| 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 |
2,892.50 |
2,909.50 |
17.00 |
0.6% |
2,877.50 |
| High |
2,912.00 |
2,917.25 |
5.25 |
0.2% |
2,917.25 |
| Low |
2,889.75 |
2,902.00 |
12.25 |
0.4% |
2,872.25 |
| Close |
2,910.25 |
2,911.50 |
1.25 |
0.0% |
2,911.50 |
| Range |
22.25 |
15.25 |
-7.00 |
-31.5% |
45.00 |
| ATR |
21.12 |
20.70 |
-0.42 |
-2.0% |
0.00 |
| Volume |
712,160 |
1,363,971 |
651,811 |
91.5% |
2,417,391 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,956.00 |
2,949.00 |
2,920.00 |
|
| R3 |
2,940.75 |
2,933.75 |
2,915.75 |
|
| R2 |
2,925.50 |
2,925.50 |
2,914.25 |
|
| R1 |
2,918.50 |
2,918.50 |
2,913.00 |
2,922.00 |
| PP |
2,910.25 |
2,910.25 |
2,910.25 |
2,912.00 |
| S1 |
2,903.25 |
2,903.25 |
2,910.00 |
2,906.75 |
| S2 |
2,895.00 |
2,895.00 |
2,908.75 |
|
| S3 |
2,879.75 |
2,888.00 |
2,907.25 |
|
| S4 |
2,864.50 |
2,872.75 |
2,903.00 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,035.25 |
3,018.50 |
2,936.25 |
|
| R3 |
2,990.25 |
2,973.50 |
2,924.00 |
|
| R2 |
2,945.25 |
2,945.25 |
2,919.75 |
|
| R1 |
2,928.50 |
2,928.50 |
2,915.50 |
2,937.00 |
| PP |
2,900.25 |
2,900.25 |
2,900.25 |
2,904.50 |
| S1 |
2,883.50 |
2,883.50 |
2,907.50 |
2,892.00 |
| S2 |
2,855.25 |
2,855.25 |
2,903.25 |
|
| S3 |
2,810.25 |
2,838.50 |
2,899.00 |
|
| S4 |
2,765.25 |
2,793.50 |
2,886.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,917.25 |
2,872.25 |
45.00 |
1.5% |
18.75 |
0.6% |
87% |
True |
False |
483,478 |
| 10 |
2,917.25 |
2,869.50 |
47.75 |
1.6% |
20.50 |
0.7% |
88% |
True |
False |
255,464 |
| 20 |
2,921.75 |
2,839.25 |
82.50 |
2.8% |
19.50 |
0.7% |
88% |
False |
False |
130,794 |
| 40 |
2,921.75 |
2,795.50 |
126.25 |
4.3% |
21.25 |
0.7% |
92% |
False |
False |
66,905 |
| 60 |
2,921.75 |
2,696.75 |
225.00 |
7.7% |
23.00 |
0.8% |
95% |
False |
False |
45,571 |
| 80 |
2,921.75 |
2,683.00 |
238.75 |
8.2% |
23.75 |
0.8% |
96% |
False |
False |
34,521 |
| 100 |
2,921.75 |
2,599.50 |
322.25 |
11.1% |
24.50 |
0.8% |
97% |
False |
False |
27,775 |
| 120 |
2,921.75 |
2,561.75 |
360.00 |
12.4% |
28.00 |
1.0% |
97% |
False |
False |
23,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,982.00 |
|
2.618 |
2,957.25 |
|
1.618 |
2,942.00 |
|
1.000 |
2,932.50 |
|
0.618 |
2,926.75 |
|
HIGH |
2,917.25 |
|
0.618 |
2,911.50 |
|
0.500 |
2,909.50 |
|
0.382 |
2,907.75 |
|
LOW |
2,902.00 |
|
0.618 |
2,892.50 |
|
1.000 |
2,886.75 |
|
1.618 |
2,877.25 |
|
2.618 |
2,862.00 |
|
4.250 |
2,837.25 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,911.00 |
2,908.00 |
| PP |
2,910.25 |
2,904.50 |
| S1 |
2,909.50 |
2,901.00 |
|