| 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 |
1,198.20 |
1,205.92 |
7.72 |
0.6% |
1,200.84 |
| High |
1,208.23 |
1,212.06 |
3.83 |
0.3% |
1,206.35 |
| Low |
1,192.85 |
1,200.21 |
7.36 |
0.6% |
1,189.80 |
| Close |
1,205.78 |
1,201.27 |
-4.51 |
-0.4% |
1,194.70 |
| Range |
15.38 |
11.85 |
-3.53 |
-23.0% |
16.55 |
| ATR |
10.97 |
11.03 |
0.06 |
0.6% |
0.00 |
| Volume |
10,177 |
10,189 |
12 |
0.1% |
50,967 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,240.06 |
1,232.52 |
1,207.79 |
|
| R3 |
1,228.21 |
1,220.67 |
1,204.53 |
|
| R2 |
1,216.36 |
1,216.36 |
1,203.44 |
|
| R1 |
1,208.82 |
1,208.82 |
1,202.36 |
1,206.67 |
| PP |
1,204.51 |
1,204.51 |
1,204.51 |
1,203.44 |
| S1 |
1,196.97 |
1,196.97 |
1,200.18 |
1,194.82 |
| S2 |
1,192.66 |
1,192.66 |
1,199.10 |
|
| S3 |
1,180.81 |
1,185.12 |
1,198.01 |
|
| S4 |
1,168.96 |
1,173.27 |
1,194.75 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,246.60 |
1,237.20 |
1,203.80 |
|
| R3 |
1,230.05 |
1,220.65 |
1,199.25 |
|
| R2 |
1,213.50 |
1,213.50 |
1,197.73 |
|
| R1 |
1,204.10 |
1,204.10 |
1,196.22 |
1,200.53 |
| PP |
1,196.95 |
1,196.95 |
1,196.95 |
1,195.16 |
| S1 |
1,187.55 |
1,187.55 |
1,193.18 |
1,183.98 |
| S2 |
1,180.40 |
1,180.40 |
1,191.67 |
|
| S3 |
1,163.85 |
1,171.00 |
1,190.15 |
|
| S4 |
1,147.30 |
1,154.45 |
1,185.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,212.06 |
1,187.94 |
24.12 |
2.0% |
10.73 |
0.9% |
55% |
True |
False |
9,825 |
| 10 |
1,212.06 |
1,187.94 |
24.12 |
2.0% |
10.01 |
0.8% |
55% |
True |
False |
9,967 |
| 20 |
1,214.10 |
1,171.87 |
42.23 |
3.5% |
10.75 |
0.9% |
70% |
False |
False |
10,172 |
| 40 |
1,234.76 |
1,160.75 |
74.01 |
6.2% |
11.36 |
0.9% |
55% |
False |
False |
10,167 |
| 60 |
1,272.20 |
1,160.75 |
111.45 |
9.3% |
11.08 |
0.9% |
36% |
False |
False |
10,566 |
| 80 |
1,308.89 |
1,160.75 |
148.14 |
12.3% |
10.66 |
0.9% |
27% |
False |
False |
10,442 |
| 100 |
1,325.56 |
1,160.75 |
164.81 |
13.7% |
10.76 |
0.9% |
25% |
False |
False |
10,512 |
| 120 |
1,364.36 |
1,160.75 |
203.61 |
16.9% |
11.12 |
0.9% |
20% |
False |
False |
10,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,262.42 |
|
2.618 |
1,243.08 |
|
1.618 |
1,231.23 |
|
1.000 |
1,223.91 |
|
0.618 |
1,219.38 |
|
HIGH |
1,212.06 |
|
0.618 |
1,207.53 |
|
0.500 |
1,206.14 |
|
0.382 |
1,204.74 |
|
LOW |
1,200.21 |
|
0.618 |
1,192.89 |
|
1.000 |
1,188.36 |
|
1.618 |
1,181.04 |
|
2.618 |
1,169.19 |
|
4.250 |
1,149.85 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,206.14 |
1,200.85 |
| PP |
1,204.51 |
1,200.42 |
| S1 |
1,202.89 |
1,200.00 |
|