| Trading Metrics calculated at close of trading on 02-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2019 |
02-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
9,526.28 |
9,639.97 |
113.69 |
1.2% |
10,361.76 |
| High |
9,713.65 |
10,428.05 |
714.40 |
7.4% |
10,615.89 |
| Low |
9,389.15 |
9,474.52 |
85.37 |
0.9% |
9,356.98 |
| Close |
9,639.97 |
10,394.01 |
754.04 |
7.8% |
9,639.97 |
| Range |
324.50 |
953.53 |
629.03 |
193.8% |
1,258.91 |
| ATR |
659.99 |
680.96 |
20.97 |
3.2% |
0.00 |
| Volume |
17,758 |
69,179 |
51,421 |
289.6% |
213,233 |
|
| Daily Pivots for day following 02-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,959.45 |
12,630.26 |
10,918.45 |
|
| R3 |
12,005.92 |
11,676.73 |
10,656.23 |
|
| R2 |
11,052.39 |
11,052.39 |
10,568.82 |
|
| R1 |
10,723.20 |
10,723.20 |
10,481.42 |
10,887.80 |
| PP |
10,098.86 |
10,098.86 |
10,098.86 |
10,181.16 |
| S1 |
9,769.67 |
9,769.67 |
10,306.60 |
9,934.27 |
| S2 |
9,145.33 |
9,145.33 |
10,219.20 |
|
| S3 |
8,191.80 |
8,816.14 |
10,131.79 |
|
| S4 |
7,238.27 |
7,862.61 |
9,869.57 |
|
|
| Weekly Pivots for week ending 30-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,647.68 |
12,902.73 |
10,332.37 |
|
| R3 |
12,388.77 |
11,643.82 |
9,986.17 |
|
| R2 |
11,129.86 |
11,129.86 |
9,870.77 |
|
| R1 |
10,384.91 |
10,384.91 |
9,755.37 |
10,127.93 |
| PP |
9,870.95 |
9,870.95 |
9,870.95 |
9,742.46 |
| S1 |
9,126.00 |
9,126.00 |
9,524.57 |
8,869.02 |
| S2 |
8,612.04 |
8,612.04 |
9,409.17 |
|
| S3 |
7,353.13 |
7,867.09 |
9,293.77 |
|
| S4 |
6,094.22 |
6,608.18 |
8,947.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,428.05 |
9,356.98 |
1,071.07 |
10.3% |
548.80 |
5.3% |
97% |
True |
False |
45,121 |
| 10 |
10,954.56 |
9,356.98 |
1,597.58 |
15.4% |
566.70 |
5.5% |
65% |
False |
False |
42,820 |
| 20 |
12,314.44 |
9,356.98 |
2,957.46 |
28.5% |
646.84 |
6.2% |
35% |
False |
False |
53,877 |
| 40 |
13,173.79 |
9,094.71 |
4,079.08 |
39.2% |
773.81 |
7.4% |
32% |
False |
False |
64,914 |
| 60 |
13,844.30 |
7,723.72 |
6,120.58 |
58.9% |
866.81 |
8.3% |
44% |
False |
False |
74,549 |
| 80 |
13,844.30 |
6,780.59 |
7,063.71 |
68.0% |
796.52 |
7.7% |
51% |
False |
False |
76,477 |
| 100 |
13,844.30 |
5,015.12 |
8,829.18 |
84.9% |
695.53 |
6.7% |
61% |
False |
False |
72,701 |
| 120 |
13,844.30 |
3,880.93 |
9,963.37 |
95.9% |
618.04 |
5.9% |
65% |
False |
False |
70,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,480.55 |
|
2.618 |
12,924.39 |
|
1.618 |
11,970.86 |
|
1.000 |
11,381.58 |
|
0.618 |
11,017.33 |
|
HIGH |
10,428.05 |
|
0.618 |
10,063.80 |
|
0.500 |
9,951.29 |
|
0.382 |
9,838.77 |
|
LOW |
9,474.52 |
|
0.618 |
8,885.24 |
|
1.000 |
8,520.99 |
|
1.618 |
7,931.71 |
|
2.618 |
6,978.18 |
|
4.250 |
5,422.02 |
|
|
| Fisher Pivots for day following 02-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,246.44 |
10,226.85 |
| PP |
10,098.86 |
10,059.68 |
| S1 |
9,951.29 |
9,892.52 |
|