| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,906.50 |
2,898.75 |
-7.75 |
-0.3% |
2,877.75 |
| High |
2,912.50 |
2,900.50 |
-12.00 |
-0.4% |
2,917.50 |
| Low |
2,885.50 |
2,877.50 |
-8.00 |
-0.3% |
2,876.75 |
| Close |
2,898.25 |
2,888.25 |
-10.00 |
-0.3% |
2,902.00 |
| Range |
27.00 |
23.00 |
-4.00 |
-14.8% |
40.75 |
| ATR |
21.52 |
21.62 |
0.11 |
0.5% |
0.00 |
| Volume |
1,605,954 |
1,604,742 |
-1,212 |
-0.1% |
5,632,877 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.75 |
2,946.00 |
2,901.00 |
|
| R3 |
2,934.75 |
2,923.00 |
2,894.50 |
|
| R2 |
2,911.75 |
2,911.75 |
2,892.50 |
|
| R1 |
2,900.00 |
2,900.00 |
2,890.25 |
2,894.50 |
| PP |
2,888.75 |
2,888.75 |
2,888.75 |
2,886.00 |
| S1 |
2,877.00 |
2,877.00 |
2,886.25 |
2,871.50 |
| S2 |
2,865.75 |
2,865.75 |
2,884.00 |
|
| S3 |
2,842.75 |
2,854.00 |
2,882.00 |
|
| S4 |
2,819.75 |
2,831.00 |
2,875.50 |
|
|
| 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 |
2,877.50 |
40.00 |
1.4% |
21.25 |
0.7% |
27% |
False |
True |
1,395,874 |
| 10 |
2,917.50 |
2,846.25 |
71.25 |
2.5% |
20.00 |
0.7% |
59% |
False |
False |
1,194,862 |
| 20 |
2,917.50 |
2,803.00 |
114.50 |
4.0% |
21.00 |
0.7% |
74% |
False |
False |
1,166,555 |
| 40 |
2,917.50 |
2,765.75 |
151.75 |
5.3% |
21.50 |
0.7% |
81% |
False |
False |
1,123,946 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.8% |
24.00 |
0.8% |
87% |
False |
False |
1,207,123 |
| 80 |
2,917.50 |
2,679.25 |
238.25 |
8.2% |
24.25 |
0.8% |
88% |
False |
False |
957,388 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.1% |
26.00 |
0.9% |
91% |
False |
False |
767,551 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.5% |
30.75 |
1.1% |
92% |
False |
False |
641,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,998.25 |
|
2.618 |
2,960.75 |
|
1.618 |
2,937.75 |
|
1.000 |
2,923.50 |
|
0.618 |
2,914.75 |
|
HIGH |
2,900.50 |
|
0.618 |
2,891.75 |
|
0.500 |
2,889.00 |
|
0.382 |
2,886.25 |
|
LOW |
2,877.50 |
|
0.618 |
2,863.25 |
|
1.000 |
2,854.50 |
|
1.618 |
2,840.25 |
|
2.618 |
2,817.25 |
|
4.250 |
2,779.75 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,889.00 |
2,895.00 |
| PP |
2,888.75 |
2,892.75 |
| S1 |
2,888.50 |
2,890.50 |
|