.5 |
12,108.5 |
-10.0 |
-0.1% |
12,118.5 |
| Low |
12,060.0 |
12,024.0 |
-36.0 |
-0.3% |
11,846.0 |
| Close |
12,115.5 |
12,084.5 |
-31.0 |
-0.3% |
12,115.5 |
| Range |
58.5 |
84.5 |
26.0 |
44.4% |
272.5 |
| ATR |
127.2 |
124.6 |
-2.5 |
-2.0% |
0.0 |
| Volume |
31,719 |
52,510 |
20,791 |
65.5% |
54,153 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,325.8 |
12,289.7 |
12,131.0 |
|
| R3 |
12,241.3 |
12,205.2 |
12,107.7 |
|
| R2 |
12,156.8 |
12,156.8 |
12,100.0 |
|
| R1 |
12,120.7 |
12,120.7 |
12,092.2 |
12,138.8 |
| PP |
12,072.3 |
12,072.3 |
12,072.3 |
12,081.4 |
| S1 |
12,036.2 |
12,036.2 |
12,076.8 |
12,054.3 |
| S2 |
11,987.8 |
11,987.8 |
12,069.0 |
|
| S3 |
11,903.3 |
11,951.7 |
12,061.3 |
|
| S4 |
11,818.8 |
11,867.2 |
12,038.0 |
|
|
| 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 |
2.3% |
101.5 |
0.8% |
88% |
False |
False |
20,937 |
| 10 |
12,381.5 |
11,846.0 |
535.5 |
4.4% |
122.0 |
1.0% |
45% |
False |
False |
11,227 |
| 20 |
12,565.0 |
11,846.0 |
719.0 |
5.9% |
109.8 |
0.9% |
33% |
False |
False |
5,678 |
| 40 |
12,854.5 |
11,846.0 |
1,008.5 |
8.3% |
114.4 |
0.9% |
24% |
False |
False |
2,880 |
| 60 |
12,854.5 |
11,846.0 |
1,008.5 |
8.3% |
118.1 |
1.0% |
24% |
False |
False |
1,951 |
| 80 |
13,148.5 |
11,846.0 |
1,302.5 |
10.8% |
115.1 |
1.0% |
18% |
False |
False |
1,488 |
| 100 |
13,164.0 |
11,846.0 |
1,318.0 |
10.9% |
106.8 |
0.9% |
18% |
False |
False |
1,213 |
| 120 |
13,164.0 |
11,767.0 |
1,397.0 |
11.6% |
94.3 |
0.8% |
23% |
False |
False |
1,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,467.6 |
|
2.618 |
12,329.7 |
|
1.618 |
12,245.2 |
|
1.000 |
12,193.0 |
|
0.618 |
12,160.7 |
|
HIGH |
12,108.5 |
|
0.618 |
12,076.2 |
|
0.500 |
12,066.3 |
|
0.382 |
12,056.3 |
|
LOW |
12,024.0 |
|
0.618 |
11,971.8 |
|
1.000 |
11,939.5 |
|
1.618 |
11,887.3 |
|
2.618 |
11,802.8 |
|
4.250 |
11,664.9 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,078.4 |
12,074.5 |
| PP |
12,072.3 |
12,064.5 |
| S1 |
12,066.3 |
12,054.5 |
|