| 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 |
2,888.50 |
2,877.75 |
-10.75 |
-0.4% |
2,906.50 |
| High |
2,893.00 |
2,885.00 |
-8.00 |
-0.3% |
2,912.50 |
| Low |
2,868.00 |
2,865.00 |
-3.00 |
-0.1% |
2,865.00 |
| Close |
2,879.00 |
2,874.75 |
-4.25 |
-0.1% |
2,874.75 |
| Range |
25.00 |
20.00 |
-5.00 |
-20.0% |
47.50 |
| ATR |
21.87 |
21.73 |
-0.13 |
-0.6% |
0.00 |
| Volume |
1,633,946 |
1,692,240 |
58,294 |
3.6% |
6,536,882 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,935.00 |
2,924.75 |
2,885.75 |
|
| R3 |
2,915.00 |
2,904.75 |
2,880.25 |
|
| R2 |
2,895.00 |
2,895.00 |
2,878.50 |
|
| R1 |
2,884.75 |
2,884.75 |
2,876.50 |
2,880.00 |
| PP |
2,875.00 |
2,875.00 |
2,875.00 |
2,872.50 |
| S1 |
2,864.75 |
2,864.75 |
2,873.00 |
2,860.00 |
| S2 |
2,855.00 |
2,855.00 |
2,871.00 |
|
| S3 |
2,835.00 |
2,844.75 |
2,869.25 |
|
| S4 |
2,815.00 |
2,824.75 |
2,863.75 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,026.50 |
2,998.25 |
2,901.00 |
|
| R3 |
2,979.00 |
2,950.75 |
2,887.75 |
|
| R2 |
2,931.50 |
2,931.50 |
2,883.50 |
|
| R1 |
2,903.25 |
2,903.25 |
2,879.00 |
2,893.50 |
| PP |
2,884.00 |
2,884.00 |
2,884.00 |
2,879.25 |
| S1 |
2,855.75 |
2,855.75 |
2,870.50 |
2,846.00 |
| S2 |
2,836.50 |
2,836.50 |
2,866.00 |
|
| S3 |
2,789.00 |
2,808.25 |
2,861.75 |
|
| S4 |
2,741.50 |
2,760.75 |
2,848.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,912.50 |
2,865.00 |
47.50 |
1.7% |
22.25 |
0.8% |
21% |
False |
True |
1,571,984 |
| 10 |
2,917.50 |
2,856.25 |
61.25 |
2.1% |
20.75 |
0.7% |
30% |
False |
False |
1,322,833 |
| 20 |
2,917.50 |
2,803.00 |
114.50 |
4.0% |
22.00 |
0.8% |
63% |
False |
False |
1,260,759 |
| 40 |
2,917.50 |
2,789.75 |
127.75 |
4.4% |
21.25 |
0.7% |
67% |
False |
False |
1,144,861 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.8% |
24.25 |
0.8% |
81% |
False |
False |
1,214,555 |
| 80 |
2,917.50 |
2,679.25 |
238.25 |
8.3% |
24.25 |
0.8% |
82% |
False |
False |
998,727 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.2% |
26.00 |
0.9% |
87% |
False |
False |
800,710 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.5% |
30.50 |
1.1% |
88% |
False |
False |
668,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,970.00 |
|
2.618 |
2,937.25 |
|
1.618 |
2,917.25 |
|
1.000 |
2,905.00 |
|
0.618 |
2,897.25 |
|
HIGH |
2,885.00 |
|
0.618 |
2,877.25 |
|
0.500 |
2,875.00 |
|
0.382 |
2,872.75 |
|
LOW |
2,865.00 |
|
0.618 |
2,852.75 |
|
1.000 |
2,845.00 |
|
1.618 |
2,832.75 |
|
2.618 |
2,812.75 |
|
4.250 |
2,780.00 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,875.00 |
2,882.75 |
| PP |
2,875.00 |
2,880.00 |
| S1 |
2,874.75 |
2,877.50 |
|