| 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 |
12,455.5 |
12,335.5 |
-120.0 |
-1.0% |
12,424.5 |
| High |
12,466.5 |
12,401.0 |
-65.5 |
-0.5% |
12,593.5 |
| Low |
12,306.0 |
12,156.5 |
-149.5 |
-1.2% |
12,306.0 |
| Close |
12,349.5 |
12,204.5 |
-145.0 |
-1.2% |
12,349.5 |
| Range |
160.5 |
244.5 |
84.0 |
52.3% |
287.5 |
| ATR |
147.3 |
154.2 |
6.9 |
4.7% |
0.0 |
| Volume |
47,350 |
116,827 |
69,477 |
146.7% |
341,605 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,987.5 |
12,840.5 |
12,339.0 |
|
| R3 |
12,743.0 |
12,596.0 |
12,271.7 |
|
| R2 |
12,498.5 |
12,498.5 |
12,249.3 |
|
| R1 |
12,351.5 |
12,351.5 |
12,226.9 |
12,302.8 |
| PP |
12,254.0 |
12,254.0 |
12,254.0 |
12,229.6 |
| S1 |
12,107.0 |
12,107.0 |
12,182.1 |
12,058.3 |
| S2 |
12,009.5 |
12,009.5 |
12,159.7 |
|
| S3 |
11,765.0 |
11,862.5 |
12,137.3 |
|
| S4 |
11,520.5 |
11,618.0 |
12,070.0 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,278.8 |
13,101.7 |
12,507.6 |
|
| R3 |
12,991.3 |
12,814.2 |
12,428.6 |
|
| R2 |
12,703.8 |
12,703.8 |
12,402.2 |
|
| R1 |
12,526.7 |
12,526.7 |
12,375.9 |
12,471.5 |
| PP |
12,416.3 |
12,416.3 |
12,416.3 |
12,388.8 |
| S1 |
12,239.2 |
12,239.2 |
12,323.1 |
12,184.0 |
| S2 |
12,128.8 |
12,128.8 |
12,296.8 |
|
| S3 |
11,841.3 |
11,951.7 |
12,270.4 |
|
| S4 |
11,553.8 |
11,664.2 |
12,191.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,593.5 |
12,156.5 |
437.0 |
3.6% |
143.3 |
1.2% |
11% |
False |
True |
80,211 |
| 10 |
12,593.5 |
12,156.5 |
437.0 |
3.6% |
125.9 |
1.0% |
11% |
False |
True |
70,873 |
| 20 |
12,734.0 |
12,105.0 |
629.0 |
5.2% |
140.8 |
1.2% |
16% |
False |
False |
75,638 |
| 40 |
12,880.5 |
12,105.0 |
775.5 |
6.4% |
139.7 |
1.1% |
13% |
False |
False |
79,221 |
| 60 |
13,170.0 |
12,086.5 |
1,083.5 |
8.9% |
156.5 |
1.3% |
11% |
False |
False |
82,664 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
9.0% |
154.4 |
1.3% |
11% |
False |
False |
63,092 |
| 100 |
13,186.0 |
12,086.5 |
1,099.5 |
9.0% |
148.5 |
1.2% |
11% |
False |
False |
50,495 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
12.0% |
152.2 |
1.2% |
33% |
False |
False |
42,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,440.1 |
|
2.618 |
13,041.1 |
|
1.618 |
12,796.6 |
|
1.000 |
12,645.5 |
|
0.618 |
12,552.1 |
|
HIGH |
12,401.0 |
|
0.618 |
12,307.6 |
|
0.500 |
12,278.8 |
|
0.382 |
12,249.9 |
|
LOW |
12,156.5 |
|
0.618 |
12,005.4 |
|
1.000 |
11,912.0 |
|
1.618 |
11,760.9 |
|
2.618 |
11,516.4 |
|
4.250 |
11,117.4 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,278.8 |
12,350.0 |
| PP |
12,254.0 |
12,301.5 |
| S1 |
12,229.3 |
12,253.0 |
|