Trading Metrics calculated at close of trading on 04-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,422.0 |
3,395.0 |
-27.0 |
-0.8% |
3,436.0 |
High |
3,427.0 |
3,407.0 |
-20.0 |
-0.6% |
3,463.0 |
Low |
3,376.0 |
3,342.0 |
-34.0 |
-1.0% |
3,376.0 |
Close |
3,389.0 |
3,358.0 |
-31.0 |
-0.9% |
3,389.0 |
Range |
51.0 |
65.0 |
14.0 |
27.5% |
87.0 |
ATR |
35.8 |
37.9 |
2.1 |
5.8% |
0.0 |
Volume |
1,058,804 |
1,187,877 |
129,073 |
12.2% |
3,586,944 |
|
Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,564.0 |
3,526.0 |
3,393.8 |
|
R3 |
3,499.0 |
3,461.0 |
3,375.9 |
|
R2 |
3,434.0 |
3,434.0 |
3,369.9 |
|
R1 |
3,396.0 |
3,396.0 |
3,364.0 |
3,382.5 |
PP |
3,369.0 |
3,369.0 |
3,369.0 |
3,362.3 |
S1 |
3,331.0 |
3,331.0 |
3,352.0 |
3,317.5 |
S2 |
3,304.0 |
3,304.0 |
3,346.1 |
|
S3 |
3,239.0 |
3,266.0 |
3,340.1 |
|
S4 |
3,174.0 |
3,201.0 |
3,322.3 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,670.3 |
3,616.7 |
3,436.9 |
|
R3 |
3,583.3 |
3,529.7 |
3,412.9 |
|
R2 |
3,496.3 |
3,496.3 |
3,405.0 |
|
R1 |
3,442.7 |
3,442.7 |
3,397.0 |
3,426.0 |
PP |
3,409.3 |
3,409.3 |
3,409.3 |
3,401.0 |
S1 |
3,355.7 |
3,355.7 |
3,381.0 |
3,339.0 |
S2 |
3,322.3 |
3,322.3 |
3,373.1 |
|
S3 |
3,235.3 |
3,268.7 |
3,365.1 |
|
S4 |
3,148.3 |
3,181.7 |
3,341.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,463.0 |
3,342.0 |
121.0 |
3.6% |
38.2 |
1.1% |
13% |
False |
True |
850,318 |
10 |
3,463.0 |
3,342.0 |
121.0 |
3.6% |
32.4 |
1.0% |
13% |
False |
True |
706,068 |
20 |
3,514.0 |
3,336.0 |
178.0 |
5.3% |
35.5 |
1.1% |
12% |
False |
False |
783,607 |
40 |
3,533.0 |
3,336.0 |
197.0 |
5.9% |
33.3 |
1.0% |
11% |
False |
False |
807,896 |
60 |
3,537.0 |
3,330.0 |
207.0 |
6.2% |
37.9 |
1.1% |
14% |
False |
False |
914,827 |
80 |
3,564.0 |
3,330.0 |
234.0 |
7.0% |
38.0 |
1.1% |
12% |
False |
False |
708,646 |
100 |
3,564.0 |
3,330.0 |
234.0 |
7.0% |
35.5 |
1.1% |
12% |
False |
False |
569,162 |
120 |
3,564.0 |
3,163.0 |
401.0 |
11.9% |
37.1 |
1.1% |
49% |
False |
False |
475,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,683.3 |
2.618 |
3,577.2 |
1.618 |
3,512.2 |
1.000 |
3,472.0 |
0.618 |
3,447.2 |
HIGH |
3,407.0 |
0.618 |
3,382.2 |
0.500 |
3,374.5 |
0.382 |
3,366.8 |
LOW |
3,342.0 |
0.618 |
3,301.8 |
1.000 |
3,277.0 |
1.618 |
3,236.8 |
2.618 |
3,171.8 |
4.250 |
3,065.8 |
|
|
Fisher Pivots for day following 04-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,374.5 |
3,396.0 |
PP |
3,369.0 |
3,383.3 |
S1 |
3,363.5 |
3,370.7 |
|