| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,211.1 |
1,206.2 |
-4.9 |
-0.4% |
1,211.7 |
| High |
1,213.9 |
1,209.0 |
-4.9 |
-0.4% |
1,218.2 |
| Low |
1,204.9 |
1,202.3 |
-2.6 |
-0.2% |
1,200.8 |
| Close |
1,206.1 |
1,205.5 |
-0.6 |
0.0% |
1,206.1 |
| Range |
9.0 |
6.7 |
-2.3 |
-25.6% |
17.4 |
| ATR |
11.3 |
11.0 |
-0.3 |
-2.9% |
0.0 |
| Volume |
1,187 |
2,905 |
1,718 |
144.7% |
15,970 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,225.7 |
1,222.3 |
1,209.2 |
|
| R3 |
1,219.0 |
1,215.6 |
1,207.3 |
|
| R2 |
1,212.3 |
1,212.3 |
1,206.7 |
|
| R1 |
1,208.9 |
1,208.9 |
1,206.1 |
1,207.3 |
| PP |
1,205.6 |
1,205.6 |
1,205.6 |
1,204.8 |
| S1 |
1,202.2 |
1,202.2 |
1,204.9 |
1,200.6 |
| S2 |
1,198.9 |
1,198.9 |
1,204.3 |
|
| S3 |
1,192.2 |
1,195.5 |
1,203.7 |
|
| S4 |
1,185.5 |
1,188.8 |
1,201.8 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,260.6 |
1,250.7 |
1,215.7 |
|
| R3 |
1,243.2 |
1,233.3 |
1,210.9 |
|
| R2 |
1,225.8 |
1,225.8 |
1,209.3 |
|
| R1 |
1,215.9 |
1,215.9 |
1,207.7 |
1,212.2 |
| PP |
1,208.4 |
1,208.4 |
1,208.4 |
1,206.5 |
| S1 |
1,198.5 |
1,198.5 |
1,204.5 |
1,194.8 |
| S2 |
1,191.0 |
1,191.0 |
1,202.9 |
|
| S3 |
1,173.6 |
1,181.1 |
1,201.3 |
|
| S4 |
1,156.2 |
1,163.7 |
1,196.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,218.2 |
1,200.8 |
17.4 |
1.4% |
9.5 |
0.8% |
27% |
False |
False |
3,775 |
| 10 |
1,226.0 |
1,200.8 |
25.2 |
2.1% |
9.4 |
0.8% |
19% |
False |
False |
2,541 |
| 20 |
1,226.2 |
1,173.2 |
53.0 |
4.4% |
11.8 |
1.0% |
61% |
False |
False |
2,047 |
| 40 |
1,262.1 |
1,173.2 |
88.9 |
7.4% |
11.1 |
0.9% |
36% |
False |
False |
2,192 |
| 60 |
1,323.5 |
1,173.2 |
150.3 |
12.5% |
10.4 |
0.9% |
21% |
False |
False |
1,950 |
| 80 |
1,330.9 |
1,173.2 |
157.7 |
13.1% |
9.5 |
0.8% |
20% |
False |
False |
1,690 |
| 100 |
1,380.2 |
1,173.2 |
207.0 |
17.2% |
9.0 |
0.7% |
16% |
False |
False |
1,429 |
| 120 |
1,393.7 |
1,173.2 |
220.5 |
18.3% |
9.2 |
0.8% |
15% |
False |
False |
1,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,237.5 |
|
2.618 |
1,226.5 |
|
1.618 |
1,219.8 |
|
1.000 |
1,215.7 |
|
0.618 |
1,213.1 |
|
HIGH |
1,209.0 |
|
0.618 |
1,206.4 |
|
0.500 |
1,205.7 |
|
0.382 |
1,204.9 |
|
LOW |
1,202.3 |
|
0.618 |
1,198.2 |
|
1.000 |
1,195.6 |
|
1.618 |
1,191.5 |
|
2.618 |
1,184.8 |
|
4.250 |
1,173.8 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,205.7 |
1,210.3 |
| PP |
1,205.6 |
1,208.7 |
| S1 |
1,205.6 |
1,207.1 |
|