| 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 |
2,910.00 |
2,898.00 |
-12.00 |
-0.4% |
2,889.75 |
| High |
2,911.00 |
2,904.25 |
-6.75 |
-0.2% |
2,928.00 |
| Low |
2,889.50 |
2,880.50 |
-9.00 |
-0.3% |
2,889.75 |
| Close |
2,900.00 |
2,890.75 |
-9.25 |
-0.3% |
2,913.75 |
| Range |
21.50 |
23.75 |
2.25 |
10.5% |
38.25 |
| ATR |
19.60 |
19.89 |
0.30 |
1.5% |
0.00 |
| Volume |
1,268 |
2,324 |
1,056 |
83.3% |
6,854 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,963.00 |
2,950.75 |
2,903.75 |
|
| R3 |
2,939.25 |
2,927.00 |
2,897.25 |
|
| R2 |
2,915.50 |
2,915.50 |
2,895.00 |
|
| R1 |
2,903.25 |
2,903.25 |
2,893.00 |
2,897.50 |
| PP |
2,891.75 |
2,891.75 |
2,891.75 |
2,889.00 |
| S1 |
2,879.50 |
2,879.50 |
2,888.50 |
2,873.75 |
| S2 |
2,868.00 |
2,868.00 |
2,886.50 |
|
| S3 |
2,844.25 |
2,855.75 |
2,884.25 |
|
| S4 |
2,820.50 |
2,832.00 |
2,877.75 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,025.25 |
3,007.75 |
2,934.75 |
|
| R3 |
2,987.00 |
2,969.50 |
2,924.25 |
|
| R2 |
2,948.75 |
2,948.75 |
2,920.75 |
|
| R1 |
2,931.25 |
2,931.25 |
2,917.25 |
2,940.00 |
| PP |
2,910.50 |
2,910.50 |
2,910.50 |
2,915.00 |
| S1 |
2,893.00 |
2,893.00 |
2,910.25 |
2,901.75 |
| S2 |
2,872.25 |
2,872.25 |
2,906.75 |
|
| S3 |
2,834.00 |
2,854.75 |
2,903.25 |
|
| S4 |
2,795.75 |
2,816.50 |
2,892.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,927.25 |
2,880.50 |
46.75 |
1.6% |
21.00 |
0.7% |
22% |
False |
True |
1,005 |
| 10 |
2,928.00 |
2,866.75 |
61.25 |
2.1% |
18.25 |
0.6% |
39% |
False |
False |
1,076 |
| 20 |
2,928.00 |
2,815.00 |
113.00 |
3.9% |
19.25 |
0.7% |
67% |
False |
False |
635 |
| 40 |
2,928.00 |
2,795.00 |
133.00 |
4.6% |
18.75 |
0.6% |
72% |
False |
False |
391 |
| 60 |
2,928.00 |
2,704.00 |
224.00 |
7.7% |
20.50 |
0.7% |
83% |
False |
False |
1,043 |
| 80 |
2,928.00 |
2,689.75 |
238.25 |
8.2% |
20.25 |
0.7% |
84% |
False |
False |
848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,005.25 |
|
2.618 |
2,966.50 |
|
1.618 |
2,942.75 |
|
1.000 |
2,928.00 |
|
0.618 |
2,919.00 |
|
HIGH |
2,904.25 |
|
0.618 |
2,895.25 |
|
0.500 |
2,892.50 |
|
0.382 |
2,889.50 |
|
LOW |
2,880.50 |
|
0.618 |
2,865.75 |
|
1.000 |
2,856.75 |
|
1.618 |
2,842.00 |
|
2.618 |
2,818.25 |
|
4.250 |
2,779.50 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,892.50 |
2,902.00 |
| PP |
2,891.75 |
2,898.25 |
| S1 |
2,891.25 |
2,894.50 |
|