| 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 |
12,019.5 |
11,940.0 |
-79.5 |
-0.7% |
12,335.5 |
| High |
12,090.5 |
11,987.5 |
-103.0 |
-0.9% |
12,401.0 |
| Low |
11,933.5 |
11,882.0 |
-51.5 |
-0.4% |
11,882.0 |
| Close |
11,951.0 |
11,947.5 |
-3.5 |
0.0% |
11,947.5 |
| Range |
157.0 |
105.5 |
-51.5 |
-32.8% |
519.0 |
| ATR |
155.7 |
152.1 |
-3.6 |
-2.3% |
0.0 |
| Volume |
93,932 |
85,070 |
-8,862 |
-9.4% |
401,826 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,255.5 |
12,207.0 |
12,005.5 |
|
| R3 |
12,150.0 |
12,101.5 |
11,976.5 |
|
| R2 |
12,044.5 |
12,044.5 |
11,966.8 |
|
| R1 |
11,996.0 |
11,996.0 |
11,957.2 |
12,020.3 |
| PP |
11,939.0 |
11,939.0 |
11,939.0 |
11,951.1 |
| S1 |
11,890.5 |
11,890.5 |
11,937.8 |
11,914.8 |
| S2 |
11,833.5 |
11,833.5 |
11,928.2 |
|
| S3 |
11,728.0 |
11,785.0 |
11,918.5 |
|
| S4 |
11,622.5 |
11,679.5 |
11,889.5 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,633.8 |
13,309.7 |
12,233.0 |
|
| R3 |
13,114.8 |
12,790.7 |
12,090.2 |
|
| R2 |
12,595.8 |
12,595.8 |
12,042.7 |
|
| R1 |
12,271.7 |
12,271.7 |
11,995.1 |
12,174.3 |
| PP |
12,076.8 |
12,076.8 |
12,076.8 |
12,028.1 |
| S1 |
11,752.7 |
11,752.7 |
11,899.9 |
11,655.3 |
| S2 |
11,557.8 |
11,557.8 |
11,852.4 |
|
| S3 |
11,038.8 |
11,233.7 |
11,804.8 |
|
| S4 |
10,519.8 |
10,714.7 |
11,662.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,466.5 |
11,882.0 |
584.5 |
4.9% |
163.2 |
1.4% |
11% |
False |
True |
89,835 |
| 10 |
12,593.5 |
11,882.0 |
711.5 |
6.0% |
137.3 |
1.1% |
9% |
False |
True |
80,782 |
| 20 |
12,622.0 |
11,882.0 |
740.0 |
6.2% |
142.6 |
1.2% |
9% |
False |
True |
76,226 |
| 40 |
12,880.5 |
11,882.0 |
998.5 |
8.4% |
141.1 |
1.2% |
7% |
False |
True |
80,182 |
| 60 |
13,170.0 |
11,882.0 |
1,288.0 |
10.8% |
156.4 |
1.3% |
5% |
False |
True |
83,824 |
| 80 |
13,186.0 |
11,882.0 |
1,304.0 |
10.9% |
156.6 |
1.3% |
5% |
False |
True |
66,651 |
| 100 |
13,186.0 |
11,882.0 |
1,304.0 |
10.9% |
148.6 |
1.2% |
5% |
False |
True |
53,342 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
12.3% |
151.2 |
1.3% |
16% |
False |
False |
44,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,435.9 |
|
2.618 |
12,263.7 |
|
1.618 |
12,158.2 |
|
1.000 |
12,093.0 |
|
0.618 |
12,052.7 |
|
HIGH |
11,987.5 |
|
0.618 |
11,947.2 |
|
0.500 |
11,934.8 |
|
0.382 |
11,922.3 |
|
LOW |
11,882.0 |
|
0.618 |
11,816.8 |
|
1.000 |
11,776.5 |
|
1.618 |
11,711.3 |
|
2.618 |
11,605.8 |
|
4.250 |
11,433.6 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,943.3 |
12,031.0 |
| PP |
11,939.0 |
12,003.2 |
| S1 |
11,934.8 |
11,975.3 |
|