| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
3,297.0 |
3,300.0 |
3.0 |
0.1% |
3,382.0 |
| High |
3,301.0 |
3,312.0 |
11.0 |
0.3% |
3,389.0 |
| Low |
3,268.0 |
3,287.0 |
19.0 |
0.6% |
3,256.0 |
| Close |
3,293.0 |
3,310.0 |
17.0 |
0.5% |
3,272.0 |
| Range |
33.0 |
25.0 |
-8.0 |
-24.2% |
133.0 |
| ATR |
34.9 |
34.2 |
-0.7 |
-2.0% |
0.0 |
| Volume |
169,102 |
320,514 |
151,412 |
89.5% |
241,897 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,378.0 |
3,369.0 |
3,323.8 |
|
| R3 |
3,353.0 |
3,344.0 |
3,316.9 |
|
| R2 |
3,328.0 |
3,328.0 |
3,314.6 |
|
| R1 |
3,319.0 |
3,319.0 |
3,312.3 |
3,323.5 |
| PP |
3,303.0 |
3,303.0 |
3,303.0 |
3,305.3 |
| S1 |
3,294.0 |
3,294.0 |
3,307.7 |
3,298.5 |
| S2 |
3,278.0 |
3,278.0 |
3,305.4 |
|
| S3 |
3,253.0 |
3,269.0 |
3,303.1 |
|
| S4 |
3,228.0 |
3,244.0 |
3,296.3 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,704.7 |
3,621.3 |
3,345.2 |
|
| R3 |
3,571.7 |
3,488.3 |
3,308.6 |
|
| R2 |
3,438.7 |
3,438.7 |
3,296.4 |
|
| R1 |
3,355.3 |
3,355.3 |
3,284.2 |
3,330.5 |
| PP |
3,305.7 |
3,305.7 |
3,305.7 |
3,293.3 |
| S1 |
3,222.3 |
3,222.3 |
3,259.8 |
3,197.5 |
| S2 |
3,172.7 |
3,172.7 |
3,247.6 |
|
| S3 |
3,039.7 |
3,089.3 |
3,235.4 |
|
| S4 |
2,906.7 |
2,956.3 |
3,198.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,312.0 |
3,256.0 |
56.0 |
1.7% |
32.0 |
1.0% |
96% |
True |
False |
149,359 |
| 10 |
3,440.0 |
3,256.0 |
184.0 |
5.6% |
36.2 |
1.1% |
29% |
False |
False |
81,196 |
| 20 |
3,444.0 |
3,256.0 |
188.0 |
5.7% |
32.2 |
1.0% |
29% |
False |
False |
41,902 |
| 40 |
3,515.0 |
3,256.0 |
259.0 |
7.8% |
29.7 |
0.9% |
21% |
False |
False |
21,354 |
| 60 |
3,515.0 |
3,256.0 |
259.0 |
7.8% |
31.3 |
0.9% |
21% |
False |
False |
15,102 |
| 80 |
3,518.0 |
3,256.0 |
262.0 |
7.9% |
34.0 |
1.0% |
21% |
False |
False |
13,748 |
| 100 |
3,547.0 |
3,256.0 |
291.0 |
8.8% |
29.9 |
0.9% |
19% |
False |
False |
11,429 |
| 120 |
3,547.0 |
3,150.0 |
397.0 |
12.0% |
29.1 |
0.9% |
40% |
False |
False |
9,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,418.3 |
|
2.618 |
3,377.5 |
|
1.618 |
3,352.5 |
|
1.000 |
3,337.0 |
|
0.618 |
3,327.5 |
|
HIGH |
3,312.0 |
|
0.618 |
3,302.5 |
|
0.500 |
3,299.5 |
|
0.382 |
3,296.6 |
|
LOW |
3,287.0 |
|
0.618 |
3,271.6 |
|
1.000 |
3,262.0 |
|
1.618 |
3,246.6 |
|
2.618 |
3,221.6 |
|
4.250 |
3,180.8 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,306.5 |
3,303.3 |
| PP |
3,303.0 |
3,296.7 |
| S1 |
3,299.5 |
3,290.0 |
|