Trading Metrics calculated at close of trading on 05-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2019 |
05-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
10,708.96 |
10,629.79 |
-79.17 |
-0.7% |
10,361.76 |
High |
10,821.87 |
10,696.35 |
-125.52 |
-1.2% |
10,615.89 |
Low |
10,401.99 |
10,483.65 |
81.66 |
0.8% |
9,356.98 |
Close |
10,629.79 |
10,540.74 |
-89.05 |
-0.8% |
9,639.97 |
Range |
419.88 |
212.70 |
-207.18 |
-49.3% |
1,258.91 |
ATR |
647.96 |
616.87 |
-31.09 |
-4.8% |
0.00 |
Volume |
44,892 |
30,616 |
-14,276 |
-31.8% |
213,233 |
|
Daily Pivots for day following 05-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,211.68 |
11,088.91 |
10,657.73 |
|
R3 |
10,998.98 |
10,876.21 |
10,599.23 |
|
R2 |
10,786.28 |
10,786.28 |
10,579.74 |
|
R1 |
10,663.51 |
10,663.51 |
10,560.24 |
10,618.55 |
PP |
10,573.58 |
10,573.58 |
10,573.58 |
10,551.10 |
S1 |
10,450.81 |
10,450.81 |
10,521.24 |
10,405.85 |
S2 |
10,360.88 |
10,360.88 |
10,501.75 |
|
S3 |
10,148.18 |
10,238.11 |
10,482.25 |
|
S4 |
9,935.48 |
10,025.41 |
10,423.76 |
|
|
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 |
9,389.15 |
1,432.72 |
13.6% |
475.03 |
4.5% |
80% |
False |
False |
47,273 |
10 |
10,821.87 |
9,356.98 |
1,464.89 |
13.9% |
495.96 |
4.7% |
81% |
False |
False |
45,940 |
20 |
12,046.26 |
9,356.98 |
2,689.28 |
25.5% |
593.33 |
5.6% |
44% |
False |
False |
50,279 |
40 |
12,314.44 |
9,094.71 |
3,219.73 |
30.5% |
715.89 |
6.8% |
45% |
False |
False |
59,608 |
60 |
13,844.30 |
8,178.52 |
5,665.78 |
53.8% |
868.81 |
8.2% |
42% |
False |
False |
74,950 |
80 |
13,844.30 |
6,780.59 |
7,063.71 |
67.0% |
786.19 |
7.5% |
53% |
False |
False |
73,908 |
100 |
13,844.30 |
5,052.90 |
8,791.40 |
83.4% |
702.42 |
6.7% |
62% |
False |
False |
73,063 |
120 |
13,844.30 |
3,880.93 |
9,963.37 |
94.5% |
625.21 |
5.9% |
67% |
False |
False |
70,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,600.33 |
2.618 |
11,253.20 |
1.618 |
11,040.50 |
1.000 |
10,909.05 |
0.618 |
10,827.80 |
HIGH |
10,696.35 |
0.618 |
10,615.10 |
0.500 |
10,590.00 |
0.382 |
10,564.90 |
LOW |
10,483.65 |
0.618 |
10,352.20 |
1.000 |
10,270.95 |
1.618 |
10,139.50 |
2.618 |
9,926.80 |
4.250 |
9,579.68 |
|
|
Fisher Pivots for day following 05-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
10,590.00 |
10,560.94 |
PP |
10,573.58 |
10,554.20 |
S1 |
10,557.16 |
10,547.47 |
|