| Trading Metrics calculated at close of trading on 06-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2019 |
06-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
10,629.79 |
10,549.54 |
-80.25 |
-0.8% |
9,639.97 |
| High |
10,696.35 |
10,935.14 |
238.79 |
2.2% |
10,935.14 |
| Low |
10,483.65 |
10,234.48 |
-249.17 |
-2.4% |
9,474.52 |
| Close |
10,540.74 |
10,357.41 |
-183.33 |
-1.7% |
10,357.41 |
| Range |
212.70 |
700.66 |
487.96 |
229.4% |
1,460.62 |
| ATR |
616.87 |
622.85 |
5.99 |
1.0% |
0.00 |
| Volume |
30,616 |
57,413 |
26,797 |
87.5% |
276,020 |
|
| Daily Pivots for day following 06-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,610.99 |
12,184.86 |
10,742.77 |
|
| R3 |
11,910.33 |
11,484.20 |
10,550.09 |
|
| R2 |
11,209.67 |
11,209.67 |
10,485.86 |
|
| R1 |
10,783.54 |
10,783.54 |
10,421.64 |
10,646.28 |
| PP |
10,509.01 |
10,509.01 |
10,509.01 |
10,440.38 |
| S1 |
10,082.88 |
10,082.88 |
10,293.18 |
9,945.62 |
| S2 |
9,808.35 |
9,808.35 |
10,228.96 |
|
| S3 |
9,107.69 |
9,382.22 |
10,164.73 |
|
| S4 |
8,407.03 |
8,681.56 |
9,972.05 |
|
|
| Weekly Pivots for week ending 06-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,637.55 |
13,958.10 |
11,160.75 |
|
| R3 |
13,176.93 |
12,497.48 |
10,759.08 |
|
| R2 |
11,716.31 |
11,716.31 |
10,625.19 |
|
| R1 |
11,036.86 |
11,036.86 |
10,491.30 |
11,376.59 |
| PP |
10,255.69 |
10,255.69 |
10,255.69 |
10,425.55 |
| S1 |
9,576.24 |
9,576.24 |
10,223.52 |
9,915.97 |
| S2 |
8,795.07 |
8,795.07 |
10,089.63 |
|
| S3 |
7,334.45 |
8,115.62 |
9,955.74 |
|
| S4 |
5,873.83 |
6,655.00 |
9,554.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,935.14 |
9,474.52 |
1,460.62 |
14.1% |
550.27 |
5.3% |
60% |
True |
False |
55,204 |
| 10 |
10,935.14 |
9,356.98 |
1,578.16 |
15.2% |
523.94 |
5.1% |
63% |
True |
False |
48,925 |
| 20 |
11,957.27 |
9,356.98 |
2,600.29 |
25.1% |
606.57 |
5.9% |
38% |
False |
False |
50,611 |
| 40 |
12,314.44 |
9,094.71 |
3,219.73 |
31.1% |
712.53 |
6.9% |
39% |
False |
False |
59,663 |
| 60 |
13,844.30 |
8,451.66 |
5,392.64 |
52.1% |
875.74 |
8.5% |
35% |
False |
False |
75,259 |
| 80 |
13,844.30 |
7,116.92 |
6,727.38 |
65.0% |
780.32 |
7.5% |
48% |
False |
False |
72,652 |
| 100 |
13,844.30 |
5,052.90 |
8,791.40 |
84.9% |
707.96 |
6.8% |
60% |
False |
False |
73,380 |
| 120 |
13,844.30 |
3,880.93 |
9,963.37 |
96.2% |
630.74 |
6.1% |
65% |
False |
False |
70,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,912.95 |
|
2.618 |
12,769.47 |
|
1.618 |
12,068.81 |
|
1.000 |
11,635.80 |
|
0.618 |
11,368.15 |
|
HIGH |
10,935.14 |
|
0.618 |
10,667.49 |
|
0.500 |
10,584.81 |
|
0.382 |
10,502.13 |
|
LOW |
10,234.48 |
|
0.618 |
9,801.47 |
|
1.000 |
9,533.82 |
|
1.618 |
9,100.81 |
|
2.618 |
8,400.15 |
|
4.250 |
7,256.68 |
|
|
| Fisher Pivots for day following 06-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,584.81 |
10,584.81 |
| PP |
10,509.01 |
10,509.01 |
| S1 |
10,433.21 |
10,433.21 |
|