| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,898.75 |
2,888.50 |
-10.25 |
-0.4% |
2,877.75 |
| High |
2,900.50 |
2,893.00 |
-7.50 |
-0.3% |
2,917.50 |
| Low |
2,877.50 |
2,868.00 |
-9.50 |
-0.3% |
2,876.75 |
| Close |
2,888.25 |
2,879.00 |
-9.25 |
-0.3% |
2,902.00 |
| Range |
23.00 |
25.00 |
2.00 |
8.7% |
40.75 |
| ATR |
21.62 |
21.87 |
0.24 |
1.1% |
0.00 |
| Volume |
1,604,742 |
1,633,946 |
29,204 |
1.8% |
5,632,877 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,955.00 |
2,942.00 |
2,892.75 |
|
| R3 |
2,930.00 |
2,917.00 |
2,886.00 |
|
| R2 |
2,905.00 |
2,905.00 |
2,883.50 |
|
| R1 |
2,892.00 |
2,892.00 |
2,881.25 |
2,886.00 |
| PP |
2,880.00 |
2,880.00 |
2,880.00 |
2,877.00 |
| S1 |
2,867.00 |
2,867.00 |
2,876.75 |
2,861.00 |
| S2 |
2,855.00 |
2,855.00 |
2,874.50 |
|
| S3 |
2,830.00 |
2,842.00 |
2,872.00 |
|
| S4 |
2,805.00 |
2,817.00 |
2,865.25 |
|
|
| 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 |
2,916.25 |
2,868.00 |
48.25 |
1.7% |
22.25 |
0.8% |
23% |
False |
True |
1,499,904 |
| 10 |
2,917.50 |
2,854.75 |
62.75 |
2.2% |
20.25 |
0.7% |
39% |
False |
False |
1,258,613 |
| 20 |
2,917.50 |
2,803.00 |
114.50 |
4.0% |
21.75 |
0.8% |
66% |
False |
False |
1,210,981 |
| 40 |
2,917.50 |
2,773.75 |
143.75 |
5.0% |
21.50 |
0.7% |
73% |
False |
False |
1,130,565 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.8% |
24.00 |
0.8% |
83% |
False |
False |
1,209,419 |
| 80 |
2,917.50 |
2,679.25 |
238.25 |
8.3% |
24.50 |
0.8% |
84% |
False |
False |
977,685 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.2% |
26.00 |
0.9% |
88% |
False |
False |
783,851 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.5% |
30.75 |
1.1% |
89% |
False |
False |
654,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,999.25 |
|
2.618 |
2,958.50 |
|
1.618 |
2,933.50 |
|
1.000 |
2,918.00 |
|
0.618 |
2,908.50 |
|
HIGH |
2,893.00 |
|
0.618 |
2,883.50 |
|
0.500 |
2,880.50 |
|
0.382 |
2,877.50 |
|
LOW |
2,868.00 |
|
0.618 |
2,852.50 |
|
1.000 |
2,843.00 |
|
1.618 |
2,827.50 |
|
2.618 |
2,802.50 |
|
4.250 |
2,761.75 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,880.50 |
2,890.25 |
| PP |
2,880.00 |
2,886.50 |
| S1 |
2,879.50 |
2,882.75 |
|