| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
7,530.00 |
7,454.75 |
-75.25 |
-1.0% |
7,670.00 |
| High |
7,544.50 |
7,494.75 |
-49.75 |
-0.7% |
7,693.75 |
| Low |
7,407.75 |
7,393.00 |
-14.75 |
-0.2% |
7,393.00 |
| Close |
7,457.50 |
7,438.50 |
-19.00 |
-0.3% |
7,438.50 |
| Range |
136.75 |
101.75 |
-35.00 |
-25.6% |
300.75 |
| ATR |
90.58 |
91.38 |
0.80 |
0.9% |
0.00 |
| Volume |
650,890 |
606,515 |
-44,375 |
-6.8% |
2,250,385 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,747.25 |
7,694.75 |
7,494.50 |
|
| R3 |
7,645.50 |
7,593.00 |
7,466.50 |
|
| R2 |
7,543.75 |
7,543.75 |
7,457.25 |
|
| R1 |
7,491.25 |
7,491.25 |
7,447.75 |
7,466.50 |
| PP |
7,442.00 |
7,442.00 |
7,442.00 |
7,429.75 |
| S1 |
7,389.50 |
7,389.50 |
7,429.25 |
7,365.00 |
| S2 |
7,340.25 |
7,340.25 |
7,419.75 |
|
| S3 |
7,238.50 |
7,287.75 |
7,410.50 |
|
| S4 |
7,136.75 |
7,186.00 |
7,382.50 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,410.75 |
8,225.25 |
7,604.00 |
|
| R3 |
8,110.00 |
7,924.50 |
7,521.25 |
|
| R2 |
7,809.25 |
7,809.25 |
7,493.75 |
|
| R1 |
7,623.75 |
7,623.75 |
7,466.00 |
7,566.00 |
| PP |
7,508.50 |
7,508.50 |
7,508.50 |
7,479.50 |
| S1 |
7,323.00 |
7,323.00 |
7,411.00 |
7,265.50 |
| S2 |
7,207.75 |
7,207.75 |
7,383.25 |
|
| S3 |
6,907.00 |
7,022.25 |
7,355.75 |
|
| S4 |
6,606.25 |
6,721.50 |
7,273.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,693.75 |
7,393.00 |
300.75 |
4.0% |
107.00 |
1.4% |
15% |
False |
True |
519,457 |
| 10 |
7,697.00 |
7,393.00 |
304.00 |
4.1% |
88.00 |
1.2% |
15% |
False |
True |
413,238 |
| 20 |
7,697.00 |
7,316.50 |
380.50 |
5.1% |
87.25 |
1.2% |
32% |
False |
False |
385,725 |
| 40 |
7,697.00 |
7,166.75 |
530.25 |
7.1% |
90.50 |
1.2% |
51% |
False |
False |
362,103 |
| 60 |
7,697.00 |
6,956.00 |
741.00 |
10.0% |
98.25 |
1.3% |
65% |
False |
False |
367,167 |
| 80 |
7,697.00 |
6,855.50 |
841.50 |
11.3% |
94.00 |
1.3% |
69% |
False |
False |
291,044 |
| 100 |
7,697.00 |
6,457.00 |
1,240.00 |
16.7% |
99.00 |
1.3% |
79% |
False |
False |
232,994 |
| 120 |
7,697.00 |
6,338.00 |
1,359.00 |
18.3% |
111.00 |
1.5% |
81% |
False |
False |
194,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,927.25 |
|
2.618 |
7,761.25 |
|
1.618 |
7,659.50 |
|
1.000 |
7,596.50 |
|
0.618 |
7,557.75 |
|
HIGH |
7,494.75 |
|
0.618 |
7,456.00 |
|
0.500 |
7,444.00 |
|
0.382 |
7,431.75 |
|
LOW |
7,393.00 |
|
0.618 |
7,330.00 |
|
1.000 |
7,291.25 |
|
1.618 |
7,228.25 |
|
2.618 |
7,126.50 |
|
4.250 |
6,960.50 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,444.00 |
7,518.00 |
| PP |
7,442.00 |
7,491.50 |
| S1 |
7,440.25 |
7,465.00 |
|