| 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 |
12,000.5 |
11,922.0 |
-78.5 |
-0.7% |
12,349.5 |
| High |
12,069.5 |
11,961.5 |
-108.0 |
-0.9% |
12,381.5 |
| Low |
11,919.5 |
11,872.5 |
-47.0 |
-0.4% |
11,872.5 |
| Close |
11,935.0 |
11,932.0 |
-3.0 |
0.0% |
11,932.0 |
| Range |
150.0 |
89.0 |
-61.0 |
-40.7% |
509.0 |
| ATR |
139.5 |
135.9 |
-3.6 |
-2.6% |
0.0 |
| Volume |
1,871 |
959 |
-912 |
-48.7% |
5,616 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,189.0 |
12,149.5 |
11,981.0 |
|
| R3 |
12,100.0 |
12,060.5 |
11,956.5 |
|
| R2 |
12,011.0 |
12,011.0 |
11,948.3 |
|
| R1 |
11,971.5 |
11,971.5 |
11,940.2 |
11,991.3 |
| PP |
11,922.0 |
11,922.0 |
11,922.0 |
11,931.9 |
| S1 |
11,882.5 |
11,882.5 |
11,923.8 |
11,902.3 |
| S2 |
11,833.0 |
11,833.0 |
11,915.7 |
|
| S3 |
11,744.0 |
11,793.5 |
11,907.5 |
|
| S4 |
11,655.0 |
11,704.5 |
11,883.1 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,589.0 |
13,269.5 |
12,212.0 |
|
| R3 |
13,080.0 |
12,760.5 |
12,072.0 |
|
| R2 |
12,571.0 |
12,571.0 |
12,025.3 |
|
| R1 |
12,251.5 |
12,251.5 |
11,978.7 |
12,156.8 |
| PP |
12,062.0 |
12,062.0 |
12,062.0 |
12,014.6 |
| S1 |
11,742.5 |
11,742.5 |
11,885.3 |
11,647.8 |
| S2 |
11,553.0 |
11,553.0 |
11,838.7 |
|
| S3 |
11,044.0 |
11,233.5 |
11,792.0 |
|
| S4 |
10,535.0 |
10,724.5 |
11,652.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,445.5 |
11,872.5 |
573.0 |
4.8% |
151.6 |
1.3% |
10% |
False |
True |
1,189 |
| 10 |
12,565.0 |
11,872.5 |
692.5 |
5.8% |
120.9 |
1.0% |
9% |
False |
True |
668 |
| 20 |
12,591.5 |
11,872.5 |
719.0 |
6.0% |
123.1 |
1.0% |
8% |
False |
True |
378 |
| 40 |
12,854.5 |
11,872.5 |
982.0 |
8.2% |
113.6 |
1.0% |
6% |
False |
True |
233 |
| 60 |
13,102.5 |
11,872.5 |
1,230.0 |
10.3% |
121.7 |
1.0% |
5% |
False |
True |
184 |
| 80 |
13,164.0 |
11,872.5 |
1,291.5 |
10.8% |
114.8 |
1.0% |
5% |
False |
True |
161 |
| 100 |
13,164.0 |
11,872.5 |
1,291.5 |
10.8% |
102.2 |
0.9% |
5% |
False |
True |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,339.8 |
|
2.618 |
12,194.5 |
|
1.618 |
12,105.5 |
|
1.000 |
12,050.5 |
|
0.618 |
12,016.5 |
|
HIGH |
11,961.5 |
|
0.618 |
11,927.5 |
|
0.500 |
11,917.0 |
|
0.382 |
11,906.5 |
|
LOW |
11,872.5 |
|
0.618 |
11,817.5 |
|
1.000 |
11,783.5 |
|
1.618 |
11,728.5 |
|
2.618 |
11,639.5 |
|
4.250 |
11,494.3 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,927.0 |
12,013.8 |
| PP |
11,922.0 |
11,986.5 |
| S1 |
11,917.0 |
11,959.3 |
|