| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
11,940.0 |
12,006.0 |
66.0 |
0.6% |
12,335.5 |
| High |
12,039.0 |
12,022.0 |
-17.0 |
-0.1% |
12,401.0 |
| Low |
11,925.0 |
11,859.0 |
-66.0 |
-0.6% |
11,882.0 |
| Close |
11,991.5 |
11,964.0 |
-27.5 |
-0.2% |
11,947.5 |
| Range |
114.0 |
163.0 |
49.0 |
43.0% |
519.0 |
| ATR |
149.4 |
150.3 |
1.0 |
0.7% |
0.0 |
| Volume |
96,185 |
92,403 |
-3,782 |
-3.9% |
401,826 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,437.3 |
12,363.7 |
12,053.7 |
|
| R3 |
12,274.3 |
12,200.7 |
12,008.8 |
|
| R2 |
12,111.3 |
12,111.3 |
11,993.9 |
|
| R1 |
12,037.7 |
12,037.7 |
11,978.9 |
11,993.0 |
| PP |
11,948.3 |
11,948.3 |
11,948.3 |
11,926.0 |
| S1 |
11,874.7 |
11,874.7 |
11,949.1 |
11,830.0 |
| S2 |
11,785.3 |
11,785.3 |
11,934.1 |
|
| S3 |
11,622.3 |
11,711.7 |
11,919.2 |
|
| S4 |
11,459.3 |
11,548.7 |
11,874.4 |
|
|
| 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 |
12,180.0 |
11,859.0 |
321.0 |
2.7% |
137.6 |
1.2% |
33% |
False |
True |
94,717 |
| 10 |
12,593.5 |
11,859.0 |
734.5 |
6.1% |
140.5 |
1.2% |
14% |
False |
True |
87,464 |
| 20 |
12,593.5 |
11,859.0 |
734.5 |
6.1% |
140.3 |
1.2% |
14% |
False |
True |
77,943 |
| 40 |
12,880.5 |
11,859.0 |
1,021.5 |
8.5% |
143.3 |
1.2% |
10% |
False |
True |
80,895 |
| 60 |
12,999.0 |
11,859.0 |
1,140.0 |
9.5% |
151.7 |
1.3% |
9% |
False |
True |
83,708 |
| 80 |
13,186.0 |
11,859.0 |
1,327.0 |
11.1% |
158.3 |
1.3% |
8% |
False |
True |
69,006 |
| 100 |
13,186.0 |
11,859.0 |
1,327.0 |
11.1% |
148.5 |
1.2% |
8% |
False |
True |
55,225 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
12.3% |
151.8 |
1.3% |
17% |
False |
False |
46,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,714.8 |
|
2.618 |
12,448.7 |
|
1.618 |
12,285.7 |
|
1.000 |
12,185.0 |
|
0.618 |
12,122.7 |
|
HIGH |
12,022.0 |
|
0.618 |
11,959.7 |
|
0.500 |
11,940.5 |
|
0.382 |
11,921.3 |
|
LOW |
11,859.0 |
|
0.618 |
11,758.3 |
|
1.000 |
11,696.0 |
|
1.618 |
11,595.3 |
|
2.618 |
11,432.3 |
|
4.250 |
11,166.3 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,956.2 |
11,959.0 |
| PP |
11,948.3 |
11,954.0 |
| S1 |
11,940.5 |
11,949.0 |
|