| 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 |
1,206.4 |
1,208.9 |
2.5 |
0.2% |
1,211.7 |
| High |
1,210.1 |
1,219.1 |
9.0 |
0.7% |
1,218.2 |
| Low |
1,198.5 |
1,203.7 |
5.2 |
0.4% |
1,200.8 |
| Close |
1,207.9 |
1,216.7 |
8.8 |
0.7% |
1,206.1 |
| Range |
11.6 |
15.4 |
3.8 |
32.8% |
17.4 |
| ATR |
11.0 |
11.3 |
0.3 |
2.9% |
0.0 |
| Volume |
1,515 |
1,899 |
384 |
25.3% |
15,970 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.4 |
1,253.4 |
1,225.2 |
|
| R3 |
1,244.0 |
1,238.0 |
1,220.9 |
|
| R2 |
1,228.6 |
1,228.6 |
1,219.5 |
|
| R1 |
1,222.6 |
1,222.6 |
1,218.1 |
1,225.6 |
| PP |
1,213.2 |
1,213.2 |
1,213.2 |
1,214.7 |
| S1 |
1,207.2 |
1,207.2 |
1,215.3 |
1,210.2 |
| S2 |
1,197.8 |
1,197.8 |
1,213.9 |
|
| S3 |
1,182.4 |
1,191.8 |
1,212.5 |
|
| S4 |
1,167.0 |
1,176.4 |
1,208.2 |
|
|
| 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 |
1,219.1 |
1,198.5 |
20.6 |
1.7% |
10.9 |
0.9% |
88% |
True |
False |
3,094 |
| 10 |
1,220.0 |
1,198.5 |
21.5 |
1.8% |
9.9 |
0.8% |
85% |
False |
False |
2,657 |
| 20 |
1,226.0 |
1,173.2 |
52.8 |
4.3% |
11.7 |
1.0% |
82% |
False |
False |
1,968 |
| 40 |
1,250.0 |
1,173.2 |
76.8 |
6.3% |
11.2 |
0.9% |
57% |
False |
False |
2,162 |
| 60 |
1,304.5 |
1,173.2 |
131.3 |
10.8% |
10.3 |
0.8% |
33% |
False |
False |
1,974 |
| 80 |
1,330.9 |
1,173.2 |
157.7 |
13.0% |
9.7 |
0.8% |
28% |
False |
False |
1,722 |
| 100 |
1,358.7 |
1,173.2 |
185.5 |
15.2% |
9.1 |
0.7% |
23% |
False |
False |
1,459 |
| 120 |
1,393.7 |
1,173.2 |
220.5 |
18.1% |
9.2 |
0.8% |
20% |
False |
False |
1,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,284.6 |
|
2.618 |
1,259.4 |
|
1.618 |
1,244.0 |
|
1.000 |
1,234.5 |
|
0.618 |
1,228.6 |
|
HIGH |
1,219.1 |
|
0.618 |
1,213.2 |
|
0.500 |
1,211.4 |
|
0.382 |
1,209.6 |
|
LOW |
1,203.7 |
|
0.618 |
1,194.2 |
|
1.000 |
1,188.3 |
|
1.618 |
1,178.8 |
|
2.618 |
1,163.4 |
|
4.250 |
1,138.3 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,214.9 |
1,214.1 |
| PP |
1,213.2 |
1,211.4 |
| S1 |
1,211.4 |
1,208.8 |
|