| 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 |
12,155.0 |
12,000.5 |
-154.5 |
-1.3% |
12,447.0 |
| High |
12,155.0 |
12,069.5 |
-85.5 |
-0.7% |
12,565.0 |
| Low |
12,020.0 |
11,919.5 |
-100.5 |
-0.8% |
12,297.5 |
| Close |
12,025.5 |
11,935.0 |
-90.5 |
-0.8% |
12,334.0 |
| Range |
135.0 |
150.0 |
15.0 |
11.1% |
267.5 |
| ATR |
138.7 |
139.5 |
0.8 |
0.6% |
0.0 |
| Volume |
1,957 |
1,871 |
-86 |
-4.4% |
950 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,424.7 |
12,329.8 |
12,017.5 |
|
| R3 |
12,274.7 |
12,179.8 |
11,976.3 |
|
| R2 |
12,124.7 |
12,124.7 |
11,962.5 |
|
| R1 |
12,029.8 |
12,029.8 |
11,948.8 |
12,002.3 |
| PP |
11,974.7 |
11,974.7 |
11,974.7 |
11,960.9 |
| S1 |
11,879.8 |
11,879.8 |
11,921.3 |
11,852.3 |
| S2 |
11,824.7 |
11,824.7 |
11,907.5 |
|
| S3 |
11,674.7 |
11,729.8 |
11,893.8 |
|
| S4 |
11,524.7 |
11,579.8 |
11,852.5 |
|
|
| 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 |
12,510.0 |
11,919.5 |
590.5 |
4.9% |
159.4 |
1.3% |
3% |
False |
True |
1,033 |
| 10 |
12,565.0 |
11,919.5 |
645.5 |
5.4% |
117.5 |
1.0% |
2% |
False |
True |
575 |
| 20 |
12,657.5 |
11,919.5 |
738.0 |
6.2% |
123.0 |
1.0% |
2% |
False |
True |
334 |
| 40 |
12,854.5 |
11,919.5 |
935.0 |
7.8% |
113.3 |
0.9% |
2% |
False |
True |
210 |
| 60 |
13,148.5 |
11,919.5 |
1,229.0 |
10.3% |
126.4 |
1.1% |
1% |
False |
True |
169 |
| 80 |
13,164.0 |
11,919.5 |
1,244.5 |
10.4% |
113.8 |
1.0% |
1% |
False |
True |
150 |
| 100 |
13,164.0 |
11,919.5 |
1,244.5 |
10.4% |
102.1 |
0.9% |
1% |
False |
True |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,707.0 |
|
2.618 |
12,462.2 |
|
1.618 |
12,312.2 |
|
1.000 |
12,219.5 |
|
0.618 |
12,162.2 |
|
HIGH |
12,069.5 |
|
0.618 |
12,012.2 |
|
0.500 |
11,994.5 |
|
0.382 |
11,976.8 |
|
LOW |
11,919.5 |
|
0.618 |
11,826.8 |
|
1.000 |
11,769.5 |
|
1.618 |
11,676.8 |
|
2.618 |
11,526.8 |
|
4.250 |
11,282.0 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,994.5 |
12,150.5 |
| PP |
11,974.7 |
12,078.7 |
| S1 |
11,954.8 |
12,006.8 |
|