| 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 |
12,335.5 |
12,178.0 |
-157.5 |
-1.3% |
12,424.5 |
| High |
12,401.0 |
12,180.0 |
-221.0 |
-1.8% |
12,593.5 |
| Low |
12,156.5 |
12,031.5 |
-125.0 |
-1.0% |
12,306.0 |
| Close |
12,204.5 |
12,040.5 |
-164.0 |
-1.3% |
12,349.5 |
| Range |
244.5 |
148.5 |
-96.0 |
-39.3% |
287.5 |
| ATR |
154.2 |
155.6 |
1.3 |
0.9% |
0.0 |
| Volume |
116,827 |
105,997 |
-10,830 |
-9.3% |
341,605 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,529.5 |
12,433.5 |
12,122.2 |
|
| R3 |
12,381.0 |
12,285.0 |
12,081.3 |
|
| R2 |
12,232.5 |
12,232.5 |
12,067.7 |
|
| R1 |
12,136.5 |
12,136.5 |
12,054.1 |
12,110.3 |
| PP |
12,084.0 |
12,084.0 |
12,084.0 |
12,070.9 |
| S1 |
11,988.0 |
11,988.0 |
12,026.9 |
11,961.8 |
| S2 |
11,935.5 |
11,935.5 |
12,013.3 |
|
| S3 |
11,787.0 |
11,839.5 |
11,999.7 |
|
| S4 |
11,638.5 |
11,691.0 |
11,958.8 |
|
|
| 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 |
12,571.5 |
12,031.5 |
540.0 |
4.5% |
156.6 |
1.3% |
2% |
False |
True |
89,942 |
| 10 |
12,593.5 |
12,031.5 |
562.0 |
4.7% |
128.3 |
1.1% |
2% |
False |
True |
74,706 |
| 20 |
12,700.5 |
12,031.5 |
669.0 |
5.6% |
142.0 |
1.2% |
1% |
False |
True |
77,052 |
| 40 |
12,880.5 |
12,031.5 |
849.0 |
7.1% |
140.6 |
1.2% |
1% |
False |
True |
79,481 |
| 60 |
13,170.0 |
12,031.5 |
1,138.5 |
9.5% |
156.6 |
1.3% |
1% |
False |
True |
83,072 |
| 80 |
13,186.0 |
12,031.5 |
1,154.5 |
9.6% |
155.2 |
1.3% |
1% |
False |
True |
64,416 |
| 100 |
13,186.0 |
12,031.5 |
1,154.5 |
9.6% |
148.7 |
1.2% |
1% |
False |
True |
51,554 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
12.2% |
152.8 |
1.3% |
22% |
False |
False |
42,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,811.1 |
|
2.618 |
12,568.8 |
|
1.618 |
12,420.3 |
|
1.000 |
12,328.5 |
|
0.618 |
12,271.8 |
|
HIGH |
12,180.0 |
|
0.618 |
12,123.3 |
|
0.500 |
12,105.8 |
|
0.382 |
12,088.2 |
|
LOW |
12,031.5 |
|
0.618 |
11,939.7 |
|
1.000 |
11,883.0 |
|
1.618 |
11,791.2 |
|
2.618 |
11,642.7 |
|
4.250 |
11,400.4 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,105.8 |
12,249.0 |
| PP |
12,084.0 |
12,179.5 |
| S1 |
12,062.3 |
12,110.0 |
|