| 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 |
2,898.00 |
2,889.50 |
-8.50 |
-0.3% |
2,923.25 |
| High |
2,904.25 |
2,895.75 |
-8.50 |
-0.3% |
2,923.25 |
| Low |
2,880.50 |
2,877.75 |
-2.75 |
-0.1% |
2,877.75 |
| Close |
2,890.75 |
2,886.50 |
-4.25 |
-0.1% |
2,886.50 |
| Range |
23.75 |
18.00 |
-5.75 |
-24.2% |
45.50 |
| ATR |
19.89 |
19.76 |
-0.14 |
-0.7% |
0.00 |
| Volume |
2,324 |
1,455 |
-869 |
-37.4% |
5,173 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.75 |
2,931.50 |
2,896.50 |
|
| R3 |
2,922.75 |
2,913.50 |
2,891.50 |
|
| R2 |
2,904.75 |
2,904.75 |
2,889.75 |
|
| R1 |
2,895.50 |
2,895.50 |
2,888.25 |
2,891.00 |
| PP |
2,886.75 |
2,886.75 |
2,886.75 |
2,884.50 |
| S1 |
2,877.50 |
2,877.50 |
2,884.75 |
2,873.00 |
| S2 |
2,868.75 |
2,868.75 |
2,883.25 |
|
| S3 |
2,850.75 |
2,859.50 |
2,881.50 |
|
| S4 |
2,832.75 |
2,841.50 |
2,876.50 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,032.25 |
3,005.00 |
2,911.50 |
|
| R3 |
2,986.75 |
2,959.50 |
2,899.00 |
|
| R2 |
2,941.25 |
2,941.25 |
2,894.75 |
|
| R1 |
2,914.00 |
2,914.00 |
2,890.75 |
2,905.00 |
| PP |
2,895.75 |
2,895.75 |
2,895.75 |
2,891.25 |
| S1 |
2,868.50 |
2,868.50 |
2,882.25 |
2,859.50 |
| S2 |
2,850.25 |
2,850.25 |
2,878.25 |
|
| S3 |
2,804.75 |
2,823.00 |
2,874.00 |
|
| S4 |
2,759.25 |
2,777.50 |
2,861.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,923.25 |
2,877.75 |
45.50 |
1.6% |
20.50 |
0.7% |
19% |
False |
True |
1,052 |
| 10 |
2,928.00 |
2,868.50 |
59.50 |
2.1% |
19.00 |
0.7% |
30% |
False |
False |
1,207 |
| 20 |
2,928.00 |
2,815.00 |
113.00 |
3.9% |
19.75 |
0.7% |
63% |
False |
False |
708 |
| 40 |
2,928.00 |
2,802.00 |
126.00 |
4.4% |
18.75 |
0.6% |
67% |
False |
False |
419 |
| 60 |
2,928.00 |
2,704.00 |
224.00 |
7.8% |
20.50 |
0.7% |
81% |
False |
False |
1,067 |
| 80 |
2,928.00 |
2,689.75 |
238.25 |
8.3% |
20.50 |
0.7% |
83% |
False |
False |
867 |
| 100 |
2,928.00 |
2,612.75 |
315.25 |
10.9% |
20.50 |
0.7% |
87% |
False |
False |
775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,972.25 |
|
2.618 |
2,942.75 |
|
1.618 |
2,924.75 |
|
1.000 |
2,913.75 |
|
0.618 |
2,906.75 |
|
HIGH |
2,895.75 |
|
0.618 |
2,888.75 |
|
0.500 |
2,886.75 |
|
0.382 |
2,884.75 |
|
LOW |
2,877.75 |
|
0.618 |
2,866.75 |
|
1.000 |
2,859.75 |
|
1.618 |
2,848.75 |
|
2.618 |
2,830.75 |
|
4.250 |
2,801.25 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,886.75 |
2,894.50 |
| PP |
2,886.75 |
2,891.75 |
| S1 |
2,886.50 |
2,889.00 |
|