| 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 |
7,483.25 |
7,563.50 |
80.25 |
1.1% |
7,433.00 |
| High |
7,583.25 |
7,598.75 |
15.50 |
0.2% |
7,598.75 |
| Low |
7,470.00 |
7,515.25 |
45.25 |
0.6% |
7,404.50 |
| Close |
7,564.50 |
7,544.75 |
-19.75 |
-0.3% |
7,544.75 |
| Range |
113.25 |
83.50 |
-29.75 |
-26.3% |
194.25 |
| ATR |
95.10 |
94.27 |
-0.83 |
-0.9% |
0.00 |
| Volume |
459,821 |
237,770 |
-222,051 |
-48.3% |
2,170,227 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,803.50 |
7,757.50 |
7,590.75 |
|
| R3 |
7,720.00 |
7,674.00 |
7,567.75 |
|
| R2 |
7,636.50 |
7,636.50 |
7,560.00 |
|
| R1 |
7,590.50 |
7,590.50 |
7,552.50 |
7,571.75 |
| PP |
7,553.00 |
7,553.00 |
7,553.00 |
7,543.50 |
| S1 |
7,507.00 |
7,507.00 |
7,537.00 |
7,488.25 |
| S2 |
7,469.50 |
7,469.50 |
7,529.50 |
|
| S3 |
7,386.00 |
7,423.50 |
7,521.75 |
|
| S4 |
7,302.50 |
7,340.00 |
7,498.75 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,098.75 |
8,016.00 |
7,651.50 |
|
| R3 |
7,904.50 |
7,821.75 |
7,598.25 |
|
| R2 |
7,710.25 |
7,710.25 |
7,580.25 |
|
| R1 |
7,627.50 |
7,627.50 |
7,562.50 |
7,669.00 |
| PP |
7,516.00 |
7,516.00 |
7,516.00 |
7,536.75 |
| S1 |
7,433.25 |
7,433.25 |
7,527.00 |
7,474.50 |
| S2 |
7,321.75 |
7,321.75 |
7,509.25 |
|
| S3 |
7,127.50 |
7,239.00 |
7,491.25 |
|
| S4 |
6,933.25 |
7,044.75 |
7,438.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,598.75 |
7,404.50 |
194.25 |
2.6% |
100.50 |
1.3% |
72% |
True |
False |
434,045 |
| 10 |
7,693.75 |
7,393.00 |
300.75 |
4.0% |
103.75 |
1.4% |
50% |
False |
False |
476,751 |
| 20 |
7,697.00 |
7,321.75 |
375.25 |
5.0% |
88.75 |
1.2% |
59% |
False |
False |
397,103 |
| 40 |
7,697.00 |
7,166.75 |
530.25 |
7.0% |
93.00 |
1.2% |
71% |
False |
False |
379,899 |
| 60 |
7,697.00 |
6,956.00 |
741.00 |
9.8% |
98.50 |
1.3% |
79% |
False |
False |
373,960 |
| 80 |
7,697.00 |
6,855.50 |
841.50 |
11.2% |
95.75 |
1.3% |
82% |
False |
False |
318,098 |
| 100 |
7,697.00 |
6,457.00 |
1,240.00 |
16.4% |
97.25 |
1.3% |
88% |
False |
False |
254,645 |
| 120 |
7,697.00 |
6,338.00 |
1,359.00 |
18.0% |
108.00 |
1.4% |
89% |
False |
False |
212,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,953.50 |
|
2.618 |
7,817.25 |
|
1.618 |
7,733.75 |
|
1.000 |
7,682.25 |
|
0.618 |
7,650.25 |
|
HIGH |
7,598.75 |
|
0.618 |
7,566.75 |
|
0.500 |
7,557.00 |
|
0.382 |
7,547.25 |
|
LOW |
7,515.25 |
|
0.618 |
7,463.75 |
|
1.000 |
7,431.75 |
|
1.618 |
7,380.25 |
|
2.618 |
7,296.75 |
|
4.250 |
7,160.50 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,557.00 |
7,533.75 |
| PP |
7,553.00 |
7,522.75 |
| S1 |
7,548.75 |
7,512.00 |
|