| Trading Metrics calculated at close of trading on 03-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2019 |
03-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
9,639.97 |
10,382.47 |
742.50 |
7.7% |
10,361.76 |
| High |
10,428.05 |
10,764.56 |
336.51 |
3.2% |
10,615.89 |
| Low |
9,474.52 |
10,300.00 |
825.48 |
8.7% |
9,356.98 |
| Close |
10,394.01 |
10,710.74 |
316.73 |
3.0% |
9,639.97 |
| Range |
953.53 |
464.56 |
-488.97 |
-51.3% |
1,258.91 |
| ATR |
680.96 |
665.50 |
-15.46 |
-2.3% |
0.00 |
| Volume |
69,179 |
73,920 |
4,741 |
6.9% |
213,233 |
|
| Daily Pivots for day following 03-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,985.45 |
11,812.65 |
10,966.25 |
|
| R3 |
11,520.89 |
11,348.09 |
10,838.49 |
|
| R2 |
11,056.33 |
11,056.33 |
10,795.91 |
|
| R1 |
10,883.53 |
10,883.53 |
10,753.32 |
10,969.93 |
| PP |
10,591.77 |
10,591.77 |
10,591.77 |
10,634.97 |
| S1 |
10,418.97 |
10,418.97 |
10,668.16 |
10,505.37 |
| S2 |
10,127.21 |
10,127.21 |
10,625.57 |
|
| S3 |
9,662.65 |
9,954.41 |
10,582.99 |
|
| S4 |
9,198.09 |
9,489.85 |
10,455.23 |
|
|
| 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 |
10,764.56 |
9,356.98 |
1,407.58 |
13.1% |
567.71 |
5.3% |
96% |
True |
False |
54,781 |
| 10 |
10,849.71 |
9,356.98 |
1,492.73 |
13.9% |
575.43 |
5.4% |
91% |
False |
False |
47,096 |
| 20 |
12,132.46 |
9,356.98 |
2,775.48 |
25.9% |
632.90 |
5.9% |
49% |
False |
False |
53,451 |
| 40 |
13,173.79 |
9,094.71 |
4,079.08 |
38.1% |
768.17 |
7.2% |
40% |
False |
False |
64,449 |
| 60 |
13,844.30 |
7,825.80 |
6,018.50 |
56.2% |
869.09 |
8.1% |
48% |
False |
False |
75,256 |
| 80 |
13,844.30 |
6,780.59 |
7,063.71 |
65.9% |
793.89 |
7.4% |
56% |
False |
False |
75,450 |
| 100 |
13,844.30 |
5,052.90 |
8,791.40 |
82.1% |
697.98 |
6.5% |
64% |
False |
False |
72,952 |
| 120 |
13,844.30 |
3,880.93 |
9,963.37 |
93.0% |
621.35 |
5.8% |
69% |
False |
False |
70,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,738.94 |
|
2.618 |
11,980.78 |
|
1.618 |
11,516.22 |
|
1.000 |
11,229.12 |
|
0.618 |
11,051.66 |
|
HIGH |
10,764.56 |
|
0.618 |
10,587.10 |
|
0.500 |
10,532.28 |
|
0.382 |
10,477.46 |
|
LOW |
10,300.00 |
|
0.618 |
10,012.90 |
|
1.000 |
9,835.44 |
|
1.618 |
9,548.34 |
|
2.618 |
9,083.78 |
|
4.250 |
8,325.62 |
|
|
| Fisher Pivots for day following 03-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,651.25 |
10,499.45 |
| PP |
10,591.77 |
10,288.15 |
| S1 |
10,532.28 |
10,076.86 |
|