| 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 |
7,240.0 |
7,235.5 |
-4.5 |
-0.1% |
7,395.0 |
| High |
7,255.5 |
7,288.0 |
32.5 |
0.4% |
7,488.0 |
| Low |
7,184.0 |
7,214.5 |
30.5 |
0.4% |
7,195.5 |
| Close |
7,231.0 |
7,271.5 |
40.5 |
0.6% |
7,240.0 |
| Range |
71.5 |
73.5 |
2.0 |
2.8% |
292.5 |
| ATR |
68.4 |
68.7 |
0.4 |
0.5% |
0.0 |
| Volume |
11,501 |
25,833 |
14,332 |
124.6% |
23,211 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,478.5 |
7,448.5 |
7,312.0 |
|
| R3 |
7,405.0 |
7,375.0 |
7,291.5 |
|
| R2 |
7,331.5 |
7,331.5 |
7,285.0 |
|
| R1 |
7,301.5 |
7,301.5 |
7,278.0 |
7,316.5 |
| PP |
7,258.0 |
7,258.0 |
7,258.0 |
7,265.5 |
| S1 |
7,228.0 |
7,228.0 |
7,265.0 |
7,243.0 |
| S2 |
7,184.5 |
7,184.5 |
7,258.0 |
|
| S3 |
7,111.0 |
7,154.5 |
7,251.5 |
|
| S4 |
7,037.5 |
7,081.0 |
7,231.0 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,185.5 |
8,005.0 |
7,401.0 |
|
| R3 |
7,893.0 |
7,712.5 |
7,320.5 |
|
| R2 |
7,600.5 |
7,600.5 |
7,293.5 |
|
| R1 |
7,420.0 |
7,420.0 |
7,267.0 |
7,364.0 |
| PP |
7,308.0 |
7,308.0 |
7,308.0 |
7,280.0 |
| S1 |
7,127.5 |
7,127.5 |
7,213.0 |
7,071.5 |
| S2 |
7,015.5 |
7,015.5 |
7,186.5 |
|
| S3 |
6,723.0 |
6,835.0 |
7,159.5 |
|
| S4 |
6,430.5 |
6,542.5 |
7,079.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,353.0 |
7,184.0 |
169.0 |
2.3% |
72.5 |
1.0% |
52% |
False |
False |
11,762 |
| 10 |
7,488.0 |
7,184.0 |
304.0 |
4.2% |
73.0 |
1.0% |
29% |
False |
False |
6,610 |
| 20 |
7,596.0 |
7,184.0 |
412.0 |
5.7% |
57.5 |
0.8% |
21% |
False |
False |
3,329 |
| 40 |
7,701.0 |
7,184.0 |
517.0 |
7.1% |
46.0 |
0.6% |
17% |
False |
False |
1,681 |
| 60 |
7,701.0 |
7,184.0 |
517.0 |
7.1% |
43.0 |
0.6% |
17% |
False |
False |
1,134 |
| 80 |
7,770.5 |
7,184.0 |
586.5 |
8.1% |
37.0 |
0.5% |
15% |
False |
False |
869 |
| 100 |
7,770.5 |
7,184.0 |
586.5 |
8.1% |
31.0 |
0.4% |
15% |
False |
False |
700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,600.5 |
|
2.618 |
7,480.5 |
|
1.618 |
7,407.0 |
|
1.000 |
7,361.5 |
|
0.618 |
7,333.5 |
|
HIGH |
7,288.0 |
|
0.618 |
7,260.0 |
|
0.500 |
7,251.0 |
|
0.382 |
7,242.5 |
|
LOW |
7,214.5 |
|
0.618 |
7,169.0 |
|
1.000 |
7,141.0 |
|
1.618 |
7,095.5 |
|
2.618 |
7,022.0 |
|
4.250 |
6,902.0 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,265.0 |
7,259.5 |
| PP |
7,258.0 |
7,248.0 |
| S1 |
7,251.0 |
7,236.0 |
|