| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
7,543.25 |
7,510.25 |
-33.00 |
-0.4% |
7,697.25 |
| High |
7,568.00 |
7,611.25 |
43.25 |
0.6% |
7,720.50 |
| Low |
7,452.00 |
7,496.75 |
44.75 |
0.6% |
7,420.50 |
| Close |
7,513.75 |
7,593.00 |
79.25 |
1.1% |
7,465.75 |
| Range |
116.00 |
114.50 |
-1.50 |
-1.3% |
300.00 |
| ATR |
92.43 |
94.01 |
1.58 |
1.7% |
0.00 |
| Volume |
25,451 |
77,043 |
51,592 |
202.7% |
15,253 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,910.50 |
7,866.25 |
7,656.00 |
|
| R3 |
7,796.00 |
7,751.75 |
7,624.50 |
|
| R2 |
7,681.50 |
7,681.50 |
7,614.00 |
|
| R1 |
7,637.25 |
7,637.25 |
7,603.50 |
7,659.50 |
| PP |
7,567.00 |
7,567.00 |
7,567.00 |
7,578.00 |
| S1 |
7,522.75 |
7,522.75 |
7,582.50 |
7,545.00 |
| S2 |
7,452.50 |
7,452.50 |
7,572.00 |
|
| S3 |
7,338.00 |
7,408.25 |
7,561.50 |
|
| S4 |
7,223.50 |
7,293.75 |
7,530.00 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,435.50 |
8,250.75 |
7,630.75 |
|
| R3 |
8,135.50 |
7,950.75 |
7,548.25 |
|
| R2 |
7,835.50 |
7,835.50 |
7,520.75 |
|
| R1 |
7,650.75 |
7,650.75 |
7,493.25 |
7,593.00 |
| PP |
7,535.50 |
7,535.50 |
7,535.50 |
7,506.75 |
| S1 |
7,350.75 |
7,350.75 |
7,438.25 |
7,293.00 |
| S2 |
7,235.50 |
7,235.50 |
7,410.75 |
|
| S3 |
6,935.50 |
7,050.75 |
7,383.25 |
|
| S4 |
6,635.50 |
6,750.75 |
7,300.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,611.25 |
7,420.50 |
190.75 |
2.5% |
104.00 |
1.4% |
90% |
True |
False |
23,800 |
| 10 |
7,723.50 |
7,420.50 |
303.00 |
4.0% |
101.75 |
1.3% |
57% |
False |
False |
13,264 |
| 20 |
7,723.50 |
7,348.25 |
375.25 |
4.9% |
87.25 |
1.1% |
65% |
False |
False |
7,089 |
| 40 |
7,723.50 |
7,193.50 |
530.00 |
7.0% |
90.75 |
1.2% |
75% |
False |
False |
3,840 |
| 60 |
7,723.50 |
6,985.75 |
737.75 |
9.7% |
96.75 |
1.3% |
82% |
False |
False |
2,696 |
| 80 |
7,723.50 |
6,887.00 |
836.50 |
11.0% |
91.25 |
1.2% |
84% |
False |
False |
2,058 |
| 100 |
7,723.50 |
6,493.00 |
1,230.50 |
16.2% |
91.25 |
1.2% |
89% |
False |
False |
1,649 |
| 120 |
7,723.50 |
6,398.75 |
1,324.75 |
17.4% |
94.25 |
1.2% |
90% |
False |
False |
1,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,098.00 |
|
2.618 |
7,911.00 |
|
1.618 |
7,796.50 |
|
1.000 |
7,725.75 |
|
0.618 |
7,682.00 |
|
HIGH |
7,611.25 |
|
0.618 |
7,567.50 |
|
0.500 |
7,554.00 |
|
0.382 |
7,540.50 |
|
LOW |
7,496.75 |
|
0.618 |
7,426.00 |
|
1.000 |
7,382.25 |
|
1.618 |
7,311.50 |
|
2.618 |
7,197.00 |
|
4.250 |
7,010.00 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,580.00 |
7,569.25 |
| PP |
7,567.00 |
7,545.50 |
| S1 |
7,554.00 |
7,521.50 |
|