| Trading Metrics calculated at close of trading on 04-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1,732.8 |
1,742.3 |
9.5 |
0.5% |
1,727.9 |
| High |
1,744.0 |
1,746.3 |
2.3 |
0.1% |
1,744.0 |
| Low |
1,727.8 |
1,720.6 |
-7.2 |
-0.4% |
1,721.6 |
| Close |
1,740.6 |
1,734.6 |
-6.0 |
-0.3% |
1,740.6 |
| Range |
16.2 |
25.7 |
9.5 |
58.6% |
22.4 |
| ATR |
17.9 |
18.5 |
0.6 |
3.1% |
0.0 |
| Volume |
107,022 |
139,773 |
32,751 |
30.6% |
445,952 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,810.9 |
1,798.5 |
1,748.7 |
|
| R3 |
1,785.2 |
1,772.8 |
1,741.7 |
|
| R2 |
1,759.5 |
1,759.5 |
1,739.3 |
|
| R1 |
1,747.1 |
1,747.1 |
1,737.0 |
1,740.5 |
| PP |
1,733.8 |
1,733.8 |
1,733.8 |
1,730.5 |
| S1 |
1,721.4 |
1,721.4 |
1,732.2 |
1,714.8 |
| S2 |
1,708.1 |
1,708.1 |
1,729.9 |
|
| S3 |
1,682.4 |
1,695.7 |
1,727.5 |
|
| S4 |
1,656.7 |
1,670.0 |
1,720.5 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,802.6 |
1,794.0 |
1,752.9 |
|
| R3 |
1,780.2 |
1,771.6 |
1,746.8 |
|
| R2 |
1,757.8 |
1,757.8 |
1,744.7 |
|
| R1 |
1,749.2 |
1,749.2 |
1,742.7 |
1,753.5 |
| PP |
1,735.4 |
1,735.4 |
1,735.4 |
1,737.6 |
| S1 |
1,726.8 |
1,726.8 |
1,738.5 |
1,731.1 |
| S2 |
1,713.0 |
1,713.0 |
1,736.5 |
|
| S3 |
1,690.6 |
1,704.4 |
1,734.4 |
|
| S4 |
1,668.2 |
1,682.0 |
1,728.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,746.3 |
1,720.6 |
25.7 |
1.5% |
16.8 |
1.0% |
54% |
True |
True |
100,554 |
| 10 |
1,746.3 |
1,695.9 |
50.4 |
2.9% |
16.8 |
1.0% |
77% |
True |
False |
95,974 |
| 20 |
1,746.3 |
1,662.5 |
83.8 |
4.8% |
17.8 |
1.0% |
86% |
True |
False |
96,837 |
| 40 |
1,746.3 |
1,653.3 |
93.0 |
5.4% |
19.3 |
1.1% |
87% |
True |
False |
102,312 |
| 60 |
1,746.3 |
1,632.5 |
113.8 |
6.6% |
19.8 |
1.1% |
90% |
True |
False |
116,579 |
| 80 |
1,746.3 |
1,596.6 |
149.7 |
8.6% |
18.7 |
1.1% |
92% |
True |
False |
91,247 |
| 100 |
1,746.3 |
1,532.2 |
214.1 |
12.3% |
18.9 |
1.1% |
95% |
True |
False |
73,002 |
| 120 |
1,746.3 |
1,488.2 |
258.1 |
14.9% |
20.0 |
1.2% |
95% |
True |
False |
60,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,855.5 |
|
2.618 |
1,813.6 |
|
1.618 |
1,787.9 |
|
1.000 |
1,772.0 |
|
0.618 |
1,762.2 |
|
HIGH |
1,746.3 |
|
0.618 |
1,736.5 |
|
0.500 |
1,733.5 |
|
0.382 |
1,730.4 |
|
LOW |
1,720.6 |
|
0.618 |
1,704.7 |
|
1.000 |
1,694.9 |
|
1.618 |
1,679.0 |
|
2.618 |
1,653.3 |
|
4.250 |
1,611.4 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,734.2 |
1,734.2 |
| PP |
1,733.8 |
1,733.8 |
| S1 |
1,733.5 |
1,733.5 |
|