| 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 |
2,893.75 |
2,882.50 |
-11.25 |
-0.4% |
2,910.75 |
| High |
2,897.75 |
2,889.75 |
-8.00 |
-0.3% |
2,916.75 |
| Low |
2,872.25 |
2,869.50 |
-2.75 |
-0.1% |
2,869.50 |
| Close |
2,883.75 |
2,879.25 |
-4.50 |
-0.2% |
2,879.25 |
| Range |
25.50 |
20.25 |
-5.25 |
-20.6% |
47.25 |
| ATR |
21.65 |
21.55 |
-0.10 |
-0.5% |
0.00 |
| Volume |
45,894 |
35,526 |
-10,368 |
-22.6% |
122,397 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.25 |
2,930.00 |
2,890.50 |
|
| R3 |
2,920.00 |
2,909.75 |
2,884.75 |
|
| R2 |
2,899.75 |
2,899.75 |
2,883.00 |
|
| R1 |
2,889.50 |
2,889.50 |
2,881.00 |
2,884.50 |
| PP |
2,879.50 |
2,879.50 |
2,879.50 |
2,877.00 |
| S1 |
2,869.25 |
2,869.25 |
2,877.50 |
2,864.25 |
| S2 |
2,859.25 |
2,859.25 |
2,875.50 |
|
| S3 |
2,839.00 |
2,849.00 |
2,873.75 |
|
| S4 |
2,818.75 |
2,828.75 |
2,868.00 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,030.25 |
3,002.00 |
2,905.25 |
|
| R3 |
2,983.00 |
2,954.75 |
2,892.25 |
|
| R2 |
2,935.75 |
2,935.75 |
2,888.00 |
|
| R1 |
2,907.50 |
2,907.50 |
2,883.50 |
2,898.00 |
| PP |
2,888.50 |
2,888.50 |
2,888.50 |
2,883.75 |
| S1 |
2,860.25 |
2,860.25 |
2,875.00 |
2,850.75 |
| S2 |
2,841.25 |
2,841.25 |
2,870.50 |
|
| S3 |
2,794.00 |
2,813.00 |
2,866.25 |
|
| S4 |
2,746.75 |
2,765.75 |
2,853.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,916.75 |
2,869.50 |
47.25 |
1.6% |
22.00 |
0.8% |
21% |
False |
True |
27,451 |
| 10 |
2,921.75 |
2,860.75 |
61.00 |
2.1% |
20.50 |
0.7% |
30% |
False |
False |
17,739 |
| 20 |
2,921.75 |
2,807.00 |
114.75 |
4.0% |
22.00 |
0.8% |
63% |
False |
False |
11,020 |
| 40 |
2,921.75 |
2,793.50 |
128.25 |
4.5% |
21.00 |
0.7% |
67% |
False |
False |
6,798 |
| 60 |
2,921.75 |
2,696.75 |
225.00 |
7.8% |
23.75 |
0.8% |
81% |
False |
False |
5,452 |
| 80 |
2,921.75 |
2,683.00 |
238.75 |
8.3% |
23.75 |
0.8% |
82% |
False |
False |
4,360 |
| 100 |
2,921.75 |
2,599.50 |
322.25 |
11.2% |
25.25 |
0.9% |
87% |
False |
False |
3,621 |
| 120 |
2,921.75 |
2,561.75 |
360.00 |
12.5% |
29.50 |
1.0% |
88% |
False |
False |
3,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,975.75 |
|
2.618 |
2,942.75 |
|
1.618 |
2,922.50 |
|
1.000 |
2,910.00 |
|
0.618 |
2,902.25 |
|
HIGH |
2,889.75 |
|
0.618 |
2,882.00 |
|
0.500 |
2,879.50 |
|
0.382 |
2,877.25 |
|
LOW |
2,869.50 |
|
0.618 |
2,857.00 |
|
1.000 |
2,849.25 |
|
1.618 |
2,836.75 |
|
2.618 |
2,816.50 |
|
4.250 |
2,783.50 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,879.50 |
2,887.25 |
| PP |
2,879.50 |
2,884.50 |
| S1 |
2,879.50 |
2,882.00 |
|