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 |
7,302.34 |
7,366.64 |
64.30 |
0.9% |
6,612.15 |
High |
7,405.24 |
7,388.73 |
-16.51 |
-0.2% |
7,125.70 |
Low |
7,242.65 |
6,879.69 |
-362.96 |
-5.0% |
6,572.12 |
Close |
7,366.64 |
6,954.01 |
-412.63 |
-5.6% |
7,044.68 |
Range |
162.59 |
509.04 |
346.45 |
213.1% |
553.58 |
ATR |
341.92 |
353.86 |
11.94 |
3.5% |
0.00 |
Volume |
53,273 |
93,169 |
39,896 |
74.9% |
286,046 |
|
Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,601.26 |
8,286.68 |
7,233.98 |
|
R3 |
8,092.22 |
7,777.64 |
7,094.00 |
|
R2 |
7,583.18 |
7,583.18 |
7,047.33 |
|
R1 |
7,268.60 |
7,268.60 |
7,000.67 |
7,171.37 |
PP |
7,074.14 |
7,074.14 |
7,074.14 |
7,025.53 |
S1 |
6,759.56 |
6,759.56 |
6,907.35 |
6,662.33 |
S2 |
6,565.10 |
6,565.10 |
6,860.69 |
|
S3 |
6,056.06 |
6,250.52 |
6,814.02 |
|
S4 |
5,547.02 |
5,741.48 |
6,674.04 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,574.91 |
8,363.37 |
7,349.15 |
|
R3 |
8,021.33 |
7,809.79 |
7,196.91 |
|
R2 |
7,467.75 |
7,467.75 |
7,146.17 |
|
R1 |
7,256.21 |
7,256.21 |
7,095.42 |
7,361.98 |
PP |
6,914.17 |
6,914.17 |
6,914.17 |
6,967.05 |
S1 |
6,702.63 |
6,702.63 |
6,993.94 |
6,808.40 |
S2 |
6,360.59 |
6,360.59 |
6,943.19 |
|
S3 |
5,807.01 |
6,149.05 |
6,892.45 |
|
S4 |
5,253.43 |
5,595.47 |
6,740.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,405.24 |
6,803.80 |
601.44 |
8.6% |
266.55 |
3.8% |
25% |
False |
False |
61,915 |
10 |
7,405.24 |
6,252.73 |
1,152.51 |
16.6% |
298.97 |
4.3% |
61% |
False |
False |
64,255 |
20 |
7,405.24 |
5,894.44 |
1,510.80 |
21.7% |
357.86 |
5.1% |
70% |
False |
False |
74,343 |
40 |
8,485.03 |
5,894.44 |
2,590.59 |
37.3% |
376.86 |
5.4% |
41% |
False |
False |
72,858 |
60 |
8,485.03 |
5,803.02 |
2,682.01 |
38.6% |
361.86 |
5.2% |
43% |
False |
False |
69,293 |
80 |
8,883.95 |
5,803.02 |
3,080.93 |
44.3% |
367.11 |
5.3% |
37% |
False |
False |
70,698 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
59.9% |
389.76 |
5.6% |
28% |
False |
False |
72,533 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
59.9% |
430.58 |
6.2% |
28% |
False |
False |
80,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,552.15 |
2.618 |
8,721.40 |
1.618 |
8,212.36 |
1.000 |
7,897.77 |
0.618 |
7,703.32 |
HIGH |
7,388.73 |
0.618 |
7,194.28 |
0.500 |
7,134.21 |
0.382 |
7,074.14 |
LOW |
6,879.69 |
0.618 |
6,565.10 |
1.000 |
6,370.65 |
1.618 |
6,056.06 |
2.618 |
5,547.02 |
4.250 |
4,716.27 |
|
|
Fisher Pivots for day following 05-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,134.21 |
7,142.47 |
PP |
7,074.14 |
7,079.65 |
S1 |
7,014.08 |
7,016.83 |
|