| 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 |
2,877.50 |
2,884.75 |
7.25 |
0.3% |
2,910.75 |
| High |
2,893.00 |
2,897.75 |
4.75 |
0.2% |
2,916.75 |
| Low |
2,877.50 |
2,872.25 |
-5.25 |
-0.2% |
2,869.50 |
| Close |
2,885.00 |
2,894.50 |
9.50 |
0.3% |
2,879.25 |
| Range |
15.50 |
25.50 |
10.00 |
64.5% |
47.25 |
| ATR |
21.12 |
21.43 |
0.31 |
1.5% |
0.00 |
| Volume |
46,383 |
101,671 |
55,288 |
119.2% |
122,397 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,964.75 |
2,955.00 |
2,908.50 |
|
| R3 |
2,939.25 |
2,929.50 |
2,901.50 |
|
| R2 |
2,913.75 |
2,913.75 |
2,899.25 |
|
| R1 |
2,904.00 |
2,904.00 |
2,896.75 |
2,909.00 |
| PP |
2,888.25 |
2,888.25 |
2,888.25 |
2,890.50 |
| S1 |
2,878.50 |
2,878.50 |
2,892.25 |
2,883.50 |
| S2 |
2,862.75 |
2,862.75 |
2,889.75 |
|
| S3 |
2,837.25 |
2,853.00 |
2,887.50 |
|
| S4 |
2,811.75 |
2,827.50 |
2,880.50 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,030.25 |
3,002.00 |
2,905.25 |
|
| R3 |
2,983.00 |
2,954.75 |
2,892.25 |
|
| R2 |
2,935.75 |
2,935.75 |
2,888.00 |
|
| R1 |
2,907.50 |
2,907.50 |
2,883.50 |
2,898.00 |
| PP |
2,888.50 |
2,888.50 |
2,888.50 |
2,883.75 |
| S1 |
2,860.25 |
2,860.25 |
2,875.00 |
2,850.75 |
| S2 |
2,841.25 |
2,841.25 |
2,870.50 |
|
| S3 |
2,794.00 |
2,813.00 |
2,866.25 |
|
| S4 |
2,746.75 |
2,765.75 |
2,853.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,905.00 |
2,869.50 |
35.50 |
1.2% |
22.00 |
0.8% |
70% |
False |
False |
50,762 |
| 10 |
2,921.75 |
2,869.50 |
52.25 |
1.8% |
20.50 |
0.7% |
48% |
False |
False |
30,870 |
| 20 |
2,921.75 |
2,807.00 |
114.75 |
4.0% |
21.50 |
0.7% |
76% |
False |
False |
18,128 |
| 40 |
2,921.75 |
2,793.50 |
128.25 |
4.4% |
21.25 |
0.7% |
79% |
False |
False |
10,295 |
| 60 |
2,921.75 |
2,696.75 |
225.00 |
7.8% |
23.75 |
0.8% |
88% |
False |
False |
7,867 |
| 80 |
2,921.75 |
2,683.00 |
238.75 |
8.2% |
23.75 |
0.8% |
89% |
False |
False |
6,177 |
| 100 |
2,921.75 |
2,599.50 |
322.25 |
11.1% |
25.25 |
0.9% |
92% |
False |
False |
5,096 |
| 120 |
2,921.75 |
2,561.75 |
360.00 |
12.4% |
29.50 |
1.0% |
92% |
False |
False |
4,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,006.00 |
|
2.618 |
2,964.50 |
|
1.618 |
2,939.00 |
|
1.000 |
2,923.25 |
|
0.618 |
2,913.50 |
|
HIGH |
2,897.75 |
|
0.618 |
2,888.00 |
|
0.500 |
2,885.00 |
|
0.382 |
2,882.00 |
|
LOW |
2,872.25 |
|
0.618 |
2,856.50 |
|
1.000 |
2,846.75 |
|
1.618 |
2,831.00 |
|
2.618 |
2,805.50 |
|
4.250 |
2,764.00 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,891.25 |
2,891.00 |
| PP |
2,888.25 |
2,887.25 |
| S1 |
2,885.00 |
2,883.50 |
|