| 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 |
2,903.50 |
2,893.75 |
-9.75 |
-0.3% |
2,882.00 |
| High |
2,905.00 |
2,897.75 |
-7.25 |
-0.2% |
2,921.75 |
| Low |
2,882.25 |
2,872.25 |
-10.00 |
-0.3% |
2,881.50 |
| Close |
2,893.00 |
2,883.75 |
-9.25 |
-0.3% |
2,906.50 |
| Range |
22.75 |
25.50 |
2.75 |
12.1% |
40.25 |
| ATR |
21.36 |
21.65 |
0.30 |
1.4% |
0.00 |
| Volume |
24,339 |
45,894 |
21,555 |
88.6% |
49,052 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.00 |
2,948.00 |
2,897.75 |
|
| R3 |
2,935.50 |
2,922.50 |
2,890.75 |
|
| R2 |
2,910.00 |
2,910.00 |
2,888.50 |
|
| R1 |
2,897.00 |
2,897.00 |
2,886.00 |
2,890.75 |
| PP |
2,884.50 |
2,884.50 |
2,884.50 |
2,881.50 |
| S1 |
2,871.50 |
2,871.50 |
2,881.50 |
2,865.25 |
| S2 |
2,859.00 |
2,859.00 |
2,879.00 |
|
| S3 |
2,833.50 |
2,846.00 |
2,876.75 |
|
| S4 |
2,808.00 |
2,820.50 |
2,869.75 |
|
|
| 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 |
2,921.00 |
2,872.25 |
48.75 |
1.7% |
22.25 |
0.8% |
24% |
False |
True |
22,375 |
| 10 |
2,921.75 |
2,859.00 |
62.75 |
2.2% |
20.00 |
0.7% |
39% |
False |
False |
14,621 |
| 20 |
2,921.75 |
2,807.00 |
114.75 |
4.0% |
21.50 |
0.7% |
67% |
False |
False |
9,314 |
| 40 |
2,921.75 |
2,778.00 |
143.75 |
5.0% |
21.25 |
0.7% |
74% |
False |
False |
5,957 |
| 60 |
2,921.75 |
2,696.75 |
225.00 |
7.8% |
23.75 |
0.8% |
83% |
False |
False |
4,873 |
| 80 |
2,921.75 |
2,683.00 |
238.75 |
8.3% |
24.00 |
0.8% |
84% |
False |
False |
3,924 |
| 100 |
2,921.75 |
2,599.50 |
322.25 |
11.2% |
25.50 |
0.9% |
88% |
False |
False |
3,276 |
| 120 |
2,921.75 |
2,561.75 |
360.00 |
12.5% |
29.75 |
1.0% |
89% |
False |
False |
2,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,006.00 |
|
2.618 |
2,964.50 |
|
1.618 |
2,939.00 |
|
1.000 |
2,923.25 |
|
0.618 |
2,913.50 |
|
HIGH |
2,897.75 |
|
0.618 |
2,888.00 |
|
0.500 |
2,885.00 |
|
0.382 |
2,882.00 |
|
LOW |
2,872.25 |
|
0.618 |
2,856.50 |
|
1.000 |
2,846.75 |
|
1.618 |
2,831.00 |
|
2.618 |
2,805.50 |
|
4.250 |
2,764.00 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,885.00 |
2,894.50 |
| PP |
2,884.50 |
2,891.00 |
| S1 |
2,884.25 |
2,887.25 |
|