| 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 |
2,898.00 |
2,906.50 |
8.50 |
0.3% |
2,877.75 |
| High |
2,907.50 |
2,912.50 |
5.00 |
0.2% |
2,917.50 |
| Low |
2,891.75 |
2,885.50 |
-6.25 |
-0.2% |
2,876.75 |
| Close |
2,902.00 |
2,898.25 |
-3.75 |
-0.1% |
2,902.00 |
| Range |
15.75 |
27.00 |
11.25 |
71.4% |
40.75 |
| ATR |
21.10 |
21.52 |
0.42 |
2.0% |
0.00 |
| Volume |
1,323,038 |
1,605,954 |
282,916 |
21.4% |
5,632,877 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,979.75 |
2,966.00 |
2,913.00 |
|
| R3 |
2,952.75 |
2,939.00 |
2,905.75 |
|
| R2 |
2,925.75 |
2,925.75 |
2,903.25 |
|
| R1 |
2,912.00 |
2,912.00 |
2,900.75 |
2,905.50 |
| PP |
2,898.75 |
2,898.75 |
2,898.75 |
2,895.50 |
| S1 |
2,885.00 |
2,885.00 |
2,895.75 |
2,878.50 |
| S2 |
2,871.75 |
2,871.75 |
2,893.25 |
|
| S3 |
2,844.75 |
2,858.00 |
2,890.75 |
|
| S4 |
2,817.75 |
2,831.00 |
2,883.50 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,021.00 |
3,002.25 |
2,924.50 |
|
| R3 |
2,980.25 |
2,961.50 |
2,913.25 |
|
| R2 |
2,939.50 |
2,939.50 |
2,909.50 |
|
| R1 |
2,920.75 |
2,920.75 |
2,905.75 |
2,930.00 |
| PP |
2,898.75 |
2,898.75 |
2,898.75 |
2,903.50 |
| S1 |
2,880.00 |
2,880.00 |
2,898.25 |
2,889.50 |
| S2 |
2,858.00 |
2,858.00 |
2,894.50 |
|
| S3 |
2,817.25 |
2,839.25 |
2,890.75 |
|
| S4 |
2,776.50 |
2,798.50 |
2,879.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,917.50 |
2,885.50 |
32.00 |
1.1% |
19.00 |
0.7% |
40% |
False |
True |
1,255,467 |
| 10 |
2,917.50 |
2,846.25 |
71.25 |
2.5% |
19.75 |
0.7% |
73% |
False |
False |
1,139,892 |
| 20 |
2,917.50 |
2,803.00 |
114.50 |
4.0% |
20.50 |
0.7% |
83% |
False |
False |
1,125,329 |
| 40 |
2,917.50 |
2,765.75 |
151.75 |
5.2% |
21.25 |
0.7% |
87% |
False |
False |
1,106,970 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.7% |
23.75 |
0.8% |
91% |
False |
False |
1,206,357 |
| 80 |
2,917.50 |
2,679.25 |
238.25 |
8.2% |
24.25 |
0.8% |
92% |
False |
False |
937,402 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.1% |
26.25 |
0.9% |
94% |
False |
False |
751,566 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.4% |
30.75 |
1.1% |
95% |
False |
False |
627,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,027.25 |
|
2.618 |
2,983.25 |
|
1.618 |
2,956.25 |
|
1.000 |
2,939.50 |
|
0.618 |
2,929.25 |
|
HIGH |
2,912.50 |
|
0.618 |
2,902.25 |
|
0.500 |
2,899.00 |
|
0.382 |
2,895.75 |
|
LOW |
2,885.50 |
|
0.618 |
2,868.75 |
|
1.000 |
2,858.50 |
|
1.618 |
2,841.75 |
|
2.618 |
2,814.75 |
|
4.250 |
2,770.75 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,899.00 |
2,901.00 |
| PP |
2,898.75 |
2,900.00 |
| S1 |
2,898.50 |
2,899.00 |
|