| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,895.25 |
2,892.50 |
-2.75 |
-0.1% |
2,910.75 |
| High |
2,900.25 |
2,912.00 |
11.75 |
0.4% |
2,916.75 |
| Low |
2,884.50 |
2,889.75 |
5.25 |
0.2% |
2,869.50 |
| Close |
2,893.50 |
2,910.25 |
16.75 |
0.6% |
2,879.25 |
| Range |
15.75 |
22.25 |
6.50 |
41.3% |
47.25 |
| ATR |
21.03 |
21.12 |
0.09 |
0.4% |
0.00 |
| Volume |
193,206 |
712,160 |
518,954 |
268.6% |
122,397 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,970.75 |
2,962.75 |
2,922.50 |
|
| R3 |
2,948.50 |
2,940.50 |
2,916.25 |
|
| R2 |
2,926.25 |
2,926.25 |
2,914.25 |
|
| R1 |
2,918.25 |
2,918.25 |
2,912.25 |
2,922.25 |
| PP |
2,904.00 |
2,904.00 |
2,904.00 |
2,906.00 |
| S1 |
2,896.00 |
2,896.00 |
2,908.25 |
2,900.00 |
| S2 |
2,881.75 |
2,881.75 |
2,906.25 |
|
| S3 |
2,859.50 |
2,873.75 |
2,904.25 |
|
| S4 |
2,837.25 |
2,851.50 |
2,898.00 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,030.25 |
3,002.00 |
2,905.25 |
|
| R3 |
2,983.00 |
2,954.75 |
2,892.25 |
|
| R2 |
2,935.75 |
2,935.75 |
2,888.00 |
|
| R1 |
2,907.50 |
2,907.50 |
2,883.50 |
2,898.00 |
| PP |
2,888.50 |
2,888.50 |
2,888.50 |
2,883.75 |
| S1 |
2,860.25 |
2,860.25 |
2,875.00 |
2,850.75 |
| S2 |
2,841.25 |
2,841.25 |
2,870.50 |
|
| S3 |
2,794.00 |
2,813.00 |
2,866.25 |
|
| S4 |
2,746.75 |
2,765.75 |
2,853.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,912.00 |
2,869.50 |
42.50 |
1.5% |
19.75 |
0.7% |
96% |
True |
False |
217,789 |
| 10 |
2,921.00 |
2,869.50 |
51.50 |
1.8% |
21.00 |
0.7% |
79% |
False |
False |
120,082 |
| 20 |
2,921.75 |
2,821.50 |
100.25 |
3.4% |
20.50 |
0.7% |
89% |
False |
False |
62,781 |
| 40 |
2,921.75 |
2,795.50 |
126.25 |
4.3% |
21.25 |
0.7% |
91% |
False |
False |
32,845 |
| 60 |
2,921.75 |
2,696.75 |
225.00 |
7.7% |
23.25 |
0.8% |
95% |
False |
False |
22,856 |
| 80 |
2,921.75 |
2,683.00 |
238.75 |
8.2% |
24.00 |
0.8% |
95% |
False |
False |
17,481 |
| 100 |
2,921.75 |
2,599.50 |
322.25 |
11.1% |
25.00 |
0.9% |
96% |
False |
False |
14,145 |
| 120 |
2,921.75 |
2,561.75 |
360.00 |
12.4% |
28.50 |
1.0% |
97% |
False |
False |
11,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,006.50 |
|
2.618 |
2,970.25 |
|
1.618 |
2,948.00 |
|
1.000 |
2,934.25 |
|
0.618 |
2,925.75 |
|
HIGH |
2,912.00 |
|
0.618 |
2,903.50 |
|
0.500 |
2,901.00 |
|
0.382 |
2,898.25 |
|
LOW |
2,889.75 |
|
0.618 |
2,876.00 |
|
1.000 |
2,867.50 |
|
1.618 |
2,853.75 |
|
2.618 |
2,831.50 |
|
4.250 |
2,795.25 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,907.00 |
2,904.25 |
| PP |
2,904.00 |
2,898.25 |
| S1 |
2,901.00 |
2,892.00 |
|