| 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 |
1,204.0 |
1,209.5 |
5.5 |
0.5% |
1,219.6 |
| High |
1,209.5 |
1,218.2 |
8.7 |
0.7% |
1,226.0 |
| Low |
1,203.6 |
1,206.6 |
3.0 |
0.2% |
1,207.8 |
| Close |
1,206.9 |
1,210.0 |
3.1 |
0.3% |
1,212.3 |
| Range |
5.9 |
11.6 |
5.7 |
96.6% |
18.2 |
| ATR |
11.4 |
11.5 |
0.0 |
0.1% |
0.0 |
| Volume |
1,349 |
7,965 |
6,616 |
490.4% |
6,542 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,246.4 |
1,239.8 |
1,216.4 |
|
| R3 |
1,234.8 |
1,228.2 |
1,213.2 |
|
| R2 |
1,223.2 |
1,223.2 |
1,212.1 |
|
| R1 |
1,216.6 |
1,216.6 |
1,211.1 |
1,219.9 |
| PP |
1,211.6 |
1,211.6 |
1,211.6 |
1,213.3 |
| S1 |
1,205.0 |
1,205.0 |
1,208.9 |
1,208.3 |
| S2 |
1,200.0 |
1,200.0 |
1,207.9 |
|
| S3 |
1,188.4 |
1,193.4 |
1,206.8 |
|
| S4 |
1,176.8 |
1,181.8 |
1,203.6 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,270.0 |
1,259.3 |
1,222.3 |
|
| R3 |
1,251.8 |
1,241.1 |
1,217.3 |
|
| R2 |
1,233.6 |
1,233.6 |
1,215.6 |
|
| R1 |
1,222.9 |
1,222.9 |
1,214.0 |
1,219.2 |
| PP |
1,215.4 |
1,215.4 |
1,215.4 |
1,213.5 |
| S1 |
1,204.7 |
1,204.7 |
1,210.6 |
1,201.0 |
| S2 |
1,197.2 |
1,197.2 |
1,209.0 |
|
| S3 |
1,179.0 |
1,186.5 |
1,207.3 |
|
| S4 |
1,160.8 |
1,168.3 |
1,202.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,220.0 |
1,200.8 |
19.2 |
1.6% |
10.3 |
0.9% |
48% |
False |
False |
3,617 |
| 10 |
1,226.0 |
1,195.0 |
31.0 |
2.6% |
11.4 |
0.9% |
48% |
False |
False |
2,455 |
| 20 |
1,231.0 |
1,173.2 |
57.8 |
4.8% |
11.9 |
1.0% |
64% |
False |
False |
2,106 |
| 40 |
1,265.4 |
1,173.2 |
92.2 |
7.6% |
11.2 |
0.9% |
40% |
False |
False |
2,249 |
| 60 |
1,330.4 |
1,173.2 |
157.2 |
13.0% |
10.4 |
0.9% |
23% |
False |
False |
1,918 |
| 80 |
1,336.6 |
1,173.2 |
163.4 |
13.5% |
9.7 |
0.8% |
23% |
False |
False |
1,657 |
| 100 |
1,382.8 |
1,173.2 |
209.6 |
17.3% |
9.0 |
0.7% |
18% |
False |
False |
1,392 |
| 120 |
1,393.7 |
1,173.2 |
220.5 |
18.2% |
9.1 |
0.8% |
17% |
False |
False |
1,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,267.5 |
|
2.618 |
1,248.6 |
|
1.618 |
1,237.0 |
|
1.000 |
1,229.8 |
|
0.618 |
1,225.4 |
|
HIGH |
1,218.2 |
|
0.618 |
1,213.8 |
|
0.500 |
1,212.4 |
|
0.382 |
1,211.0 |
|
LOW |
1,206.6 |
|
0.618 |
1,199.4 |
|
1.000 |
1,195.0 |
|
1.618 |
1,187.8 |
|
2.618 |
1,176.2 |
|
4.250 |
1,157.3 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,212.4 |
1,209.8 |
| PP |
1,211.6 |
1,209.7 |
| S1 |
1,210.8 |
1,209.5 |
|