| Trading Metrics calculated at close of trading on 04-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2019 |
04-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
10,382.47 |
10,708.96 |
326.49 |
3.1% |
10,361.76 |
| High |
10,764.56 |
10,821.87 |
57.31 |
0.5% |
10,615.89 |
| Low |
10,300.00 |
10,401.99 |
101.99 |
1.0% |
9,356.98 |
| Close |
10,710.74 |
10,629.79 |
-80.95 |
-0.8% |
9,639.97 |
| Range |
464.56 |
419.88 |
-44.68 |
-9.6% |
1,258.91 |
| ATR |
665.50 |
647.96 |
-17.54 |
-2.6% |
0.00 |
| Volume |
73,920 |
44,892 |
-29,028 |
-39.3% |
213,233 |
|
| Daily Pivots for day following 04-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,877.52 |
11,673.54 |
10,860.72 |
|
| R3 |
11,457.64 |
11,253.66 |
10,745.26 |
|
| R2 |
11,037.76 |
11,037.76 |
10,706.77 |
|
| R1 |
10,833.78 |
10,833.78 |
10,668.28 |
10,725.83 |
| PP |
10,617.88 |
10,617.88 |
10,617.88 |
10,563.91 |
| S1 |
10,413.90 |
10,413.90 |
10,591.30 |
10,305.95 |
| S2 |
10,198.00 |
10,198.00 |
10,552.81 |
|
| S3 |
9,778.12 |
9,994.02 |
10,514.32 |
|
| S4 |
9,358.24 |
9,574.14 |
10,398.86 |
|
|
| 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 |
10,821.87 |
9,356.98 |
1,464.89 |
13.8% |
519.51 |
4.9% |
87% |
True |
False |
51,127 |
| 10 |
10,821.87 |
9,356.98 |
1,464.89 |
13.8% |
521.42 |
4.9% |
87% |
True |
False |
46,357 |
| 20 |
12,046.26 |
9,356.98 |
2,689.28 |
25.3% |
609.07 |
5.7% |
47% |
False |
False |
51,547 |
| 40 |
12,314.44 |
9,094.71 |
3,219.73 |
30.3% |
740.46 |
7.0% |
48% |
False |
False |
62,200 |
| 60 |
13,844.30 |
8,057.80 |
5,786.50 |
54.4% |
869.16 |
8.2% |
44% |
False |
False |
74,972 |
| 80 |
13,844.30 |
6,780.59 |
7,063.71 |
66.5% |
791.66 |
7.4% |
54% |
False |
False |
74,841 |
| 100 |
13,844.30 |
5,052.90 |
8,791.40 |
82.7% |
701.30 |
6.6% |
63% |
False |
False |
73,070 |
| 120 |
13,844.30 |
3,880.93 |
9,963.37 |
93.7% |
624.44 |
5.9% |
68% |
False |
False |
70,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,606.36 |
|
2.618 |
11,921.12 |
|
1.618 |
11,501.24 |
|
1.000 |
11,241.75 |
|
0.618 |
11,081.36 |
|
HIGH |
10,821.87 |
|
0.618 |
10,661.48 |
|
0.500 |
10,611.93 |
|
0.382 |
10,562.38 |
|
LOW |
10,401.99 |
|
0.618 |
10,142.50 |
|
1.000 |
9,982.11 |
|
1.618 |
9,722.62 |
|
2.618 |
9,302.74 |
|
4.250 |
8,617.50 |
|
|
| Fisher Pivots for day following 04-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,623.84 |
10,469.26 |
| PP |
10,617.88 |
10,308.73 |
| S1 |
10,611.93 |
10,148.20 |
|