| 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 |
11,940.0 |
11,940.0 |
0.0 |
0.0% |
12,335.5 |
| High |
11,987.5 |
12,039.0 |
51.5 |
0.4% |
12,401.0 |
| Low |
11,882.0 |
11,925.0 |
43.0 |
0.4% |
11,882.0 |
| Close |
11,947.5 |
11,991.5 |
44.0 |
0.4% |
11,947.5 |
| Range |
105.5 |
114.0 |
8.5 |
8.1% |
519.0 |
| ATR |
152.1 |
149.4 |
-2.7 |
-1.8% |
0.0 |
| Volume |
85,070 |
96,185 |
11,115 |
13.1% |
401,826 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,327.2 |
12,273.3 |
12,054.2 |
|
| R3 |
12,213.2 |
12,159.3 |
12,022.9 |
|
| R2 |
12,099.2 |
12,099.2 |
12,012.4 |
|
| R1 |
12,045.3 |
12,045.3 |
12,002.0 |
12,072.3 |
| PP |
11,985.2 |
11,985.2 |
11,985.2 |
11,998.6 |
| S1 |
11,931.3 |
11,931.3 |
11,981.1 |
11,958.3 |
| S2 |
11,871.2 |
11,871.2 |
11,970.6 |
|
| S3 |
11,757.2 |
11,817.3 |
11,960.2 |
|
| S4 |
11,643.2 |
11,703.3 |
11,928.8 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,633.8 |
13,309.7 |
12,233.0 |
|
| R3 |
13,114.8 |
12,790.7 |
12,090.2 |
|
| R2 |
12,595.8 |
12,595.8 |
12,042.7 |
|
| R1 |
12,271.7 |
12,271.7 |
11,995.1 |
12,174.3 |
| PP |
12,076.8 |
12,076.8 |
12,076.8 |
12,028.1 |
| S1 |
11,752.7 |
11,752.7 |
11,899.9 |
11,655.3 |
| S2 |
11,557.8 |
11,557.8 |
11,852.4 |
|
| S3 |
11,038.8 |
11,233.7 |
11,804.8 |
|
| S4 |
10,519.8 |
10,714.7 |
11,662.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,401.0 |
11,882.0 |
519.0 |
4.3% |
153.9 |
1.3% |
21% |
False |
False |
99,602 |
| 10 |
12,593.5 |
11,882.0 |
711.5 |
5.9% |
137.9 |
1.1% |
15% |
False |
False |
83,961 |
| 20 |
12,593.5 |
11,882.0 |
711.5 |
5.9% |
136.1 |
1.1% |
15% |
False |
False |
77,253 |
| 40 |
12,880.5 |
11,882.0 |
998.5 |
8.3% |
141.7 |
1.2% |
11% |
False |
False |
80,838 |
| 60 |
13,155.5 |
11,882.0 |
1,273.5 |
10.6% |
151.8 |
1.3% |
9% |
False |
False |
83,682 |
| 80 |
13,186.0 |
11,882.0 |
1,304.0 |
10.9% |
157.0 |
1.3% |
8% |
False |
False |
67,851 |
| 100 |
13,186.0 |
11,882.0 |
1,304.0 |
10.9% |
148.7 |
1.2% |
8% |
False |
False |
54,302 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
12.2% |
151.3 |
1.3% |
19% |
False |
False |
45,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,523.5 |
|
2.618 |
12,337.5 |
|
1.618 |
12,223.5 |
|
1.000 |
12,153.0 |
|
0.618 |
12,109.5 |
|
HIGH |
12,039.0 |
|
0.618 |
11,995.5 |
|
0.500 |
11,982.0 |
|
0.382 |
11,968.5 |
|
LOW |
11,925.0 |
|
0.618 |
11,854.5 |
|
1.000 |
11,811.0 |
|
1.618 |
11,740.5 |
|
2.618 |
11,626.5 |
|
4.250 |
11,440.5 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,988.3 |
11,989.8 |
| PP |
11,985.2 |
11,988.0 |
| S1 |
11,982.0 |
11,986.3 |
|