| 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 |
2,910.75 |
2,903.50 |
-7.25 |
-0.2% |
2,882.00 |
| High |
2,916.75 |
2,905.00 |
-11.75 |
-0.4% |
2,921.75 |
| Low |
2,890.00 |
2,882.25 |
-7.75 |
-0.3% |
2,881.50 |
| Close |
2,903.00 |
2,893.00 |
-10.00 |
-0.3% |
2,906.50 |
| Range |
26.75 |
22.75 |
-4.00 |
-15.0% |
40.25 |
| ATR |
21.25 |
21.36 |
0.11 |
0.5% |
0.00 |
| Volume |
16,638 |
24,339 |
7,701 |
46.3% |
49,052 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.75 |
2,950.00 |
2,905.50 |
|
| R3 |
2,939.00 |
2,927.25 |
2,899.25 |
|
| R2 |
2,916.25 |
2,916.25 |
2,897.25 |
|
| R1 |
2,904.50 |
2,904.50 |
2,895.00 |
2,899.00 |
| PP |
2,893.50 |
2,893.50 |
2,893.50 |
2,890.50 |
| S1 |
2,881.75 |
2,881.75 |
2,891.00 |
2,876.25 |
| S2 |
2,870.75 |
2,870.75 |
2,888.75 |
|
| S3 |
2,848.00 |
2,859.00 |
2,886.75 |
|
| S4 |
2,825.25 |
2,836.25 |
2,880.50 |
|
|
| 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 |
2,882.25 |
39.50 |
1.4% |
21.00 |
0.7% |
27% |
False |
True |
15,080 |
| 10 |
2,921.75 |
2,850.50 |
71.25 |
2.5% |
19.75 |
0.7% |
60% |
False |
False |
10,515 |
| 20 |
2,921.75 |
2,807.00 |
114.75 |
4.0% |
20.75 |
0.7% |
75% |
False |
False |
7,094 |
| 40 |
2,921.75 |
2,769.75 |
152.00 |
5.3% |
21.00 |
0.7% |
81% |
False |
False |
4,923 |
| 60 |
2,921.75 |
2,696.75 |
225.00 |
7.8% |
23.50 |
0.8% |
87% |
False |
False |
4,132 |
| 80 |
2,921.75 |
2,683.00 |
238.75 |
8.3% |
23.75 |
0.8% |
88% |
False |
False |
3,388 |
| 100 |
2,921.75 |
2,599.50 |
322.25 |
11.1% |
25.50 |
0.9% |
91% |
False |
False |
2,822 |
| 120 |
2,921.75 |
2,561.75 |
360.00 |
12.4% |
29.50 |
1.0% |
92% |
False |
False |
2,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,001.75 |
|
2.618 |
2,964.50 |
|
1.618 |
2,941.75 |
|
1.000 |
2,927.75 |
|
0.618 |
2,919.00 |
|
HIGH |
2,905.00 |
|
0.618 |
2,896.25 |
|
0.500 |
2,893.50 |
|
0.382 |
2,891.00 |
|
LOW |
2,882.25 |
|
0.618 |
2,868.25 |
|
1.000 |
2,859.50 |
|
1.618 |
2,845.50 |
|
2.618 |
2,822.75 |
|
4.250 |
2,785.50 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,893.50 |
2,899.50 |
| PP |
2,893.50 |
2,897.25 |
| S1 |
2,893.25 |
2,895.25 |
|