| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
7,482.0 |
7,450.0 |
-32.0 |
-0.4% |
7,599.5 |
| High |
7,529.0 |
7,453.0 |
-76.0 |
-1.0% |
7,640.5 |
| Low |
7,431.0 |
7,351.0 |
-80.0 |
-1.1% |
7,413.0 |
| Close |
7,453.5 |
7,381.5 |
-72.0 |
-1.0% |
7,424.0 |
| Range |
98.0 |
102.0 |
4.0 |
4.1% |
227.5 |
| ATR |
84.3 |
85.6 |
1.3 |
1.5% |
0.0 |
| Volume |
94,819 |
129,673 |
34,854 |
36.8% |
386,104 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,701.0 |
7,643.5 |
7,437.5 |
|
| R3 |
7,599.0 |
7,541.5 |
7,409.5 |
|
| R2 |
7,497.0 |
7,497.0 |
7,400.0 |
|
| R1 |
7,439.5 |
7,439.5 |
7,391.0 |
7,417.0 |
| PP |
7,395.0 |
7,395.0 |
7,395.0 |
7,384.0 |
| S1 |
7,337.5 |
7,337.5 |
7,372.0 |
7,315.0 |
| S2 |
7,293.0 |
7,293.0 |
7,363.0 |
|
| S3 |
7,191.0 |
7,235.5 |
7,353.5 |
|
| S4 |
7,089.0 |
7,133.5 |
7,325.5 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,175.0 |
8,027.0 |
7,549.0 |
|
| R3 |
7,947.5 |
7,799.5 |
7,486.5 |
|
| R2 |
7,720.0 |
7,720.0 |
7,465.5 |
|
| R1 |
7,572.0 |
7,572.0 |
7,445.0 |
7,532.0 |
| PP |
7,492.5 |
7,492.5 |
7,492.5 |
7,472.5 |
| S1 |
7,344.5 |
7,344.5 |
7,403.0 |
7,305.0 |
| S2 |
7,265.0 |
7,265.0 |
7,382.5 |
|
| S3 |
7,037.5 |
7,117.0 |
7,361.5 |
|
| S4 |
6,810.0 |
6,889.5 |
7,299.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,570.0 |
7,351.0 |
219.0 |
3.0% |
93.5 |
1.3% |
14% |
False |
True |
99,106 |
| 10 |
7,640.5 |
7,351.0 |
289.5 |
3.9% |
82.5 |
1.1% |
11% |
False |
True |
88,305 |
| 20 |
7,757.5 |
7,351.0 |
406.5 |
5.5% |
83.0 |
1.1% |
8% |
False |
True |
87,341 |
| 40 |
7,757.5 |
7,351.0 |
406.5 |
5.5% |
82.0 |
1.1% |
8% |
False |
True |
86,537 |
| 60 |
7,757.5 |
7,351.0 |
406.5 |
5.5% |
88.0 |
1.2% |
8% |
False |
True |
93,466 |
| 80 |
7,810.0 |
7,351.0 |
459.0 |
6.2% |
82.0 |
1.1% |
7% |
False |
True |
82,104 |
| 100 |
7,810.0 |
7,065.5 |
744.5 |
10.1% |
72.5 |
1.0% |
42% |
False |
False |
65,808 |
| 120 |
7,810.0 |
6,720.5 |
1,089.5 |
14.8% |
67.0 |
0.9% |
61% |
False |
False |
54,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,886.5 |
|
2.618 |
7,720.0 |
|
1.618 |
7,618.0 |
|
1.000 |
7,555.0 |
|
0.618 |
7,516.0 |
|
HIGH |
7,453.0 |
|
0.618 |
7,414.0 |
|
0.500 |
7,402.0 |
|
0.382 |
7,390.0 |
|
LOW |
7,351.0 |
|
0.618 |
7,288.0 |
|
1.000 |
7,249.0 |
|
1.618 |
7,186.0 |
|
2.618 |
7,084.0 |
|
4.250 |
6,917.5 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,402.0 |
7,440.0 |
| PP |
7,395.0 |
7,420.5 |
| S1 |
7,388.5 |
7,401.0 |
|