| 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 |
12,178.0 |
12,019.5 |
-158.5 |
-1.3% |
12,424.5 |
| High |
12,180.0 |
12,090.5 |
-89.5 |
-0.7% |
12,593.5 |
| Low |
12,031.5 |
11,933.5 |
-98.0 |
-0.8% |
12,306.0 |
| Close |
12,040.5 |
11,951.0 |
-89.5 |
-0.7% |
12,349.5 |
| Range |
148.5 |
157.0 |
8.5 |
5.7% |
287.5 |
| ATR |
155.6 |
155.7 |
0.1 |
0.1% |
0.0 |
| Volume |
105,997 |
93,932 |
-12,065 |
-11.4% |
341,605 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,462.7 |
12,363.8 |
12,037.4 |
|
| R3 |
12,305.7 |
12,206.8 |
11,994.2 |
|
| R2 |
12,148.7 |
12,148.7 |
11,979.8 |
|
| R1 |
12,049.8 |
12,049.8 |
11,965.4 |
12,020.8 |
| PP |
11,991.7 |
11,991.7 |
11,991.7 |
11,977.1 |
| S1 |
11,892.8 |
11,892.8 |
11,936.6 |
11,863.8 |
| S2 |
11,834.7 |
11,834.7 |
11,922.2 |
|
| S3 |
11,677.7 |
11,735.8 |
11,907.8 |
|
| S4 |
11,520.7 |
11,578.8 |
11,864.7 |
|
|
| 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 |
12,543.5 |
11,933.5 |
610.0 |
5.1% |
172.2 |
1.4% |
3% |
False |
True |
90,516 |
| 10 |
12,593.5 |
11,933.5 |
660.0 |
5.5% |
133.0 |
1.1% |
3% |
False |
True |
78,557 |
| 20 |
12,694.0 |
11,933.5 |
760.5 |
6.4% |
143.7 |
1.2% |
2% |
False |
True |
77,609 |
| 40 |
12,880.5 |
11,933.5 |
947.0 |
7.9% |
141.2 |
1.2% |
2% |
False |
True |
79,816 |
| 60 |
13,170.0 |
11,933.5 |
1,236.5 |
10.3% |
156.8 |
1.3% |
1% |
False |
True |
83,767 |
| 80 |
13,186.0 |
11,933.5 |
1,252.5 |
10.5% |
156.3 |
1.3% |
1% |
False |
True |
65,588 |
| 100 |
13,186.0 |
11,933.5 |
1,252.5 |
10.5% |
148.7 |
1.2% |
1% |
False |
True |
52,492 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
12.3% |
151.5 |
1.3% |
16% |
False |
False |
43,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,757.8 |
|
2.618 |
12,501.5 |
|
1.618 |
12,344.5 |
|
1.000 |
12,247.5 |
|
0.618 |
12,187.5 |
|
HIGH |
12,090.5 |
|
0.618 |
12,030.5 |
|
0.500 |
12,012.0 |
|
0.382 |
11,993.5 |
|
LOW |
11,933.5 |
|
0.618 |
11,836.5 |
|
1.000 |
11,776.5 |
|
1.618 |
11,679.5 |
|
2.618 |
11,522.5 |
|
4.250 |
11,266.3 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,012.0 |
12,167.3 |
| PP |
11,991.7 |
12,095.2 |
| S1 |
11,971.3 |
12,023.1 |
|