Trading Metrics calculated at close of trading on 05-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,395.0 |
3,356.0 |
-39.0 |
-1.1% |
3,436.0 |
High |
3,407.0 |
3,357.0 |
-50.0 |
-1.5% |
3,463.0 |
Low |
3,342.0 |
3,311.0 |
-31.0 |
-0.9% |
3,376.0 |
Close |
3,358.0 |
3,315.0 |
-43.0 |
-1.3% |
3,389.0 |
Range |
65.0 |
46.0 |
-19.0 |
-29.2% |
87.0 |
ATR |
37.9 |
38.5 |
0.7 |
1.7% |
0.0 |
Volume |
1,187,877 |
1,302,524 |
114,647 |
9.7% |
3,586,944 |
|
Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,465.7 |
3,436.3 |
3,340.3 |
|
R3 |
3,419.7 |
3,390.3 |
3,327.7 |
|
R2 |
3,373.7 |
3,373.7 |
3,323.4 |
|
R1 |
3,344.3 |
3,344.3 |
3,319.2 |
3,336.0 |
PP |
3,327.7 |
3,327.7 |
3,327.7 |
3,323.5 |
S1 |
3,298.3 |
3,298.3 |
3,310.8 |
3,290.0 |
S2 |
3,281.7 |
3,281.7 |
3,306.6 |
|
S3 |
3,235.7 |
3,252.3 |
3,302.4 |
|
S4 |
3,189.7 |
3,206.3 |
3,289.7 |
|
|
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 |
3,459.0 |
3,311.0 |
148.0 |
4.5% |
43.4 |
1.3% |
3% |
False |
True |
992,029 |
10 |
3,463.0 |
3,311.0 |
152.0 |
4.6% |
33.2 |
1.0% |
3% |
False |
True |
773,395 |
20 |
3,508.0 |
3,311.0 |
197.0 |
5.9% |
36.2 |
1.1% |
2% |
False |
True |
817,315 |
40 |
3,533.0 |
3,311.0 |
222.0 |
6.7% |
33.8 |
1.0% |
2% |
False |
True |
820,632 |
60 |
3,537.0 |
3,311.0 |
226.0 |
6.8% |
37.7 |
1.1% |
2% |
False |
True |
916,071 |
80 |
3,564.0 |
3,311.0 |
253.0 |
7.6% |
38.4 |
1.2% |
2% |
False |
True |
724,926 |
100 |
3,564.0 |
3,311.0 |
253.0 |
7.6% |
35.7 |
1.1% |
2% |
False |
True |
581,965 |
120 |
3,564.0 |
3,163.0 |
401.0 |
12.1% |
36.9 |
1.1% |
38% |
False |
False |
486,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,552.5 |
2.618 |
3,477.4 |
1.618 |
3,431.4 |
1.000 |
3,403.0 |
0.618 |
3,385.4 |
HIGH |
3,357.0 |
0.618 |
3,339.4 |
0.500 |
3,334.0 |
0.382 |
3,328.6 |
LOW |
3,311.0 |
0.618 |
3,282.6 |
1.000 |
3,265.0 |
1.618 |
3,236.6 |
2.618 |
3,190.6 |
4.250 |
3,115.5 |
|
|
Fisher Pivots for day following 05-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,334.0 |
3,369.0 |
PP |
3,327.7 |
3,351.0 |
S1 |
3,321.3 |
3,333.0 |
|