| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,900.75 |
2,918.00 |
17.25 |
0.6% |
2,889.50 |
| High |
2,918.75 |
2,925.25 |
6.50 |
0.2% |
2,925.25 |
| Low |
2,898.00 |
2,910.75 |
12.75 |
0.4% |
2,880.50 |
| Close |
2,918.00 |
2,919.25 |
1.25 |
0.0% |
2,919.25 |
| Range |
20.75 |
14.50 |
-6.25 |
-30.1% |
44.75 |
| ATR |
19.52 |
19.16 |
-0.36 |
-1.8% |
0.00 |
| Volume |
994 |
2,244 |
1,250 |
125.8% |
6,080 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,962.00 |
2,955.00 |
2,927.25 |
|
| R3 |
2,947.50 |
2,940.50 |
2,923.25 |
|
| R2 |
2,933.00 |
2,933.00 |
2,922.00 |
|
| R1 |
2,926.00 |
2,926.00 |
2,920.50 |
2,929.50 |
| PP |
2,918.50 |
2,918.50 |
2,918.50 |
2,920.00 |
| S1 |
2,911.50 |
2,911.50 |
2,918.00 |
2,915.00 |
| S2 |
2,904.00 |
2,904.00 |
2,916.50 |
|
| S3 |
2,889.50 |
2,897.00 |
2,915.25 |
|
| S4 |
2,875.00 |
2,882.50 |
2,911.25 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.50 |
3,025.75 |
2,943.75 |
|
| R3 |
2,997.75 |
2,981.00 |
2,931.50 |
|
| R2 |
2,953.00 |
2,953.00 |
2,927.50 |
|
| R1 |
2,936.25 |
2,936.25 |
2,923.25 |
2,944.50 |
| PP |
2,908.25 |
2,908.25 |
2,908.25 |
2,912.50 |
| S1 |
2,891.50 |
2,891.50 |
2,915.25 |
2,900.00 |
| S2 |
2,863.50 |
2,863.50 |
2,911.00 |
|
| S3 |
2,818.75 |
2,846.75 |
2,907.00 |
|
| S4 |
2,774.00 |
2,802.00 |
2,894.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,925.25 |
2,880.50 |
44.75 |
1.5% |
18.00 |
0.6% |
87% |
True |
False |
1,216 |
| 10 |
2,925.25 |
2,877.75 |
47.50 |
1.6% |
19.25 |
0.7% |
87% |
True |
False |
1,134 |
| 20 |
2,928.00 |
2,846.75 |
81.25 |
2.8% |
17.75 |
0.6% |
89% |
False |
False |
977 |
| 40 |
2,928.00 |
2,803.00 |
125.00 |
4.3% |
19.25 |
0.7% |
93% |
False |
False |
558 |
| 60 |
2,928.00 |
2,704.00 |
224.00 |
7.7% |
20.50 |
0.7% |
96% |
False |
False |
1,161 |
| 80 |
2,928.00 |
2,689.75 |
238.25 |
8.2% |
20.50 |
0.7% |
96% |
False |
False |
886 |
| 100 |
2,928.00 |
2,612.75 |
315.25 |
10.8% |
20.25 |
0.7% |
97% |
False |
False |
835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,987.00 |
|
2.618 |
2,963.25 |
|
1.618 |
2,948.75 |
|
1.000 |
2,939.75 |
|
0.618 |
2,934.25 |
|
HIGH |
2,925.25 |
|
0.618 |
2,919.75 |
|
0.500 |
2,918.00 |
|
0.382 |
2,916.25 |
|
LOW |
2,910.75 |
|
0.618 |
2,901.75 |
|
1.000 |
2,896.25 |
|
1.618 |
2,887.25 |
|
2.618 |
2,872.75 |
|
4.250 |
2,849.00 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,918.75 |
2,915.75 |
| PP |
2,918.50 |
2,912.25 |
| S1 |
2,918.00 |
2,908.75 |
|