| 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 |
2,884.75 |
2,895.25 |
10.50 |
0.4% |
2,910.75 |
| High |
2,897.75 |
2,900.25 |
2.50 |
0.1% |
2,916.75 |
| Low |
2,872.25 |
2,884.50 |
12.25 |
0.4% |
2,869.50 |
| Close |
2,894.50 |
2,893.50 |
-1.00 |
0.0% |
2,879.25 |
| Range |
25.50 |
15.75 |
-9.75 |
-38.2% |
47.25 |
| ATR |
21.43 |
21.03 |
-0.41 |
-1.9% |
0.00 |
| Volume |
101,671 |
193,206 |
91,535 |
90.0% |
122,397 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.00 |
2,932.50 |
2,902.25 |
|
| R3 |
2,924.25 |
2,916.75 |
2,897.75 |
|
| R2 |
2,908.50 |
2,908.50 |
2,896.50 |
|
| R1 |
2,901.00 |
2,901.00 |
2,895.00 |
2,897.00 |
| PP |
2,892.75 |
2,892.75 |
2,892.75 |
2,890.75 |
| S1 |
2,885.25 |
2,885.25 |
2,892.00 |
2,881.00 |
| S2 |
2,877.00 |
2,877.00 |
2,890.50 |
|
| S3 |
2,861.25 |
2,869.50 |
2,889.25 |
|
| S4 |
2,845.50 |
2,853.75 |
2,884.75 |
|
|
| 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 |
2,900.25 |
2,869.50 |
30.75 |
1.1% |
20.50 |
0.7% |
78% |
True |
False |
84,536 |
| 10 |
2,921.75 |
2,869.50 |
52.25 |
1.8% |
20.75 |
0.7% |
46% |
False |
False |
49,808 |
| 20 |
2,921.75 |
2,807.00 |
114.75 |
4.0% |
21.25 |
0.7% |
75% |
False |
False |
27,589 |
| 40 |
2,921.75 |
2,795.50 |
126.25 |
4.4% |
21.00 |
0.7% |
78% |
False |
False |
15,078 |
| 60 |
2,921.75 |
2,696.75 |
225.00 |
7.8% |
23.50 |
0.8% |
87% |
False |
False |
11,064 |
| 80 |
2,921.75 |
2,683.00 |
238.75 |
8.3% |
23.75 |
0.8% |
88% |
False |
False |
8,583 |
| 100 |
2,921.75 |
2,599.50 |
322.25 |
11.1% |
25.00 |
0.9% |
91% |
False |
False |
7,024 |
| 120 |
2,921.75 |
2,561.75 |
360.00 |
12.4% |
29.00 |
1.0% |
92% |
False |
False |
6,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,967.25 |
|
2.618 |
2,941.50 |
|
1.618 |
2,925.75 |
|
1.000 |
2,916.00 |
|
0.618 |
2,910.00 |
|
HIGH |
2,900.25 |
|
0.618 |
2,894.25 |
|
0.500 |
2,892.50 |
|
0.382 |
2,890.50 |
|
LOW |
2,884.50 |
|
0.618 |
2,874.75 |
|
1.000 |
2,868.75 |
|
1.618 |
2,859.00 |
|
2.618 |
2,843.25 |
|
4.250 |
2,817.50 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,893.00 |
2,891.00 |
| PP |
2,892.75 |
2,888.75 |
| S1 |
2,892.50 |
2,886.25 |
|