| 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 |
12,349.5 |
12,155.0 |
-194.5 |
-1.6% |
12,447.0 |
| High |
12,381.5 |
12,155.0 |
-226.5 |
-1.8% |
12,565.0 |
| Low |
12,145.5 |
12,020.0 |
-125.5 |
-1.0% |
12,297.5 |
| Close |
12,189.5 |
12,025.5 |
-164.0 |
-1.3% |
12,334.0 |
| Range |
236.0 |
135.0 |
-101.0 |
-42.8% |
267.5 |
| ATR |
136.4 |
138.7 |
2.4 |
1.7% |
0.0 |
| Volume |
829 |
1,957 |
1,128 |
136.1% |
950 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,471.8 |
12,383.7 |
12,099.8 |
|
| R3 |
12,336.8 |
12,248.7 |
12,062.6 |
|
| R2 |
12,201.8 |
12,201.8 |
12,050.3 |
|
| R1 |
12,113.7 |
12,113.7 |
12,037.9 |
12,090.3 |
| PP |
12,066.8 |
12,066.8 |
12,066.8 |
12,055.1 |
| S1 |
11,978.7 |
11,978.7 |
12,013.1 |
11,955.3 |
| S2 |
11,931.8 |
11,931.8 |
12,000.8 |
|
| S3 |
11,796.8 |
11,843.7 |
11,988.4 |
|
| S4 |
11,661.8 |
11,708.7 |
11,951.3 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,201.3 |
13,035.2 |
12,481.1 |
|
| R3 |
12,933.8 |
12,767.7 |
12,407.6 |
|
| R2 |
12,666.3 |
12,666.3 |
12,383.0 |
|
| R1 |
12,500.2 |
12,500.2 |
12,358.5 |
12,449.5 |
| PP |
12,398.8 |
12,398.8 |
12,398.8 |
12,373.5 |
| S1 |
12,232.7 |
12,232.7 |
12,309.5 |
12,182.0 |
| S2 |
12,131.3 |
12,131.3 |
12,285.0 |
|
| S3 |
11,863.8 |
11,965.2 |
12,260.4 |
|
| S4 |
11,596.3 |
11,697.7 |
12,186.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,555.0 |
12,020.0 |
535.0 |
4.4% |
143.5 |
1.2% |
1% |
False |
True |
693 |
| 10 |
12,565.0 |
12,020.0 |
545.0 |
4.5% |
112.5 |
0.9% |
1% |
False |
True |
391 |
| 20 |
12,669.0 |
12,020.0 |
649.0 |
5.4% |
119.9 |
1.0% |
1% |
False |
True |
243 |
| 40 |
12,854.5 |
12,020.0 |
834.5 |
6.9% |
112.2 |
0.9% |
1% |
False |
True |
164 |
| 60 |
13,148.5 |
12,020.0 |
1,128.5 |
9.4% |
124.1 |
1.0% |
0% |
False |
True |
138 |
| 80 |
13,164.0 |
12,020.0 |
1,144.0 |
9.5% |
111.9 |
0.9% |
0% |
False |
True |
127 |
| 100 |
13,164.0 |
12,020.0 |
1,144.0 |
9.5% |
100.6 |
0.8% |
0% |
False |
True |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,728.8 |
|
2.618 |
12,508.4 |
|
1.618 |
12,373.4 |
|
1.000 |
12,290.0 |
|
0.618 |
12,238.4 |
|
HIGH |
12,155.0 |
|
0.618 |
12,103.4 |
|
0.500 |
12,087.5 |
|
0.382 |
12,071.6 |
|
LOW |
12,020.0 |
|
0.618 |
11,936.6 |
|
1.000 |
11,885.0 |
|
1.618 |
11,801.6 |
|
2.618 |
11,666.6 |
|
4.250 |
11,446.3 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,087.5 |
12,232.8 |
| PP |
12,066.8 |
12,163.7 |
| S1 |
12,046.2 |
12,094.6 |
|