| 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 |
1,202.5 |
1,205.6 |
3.1 |
0.3% |
1,206.3 |
| High |
1,212.7 |
1,209.0 |
-3.7 |
-0.3% |
1,212.7 |
| Low |
1,200.5 |
1,198.7 |
-1.8 |
-0.1% |
1,195.1 |
| Close |
1,204.3 |
1,200.4 |
-3.9 |
-0.3% |
1,200.4 |
| Range |
12.2 |
10.3 |
-1.9 |
-15.6% |
17.6 |
| ATR |
12.6 |
12.5 |
-0.2 |
-1.3% |
0.0 |
| Volume |
284,202 |
287,651 |
3,449 |
1.2% |
1,202,885 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,233.6 |
1,227.3 |
1,206.1 |
|
| R3 |
1,223.3 |
1,217.0 |
1,203.2 |
|
| R2 |
1,213.0 |
1,213.0 |
1,202.3 |
|
| R1 |
1,206.7 |
1,206.7 |
1,201.3 |
1,204.7 |
| PP |
1,202.7 |
1,202.7 |
1,202.7 |
1,201.7 |
| S1 |
1,196.4 |
1,196.4 |
1,199.5 |
1,194.4 |
| S2 |
1,192.4 |
1,192.4 |
1,198.5 |
|
| S3 |
1,182.1 |
1,186.1 |
1,197.6 |
|
| S4 |
1,171.8 |
1,175.8 |
1,194.7 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,255.5 |
1,245.6 |
1,210.1 |
|
| R3 |
1,237.9 |
1,228.0 |
1,205.2 |
|
| R2 |
1,220.3 |
1,220.3 |
1,203.6 |
|
| R1 |
1,210.4 |
1,210.4 |
1,202.0 |
1,206.6 |
| PP |
1,202.7 |
1,202.7 |
1,202.7 |
1,200.8 |
| S1 |
1,192.8 |
1,192.8 |
1,198.8 |
1,189.0 |
| S2 |
1,185.1 |
1,185.1 |
1,197.2 |
|
| S3 |
1,167.5 |
1,175.2 |
1,195.6 |
|
| S4 |
1,149.9 |
1,157.6 |
1,190.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,214.9 |
1,195.1 |
19.8 |
1.6% |
11.1 |
0.9% |
27% |
False |
False |
293,598 |
| 10 |
1,220.7 |
1,189.5 |
31.2 |
2.6% |
12.5 |
1.0% |
35% |
False |
False |
277,430 |
| 20 |
1,224.9 |
1,167.1 |
57.8 |
4.8% |
13.2 |
1.1% |
58% |
False |
False |
280,294 |
| 40 |
1,259.2 |
1,167.1 |
92.1 |
7.7% |
12.6 |
1.1% |
36% |
False |
False |
210,479 |
| 60 |
1,325.4 |
1,167.1 |
158.3 |
13.2% |
12.2 |
1.0% |
21% |
False |
False |
145,961 |
| 80 |
1,325.4 |
1,167.1 |
158.3 |
13.2% |
11.5 |
1.0% |
21% |
False |
False |
111,014 |
| 100 |
1,377.8 |
1,167.1 |
210.7 |
17.6% |
11.6 |
1.0% |
16% |
False |
False |
89,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,252.8 |
|
2.618 |
1,236.0 |
|
1.618 |
1,225.7 |
|
1.000 |
1,219.3 |
|
0.618 |
1,215.4 |
|
HIGH |
1,209.0 |
|
0.618 |
1,205.1 |
|
0.500 |
1,203.9 |
|
0.382 |
1,202.6 |
|
LOW |
1,198.7 |
|
0.618 |
1,192.3 |
|
1.000 |
1,188.4 |
|
1.618 |
1,182.0 |
|
2.618 |
1,171.7 |
|
4.250 |
1,154.9 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,203.9 |
1,204.6 |
| PP |
1,202.7 |
1,203.2 |
| S1 |
1,201.6 |
1,201.8 |
|