| 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 |
2,894.50 |
2,901.00 |
6.50 |
0.2% |
2,923.25 |
| High |
2,905.00 |
2,907.75 |
2.75 |
0.1% |
2,923.25 |
| Low |
2,880.50 |
2,892.25 |
11.75 |
0.4% |
2,877.75 |
| Close |
2,902.25 |
2,901.00 |
-1.25 |
0.0% |
2,886.50 |
| Range |
24.50 |
15.50 |
-9.00 |
-36.7% |
45.50 |
| ATR |
19.73 |
19.43 |
-0.30 |
-1.5% |
0.00 |
| Volume |
978 |
1,115 |
137 |
14.0% |
5,173 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,946.75 |
2,939.50 |
2,909.50 |
|
| R3 |
2,931.25 |
2,924.00 |
2,905.25 |
|
| R2 |
2,915.75 |
2,915.75 |
2,903.75 |
|
| R1 |
2,908.50 |
2,908.50 |
2,902.50 |
2,908.75 |
| PP |
2,900.25 |
2,900.25 |
2,900.25 |
2,900.50 |
| S1 |
2,893.00 |
2,893.00 |
2,899.50 |
2,893.25 |
| S2 |
2,884.75 |
2,884.75 |
2,898.25 |
|
| S3 |
2,869.25 |
2,877.50 |
2,896.75 |
|
| S4 |
2,853.75 |
2,862.00 |
2,892.50 |
|
|
| 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 |
2,907.75 |
2,877.75 |
30.00 |
1.0% |
19.25 |
0.7% |
78% |
True |
False |
1,324 |
| 10 |
2,928.00 |
2,877.75 |
50.25 |
1.7% |
19.50 |
0.7% |
46% |
False |
False |
1,424 |
| 20 |
2,928.00 |
2,815.00 |
113.00 |
3.9% |
19.50 |
0.7% |
76% |
False |
False |
843 |
| 40 |
2,928.00 |
2,803.00 |
125.00 |
4.3% |
19.00 |
0.7% |
78% |
False |
False |
480 |
| 60 |
2,928.00 |
2,704.00 |
224.00 |
7.7% |
20.75 |
0.7% |
88% |
False |
False |
1,113 |
| 80 |
2,928.00 |
2,689.75 |
238.25 |
8.2% |
20.50 |
0.7% |
89% |
False |
False |
848 |
| 100 |
2,928.00 |
2,612.75 |
315.25 |
10.9% |
20.75 |
0.7% |
91% |
False |
False |
803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,973.50 |
|
2.618 |
2,948.25 |
|
1.618 |
2,932.75 |
|
1.000 |
2,923.25 |
|
0.618 |
2,917.25 |
|
HIGH |
2,907.75 |
|
0.618 |
2,901.75 |
|
0.500 |
2,900.00 |
|
0.382 |
2,898.25 |
|
LOW |
2,892.25 |
|
0.618 |
2,882.75 |
|
1.000 |
2,876.75 |
|
1.618 |
2,867.25 |
|
2.618 |
2,851.75 |
|
4.250 |
2,826.50 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,900.75 |
2,898.75 |
| PP |
2,900.25 |
2,896.50 |
| S1 |
2,900.00 |
2,894.00 |
|