| 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 |
2,889.50 |
2,889.50 |
0.00 |
0.0% |
2,923.25 |
| High |
2,895.75 |
2,900.00 |
4.25 |
0.1% |
2,923.25 |
| Low |
2,877.75 |
2,885.75 |
8.00 |
0.3% |
2,877.75 |
| Close |
2,886.50 |
2,892.25 |
5.75 |
0.2% |
2,886.50 |
| Range |
18.00 |
14.25 |
-3.75 |
-20.8% |
45.50 |
| ATR |
19.76 |
19.36 |
-0.39 |
-2.0% |
0.00 |
| Volume |
1,455 |
749 |
-706 |
-48.5% |
5,173 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,935.50 |
2,928.00 |
2,900.00 |
|
| R3 |
2,921.25 |
2,913.75 |
2,896.25 |
|
| R2 |
2,907.00 |
2,907.00 |
2,894.75 |
|
| R1 |
2,899.50 |
2,899.50 |
2,893.50 |
2,903.25 |
| PP |
2,892.75 |
2,892.75 |
2,892.75 |
2,894.50 |
| S1 |
2,885.25 |
2,885.25 |
2,891.00 |
2,889.00 |
| S2 |
2,878.50 |
2,878.50 |
2,889.75 |
|
| S3 |
2,864.25 |
2,871.00 |
2,888.25 |
|
| S4 |
2,850.00 |
2,856.75 |
2,884.50 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,032.25 |
3,005.00 |
2,911.50 |
|
| R3 |
2,986.75 |
2,959.50 |
2,899.00 |
|
| R2 |
2,941.25 |
2,941.25 |
2,894.75 |
|
| R1 |
2,914.00 |
2,914.00 |
2,890.75 |
2,905.00 |
| PP |
2,895.75 |
2,895.75 |
2,895.75 |
2,891.25 |
| S1 |
2,868.50 |
2,868.50 |
2,882.25 |
2,859.50 |
| S2 |
2,850.25 |
2,850.25 |
2,878.25 |
|
| S3 |
2,804.75 |
2,823.00 |
2,874.00 |
|
| S4 |
2,759.25 |
2,777.50 |
2,861.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,923.25 |
2,877.75 |
45.50 |
1.6% |
20.50 |
0.7% |
32% |
False |
False |
1,184 |
| 10 |
2,928.00 |
2,877.75 |
50.25 |
1.7% |
18.25 |
0.6% |
29% |
False |
False |
1,277 |
| 20 |
2,928.00 |
2,815.00 |
113.00 |
3.9% |
19.50 |
0.7% |
68% |
False |
False |
743 |
| 40 |
2,928.00 |
2,802.00 |
126.00 |
4.4% |
18.75 |
0.7% |
72% |
False |
False |
438 |
| 60 |
2,928.00 |
2,704.00 |
224.00 |
7.7% |
20.75 |
0.7% |
84% |
False |
False |
1,079 |
| 80 |
2,928.00 |
2,689.75 |
238.25 |
8.2% |
20.25 |
0.7% |
85% |
False |
False |
831 |
| 100 |
2,928.00 |
2,612.75 |
315.25 |
10.9% |
20.50 |
0.7% |
89% |
False |
False |
782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,960.50 |
|
2.618 |
2,937.25 |
|
1.618 |
2,923.00 |
|
1.000 |
2,914.25 |
|
0.618 |
2,908.75 |
|
HIGH |
2,900.00 |
|
0.618 |
2,894.50 |
|
0.500 |
2,893.00 |
|
0.382 |
2,891.25 |
|
LOW |
2,885.75 |
|
0.618 |
2,877.00 |
|
1.000 |
2,871.50 |
|
1.618 |
2,862.75 |
|
2.618 |
2,848.50 |
|
4.250 |
2,825.25 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,893.00 |
2,891.75 |
| PP |
2,892.75 |
2,891.50 |
| S1 |
2,892.50 |
2,891.00 |
|