| 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 |
12,006.0 |
11,998.0 |
-8.0 |
-0.1% |
12,335.5 |
| High |
12,022.0 |
12,046.0 |
24.0 |
0.2% |
12,401.0 |
| Low |
11,859.0 |
11,947.5 |
88.5 |
0.7% |
11,882.0 |
| Close |
11,964.0 |
12,040.0 |
76.0 |
0.6% |
11,947.5 |
| Range |
163.0 |
98.5 |
-64.5 |
-39.6% |
519.0 |
| ATR |
150.3 |
146.6 |
-3.7 |
-2.5% |
0.0 |
| Volume |
92,403 |
96,217 |
3,814 |
4.1% |
401,826 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,306.7 |
12,271.8 |
12,094.2 |
|
| R3 |
12,208.2 |
12,173.3 |
12,067.1 |
|
| R2 |
12,109.7 |
12,109.7 |
12,058.1 |
|
| R1 |
12,074.8 |
12,074.8 |
12,049.0 |
12,092.3 |
| PP |
12,011.2 |
12,011.2 |
12,011.2 |
12,019.9 |
| S1 |
11,976.3 |
11,976.3 |
12,031.0 |
11,993.8 |
| S2 |
11,912.7 |
11,912.7 |
12,021.9 |
|
| S3 |
11,814.2 |
11,877.8 |
12,012.9 |
|
| S4 |
11,715.7 |
11,779.3 |
11,985.8 |
|
|
| 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 |
12,090.5 |
11,859.0 |
231.5 |
1.9% |
127.6 |
1.1% |
78% |
False |
False |
92,761 |
| 10 |
12,571.5 |
11,859.0 |
712.5 |
5.9% |
142.1 |
1.2% |
25% |
False |
False |
91,351 |
| 20 |
12,593.5 |
11,859.0 |
734.5 |
6.1% |
136.7 |
1.1% |
25% |
False |
False |
77,418 |
| 40 |
12,880.5 |
11,859.0 |
1,021.5 |
8.5% |
140.3 |
1.2% |
18% |
False |
False |
81,376 |
| 60 |
12,880.5 |
11,859.0 |
1,021.5 |
8.5% |
149.5 |
1.2% |
18% |
False |
False |
83,449 |
| 80 |
13,186.0 |
11,859.0 |
1,327.0 |
11.0% |
157.8 |
1.3% |
14% |
False |
False |
70,207 |
| 100 |
13,186.0 |
11,859.0 |
1,327.0 |
11.0% |
148.6 |
1.2% |
14% |
False |
False |
56,187 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
12.2% |
151.1 |
1.3% |
22% |
False |
False |
46,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,464.6 |
|
2.618 |
12,303.9 |
|
1.618 |
12,205.4 |
|
1.000 |
12,144.5 |
|
0.618 |
12,106.9 |
|
HIGH |
12,046.0 |
|
0.618 |
12,008.4 |
|
0.500 |
11,996.8 |
|
0.382 |
11,985.1 |
|
LOW |
11,947.5 |
|
0.618 |
11,886.6 |
|
1.000 |
11,849.0 |
|
1.618 |
11,788.1 |
|
2.618 |
11,689.6 |
|
4.250 |
11,528.9 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,025.6 |
12,010.8 |
| PP |
12,011.2 |
11,981.7 |
| S1 |
11,996.8 |
11,952.5 |
|