| 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 |
1,206.2 |
1,206.4 |
0.2 |
0.0% |
1,211.7 |
| High |
1,209.0 |
1,210.1 |
1.1 |
0.1% |
1,218.2 |
| Low |
1,202.3 |
1,198.5 |
-3.8 |
-0.3% |
1,200.8 |
| Close |
1,205.5 |
1,207.9 |
2.4 |
0.2% |
1,206.1 |
| Range |
6.7 |
11.6 |
4.9 |
73.1% |
17.4 |
| ATR |
11.0 |
11.0 |
0.0 |
0.4% |
0.0 |
| Volume |
2,905 |
1,515 |
-1,390 |
-47.8% |
15,970 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,240.3 |
1,235.7 |
1,214.3 |
|
| R3 |
1,228.7 |
1,224.1 |
1,211.1 |
|
| R2 |
1,217.1 |
1,217.1 |
1,210.0 |
|
| R1 |
1,212.5 |
1,212.5 |
1,209.0 |
1,214.8 |
| PP |
1,205.5 |
1,205.5 |
1,205.5 |
1,206.7 |
| S1 |
1,200.9 |
1,200.9 |
1,206.8 |
1,203.2 |
| S2 |
1,193.9 |
1,193.9 |
1,205.8 |
|
| S3 |
1,182.3 |
1,189.3 |
1,204.7 |
|
| S4 |
1,170.7 |
1,177.7 |
1,201.5 |
|
|
| 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 |
1,198.5 |
19.7 |
1.6% |
9.0 |
0.7% |
48% |
False |
True |
2,984 |
| 10 |
1,226.0 |
1,198.5 |
27.5 |
2.3% |
9.7 |
0.8% |
34% |
False |
True |
2,624 |
| 20 |
1,226.0 |
1,173.2 |
52.8 |
4.4% |
11.3 |
0.9% |
66% |
False |
False |
1,947 |
| 40 |
1,261.6 |
1,173.2 |
88.4 |
7.3% |
11.3 |
0.9% |
39% |
False |
False |
2,172 |
| 60 |
1,304.5 |
1,173.2 |
131.3 |
10.9% |
10.1 |
0.8% |
26% |
False |
False |
1,946 |
| 80 |
1,330.9 |
1,173.2 |
157.7 |
13.1% |
9.6 |
0.8% |
22% |
False |
False |
1,705 |
| 100 |
1,371.6 |
1,173.2 |
198.4 |
16.4% |
9.0 |
0.7% |
17% |
False |
False |
1,444 |
| 120 |
1,393.7 |
1,173.2 |
220.5 |
18.3% |
9.1 |
0.8% |
16% |
False |
False |
1,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,259.4 |
|
2.618 |
1,240.5 |
|
1.618 |
1,228.9 |
|
1.000 |
1,221.7 |
|
0.618 |
1,217.3 |
|
HIGH |
1,210.1 |
|
0.618 |
1,205.7 |
|
0.500 |
1,204.3 |
|
0.382 |
1,202.9 |
|
LOW |
1,198.5 |
|
0.618 |
1,191.3 |
|
1.000 |
1,186.9 |
|
1.618 |
1,179.7 |
|
2.618 |
1,168.1 |
|
4.250 |
1,149.2 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,206.7 |
1,207.3 |
| PP |
1,205.5 |
1,206.8 |
| S1 |
1,204.3 |
1,206.2 |
|