| Trading Metrics calculated at close of trading on 04-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2,902.25 |
2,910.75 |
8.50 |
0.3% |
2,882.00 |
| High |
2,911.50 |
2,916.75 |
5.25 |
0.2% |
2,921.75 |
| Low |
2,896.25 |
2,890.00 |
-6.25 |
-0.2% |
2,881.50 |
| Close |
2,906.50 |
2,903.00 |
-3.50 |
-0.1% |
2,906.50 |
| Range |
15.25 |
26.75 |
11.50 |
75.4% |
40.25 |
| ATR |
20.83 |
21.25 |
0.42 |
2.0% |
0.00 |
| Volume |
14,861 |
16,638 |
1,777 |
12.0% |
49,052 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.50 |
2,970.00 |
2,917.75 |
|
| R3 |
2,956.75 |
2,943.25 |
2,910.25 |
|
| R2 |
2,930.00 |
2,930.00 |
2,908.00 |
|
| R1 |
2,916.50 |
2,916.50 |
2,905.50 |
2,910.00 |
| PP |
2,903.25 |
2,903.25 |
2,903.25 |
2,900.00 |
| S1 |
2,889.75 |
2,889.75 |
2,900.50 |
2,883.00 |
| S2 |
2,876.50 |
2,876.50 |
2,898.00 |
|
| S3 |
2,849.75 |
2,863.00 |
2,895.75 |
|
| S4 |
2,823.00 |
2,836.25 |
2,888.25 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,024.00 |
3,005.50 |
2,928.75 |
|
| R3 |
2,983.75 |
2,965.25 |
2,917.50 |
|
| R2 |
2,943.50 |
2,943.50 |
2,914.00 |
|
| R1 |
2,925.00 |
2,925.00 |
2,910.25 |
2,934.25 |
| PP |
2,903.25 |
2,903.25 |
2,903.25 |
2,908.00 |
| S1 |
2,884.75 |
2,884.75 |
2,902.75 |
2,894.00 |
| S2 |
2,863.00 |
2,863.00 |
2,899.00 |
|
| S3 |
2,822.75 |
2,844.50 |
2,895.50 |
|
| S4 |
2,782.50 |
2,804.25 |
2,884.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,921.75 |
2,890.00 |
31.75 |
1.1% |
19.00 |
0.7% |
41% |
False |
True |
10,978 |
| 10 |
2,921.75 |
2,850.50 |
71.25 |
2.5% |
19.50 |
0.7% |
74% |
False |
False |
8,549 |
| 20 |
2,921.75 |
2,807.00 |
114.75 |
4.0% |
20.25 |
0.7% |
84% |
False |
False |
6,022 |
| 40 |
2,921.75 |
2,769.75 |
152.00 |
5.2% |
21.00 |
0.7% |
88% |
False |
False |
4,381 |
| 60 |
2,921.75 |
2,696.75 |
225.00 |
7.8% |
23.50 |
0.8% |
92% |
False |
False |
3,764 |
| 80 |
2,921.75 |
2,683.00 |
238.75 |
8.2% |
23.75 |
0.8% |
92% |
False |
False |
3,085 |
| 100 |
2,921.75 |
2,599.50 |
322.25 |
11.1% |
25.50 |
0.9% |
94% |
False |
False |
2,580 |
| 120 |
2,921.75 |
2,561.75 |
360.00 |
12.4% |
29.50 |
1.0% |
95% |
False |
False |
2,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,030.50 |
|
2.618 |
2,986.75 |
|
1.618 |
2,960.00 |
|
1.000 |
2,943.50 |
|
0.618 |
2,933.25 |
|
HIGH |
2,916.75 |
|
0.618 |
2,906.50 |
|
0.500 |
2,903.50 |
|
0.382 |
2,900.25 |
|
LOW |
2,890.00 |
|
0.618 |
2,873.50 |
|
1.000 |
2,863.25 |
|
1.618 |
2,846.75 |
|
2.618 |
2,820.00 |
|
4.250 |
2,776.25 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,903.50 |
2,905.50 |
| PP |
2,903.25 |
2,904.75 |
| S1 |
2,903.00 |
2,903.75 |
|