| Trading Metrics calculated at close of trading on 04-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
7,634.44 |
7,629.34 |
-5.10 |
-0.1% |
7,527.37 |
| High |
7,676.46 |
7,643.45 |
-33.01 |
-0.4% |
7,691.10 |
| Low |
7,628.54 |
7,581.35 |
-47.19 |
-0.6% |
7,512.02 |
| Close |
7,654.55 |
7,622.32 |
-32.23 |
-0.4% |
7,654.55 |
| Range |
47.92 |
62.10 |
14.18 |
29.6% |
179.08 |
| ATR |
73.05 |
73.06 |
0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,802.01 |
7,774.26 |
7,656.48 |
|
| R3 |
7,739.91 |
7,712.16 |
7,639.40 |
|
| R2 |
7,677.81 |
7,677.81 |
7,633.71 |
|
| R1 |
7,650.06 |
7,650.06 |
7,628.01 |
7,632.89 |
| PP |
7,615.71 |
7,615.71 |
7,615.71 |
7,607.12 |
| S1 |
7,587.96 |
7,587.96 |
7,616.63 |
7,570.79 |
| S2 |
7,553.61 |
7,553.61 |
7,610.94 |
|
| S3 |
7,491.51 |
7,525.86 |
7,605.24 |
|
| S4 |
7,429.41 |
7,463.76 |
7,588.17 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,156.46 |
8,084.59 |
7,753.04 |
|
| R3 |
7,977.38 |
7,905.51 |
7,703.80 |
|
| R2 |
7,798.30 |
7,798.30 |
7,687.38 |
|
| R1 |
7,726.43 |
7,726.43 |
7,670.97 |
7,762.37 |
| PP |
7,619.22 |
7,619.22 |
7,619.22 |
7,637.19 |
| S1 |
7,547.35 |
7,547.35 |
7,638.13 |
7,583.29 |
| S2 |
7,440.14 |
7,440.14 |
7,621.72 |
|
| S3 |
7,261.06 |
7,368.27 |
7,605.30 |
|
| S4 |
7,081.98 |
7,189.19 |
7,556.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,691.10 |
7,556.71 |
134.39 |
1.8% |
58.37 |
0.8% |
49% |
False |
False |
|
| 10 |
7,691.10 |
7,374.69 |
316.41 |
4.2% |
56.04 |
0.7% |
78% |
False |
False |
|
| 20 |
7,691.10 |
7,308.52 |
382.58 |
5.0% |
58.59 |
0.8% |
82% |
False |
False |
|
| 40 |
7,691.10 |
7,158.78 |
532.32 |
7.0% |
69.44 |
0.9% |
87% |
False |
False |
|
| 60 |
7,691.10 |
6,950.23 |
740.87 |
9.7% |
74.63 |
1.0% |
91% |
False |
False |
|
| 80 |
7,691.10 |
6,846.94 |
844.16 |
11.1% |
72.03 |
0.9% |
92% |
False |
False |
|
| 100 |
7,691.10 |
6,426.57 |
1,264.53 |
16.6% |
78.22 |
1.0% |
95% |
False |
False |
|
| 120 |
7,691.10 |
6,322.60 |
1,368.50 |
18.0% |
89.52 |
1.2% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,907.38 |
|
2.618 |
7,806.03 |
|
1.618 |
7,743.93 |
|
1.000 |
7,705.55 |
|
0.618 |
7,681.83 |
|
HIGH |
7,643.45 |
|
0.618 |
7,619.73 |
|
0.500 |
7,612.40 |
|
0.382 |
7,605.07 |
|
LOW |
7,581.35 |
|
0.618 |
7,542.97 |
|
1.000 |
7,519.25 |
|
1.618 |
7,480.87 |
|
2.618 |
7,418.77 |
|
4.250 |
7,317.43 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,619.01 |
7,636.23 |
| PP |
7,615.71 |
7,631.59 |
| S1 |
7,612.40 |
7,626.96 |
|