| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,901.00 |
2,900.75 |
-0.25 |
0.0% |
2,923.25 |
| High |
2,907.75 |
2,918.75 |
11.00 |
0.4% |
2,923.25 |
| Low |
2,892.25 |
2,898.00 |
5.75 |
0.2% |
2,877.75 |
| Close |
2,901.00 |
2,918.00 |
17.00 |
0.6% |
2,886.50 |
| Range |
15.50 |
20.75 |
5.25 |
33.9% |
45.50 |
| ATR |
19.43 |
19.52 |
0.09 |
0.5% |
0.00 |
| Volume |
1,115 |
994 |
-121 |
-10.9% |
5,173 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,973.75 |
2,966.75 |
2,929.50 |
|
| R3 |
2,953.00 |
2,946.00 |
2,923.75 |
|
| R2 |
2,932.25 |
2,932.25 |
2,921.75 |
|
| R1 |
2,925.25 |
2,925.25 |
2,920.00 |
2,928.75 |
| PP |
2,911.50 |
2,911.50 |
2,911.50 |
2,913.50 |
| S1 |
2,904.50 |
2,904.50 |
2,916.00 |
2,908.00 |
| S2 |
2,890.75 |
2,890.75 |
2,914.25 |
|
| S3 |
2,870.00 |
2,883.75 |
2,912.25 |
|
| S4 |
2,849.25 |
2,863.00 |
2,906.50 |
|
|
| 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 |
2,918.75 |
2,877.75 |
41.00 |
1.4% |
18.50 |
0.6% |
98% |
True |
False |
1,058 |
| 10 |
2,927.25 |
2,877.75 |
49.50 |
1.7% |
19.75 |
0.7% |
81% |
False |
False |
1,031 |
| 20 |
2,928.00 |
2,829.00 |
99.00 |
3.4% |
18.75 |
0.6% |
90% |
False |
False |
865 |
| 40 |
2,928.00 |
2,803.00 |
125.00 |
4.3% |
19.25 |
0.7% |
92% |
False |
False |
502 |
| 60 |
2,928.00 |
2,704.00 |
224.00 |
7.7% |
20.50 |
0.7% |
96% |
False |
False |
1,127 |
| 80 |
2,928.00 |
2,689.75 |
238.25 |
8.2% |
20.50 |
0.7% |
96% |
False |
False |
861 |
| 100 |
2,928.00 |
2,612.75 |
315.25 |
10.8% |
20.75 |
0.7% |
97% |
False |
False |
813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,007.00 |
|
2.618 |
2,973.00 |
|
1.618 |
2,952.25 |
|
1.000 |
2,939.50 |
|
0.618 |
2,931.50 |
|
HIGH |
2,918.75 |
|
0.618 |
2,910.75 |
|
0.500 |
2,908.50 |
|
0.382 |
2,906.00 |
|
LOW |
2,898.00 |
|
0.618 |
2,885.25 |
|
1.000 |
2,877.25 |
|
1.618 |
2,864.50 |
|
2.618 |
2,843.75 |
|
4.250 |
2,809.75 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,914.75 |
2,912.00 |
| PP |
2,911.50 |
2,905.75 |
| S1 |
2,908.50 |
2,899.50 |
|