Trading Metrics calculated at close of trading on 06-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,356.0 |
3,314.0 |
-42.0 |
-1.3% |
3,436.0 |
High |
3,357.0 |
3,329.0 |
-28.0 |
-0.8% |
3,463.0 |
Low |
3,311.0 |
3,292.0 |
-19.0 |
-0.6% |
3,376.0 |
Close |
3,315.0 |
3,296.0 |
-19.0 |
-0.6% |
3,389.0 |
Range |
46.0 |
37.0 |
-9.0 |
-19.6% |
87.0 |
ATR |
38.5 |
38.4 |
-0.1 |
-0.3% |
0.0 |
Volume |
1,302,524 |
1,252,665 |
-49,859 |
-3.8% |
3,586,944 |
|
Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,416.7 |
3,393.3 |
3,316.4 |
|
R3 |
3,379.7 |
3,356.3 |
3,306.2 |
|
R2 |
3,342.7 |
3,342.7 |
3,302.8 |
|
R1 |
3,319.3 |
3,319.3 |
3,299.4 |
3,312.5 |
PP |
3,305.7 |
3,305.7 |
3,305.7 |
3,302.3 |
S1 |
3,282.3 |
3,282.3 |
3,292.6 |
3,275.5 |
S2 |
3,268.7 |
3,268.7 |
3,289.2 |
|
S3 |
3,231.7 |
3,245.3 |
3,285.8 |
|
S4 |
3,194.7 |
3,208.3 |
3,275.7 |
|
|
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 |
3,450.0 |
3,292.0 |
158.0 |
4.8% |
46.2 |
1.4% |
3% |
False |
True |
1,122,890 |
10 |
3,463.0 |
3,292.0 |
171.0 |
5.2% |
33.8 |
1.0% |
2% |
False |
True |
837,524 |
20 |
3,496.0 |
3,292.0 |
204.0 |
6.2% |
36.8 |
1.1% |
2% |
False |
True |
846,910 |
40 |
3,533.0 |
3,292.0 |
241.0 |
7.3% |
33.7 |
1.0% |
2% |
False |
True |
828,894 |
60 |
3,537.0 |
3,292.0 |
245.0 |
7.4% |
37.9 |
1.1% |
2% |
False |
True |
898,671 |
80 |
3,564.0 |
3,292.0 |
272.0 |
8.3% |
38.7 |
1.2% |
1% |
False |
True |
740,583 |
100 |
3,564.0 |
3,292.0 |
272.0 |
8.3% |
35.7 |
1.1% |
1% |
False |
True |
594,401 |
120 |
3,564.0 |
3,163.0 |
401.0 |
12.2% |
37.0 |
1.1% |
33% |
False |
False |
496,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,486.3 |
2.618 |
3,425.9 |
1.618 |
3,388.9 |
1.000 |
3,366.0 |
0.618 |
3,351.9 |
HIGH |
3,329.0 |
0.618 |
3,314.9 |
0.500 |
3,310.5 |
0.382 |
3,306.1 |
LOW |
3,292.0 |
0.618 |
3,269.1 |
1.000 |
3,255.0 |
1.618 |
3,232.1 |
2.618 |
3,195.1 |
4.250 |
3,134.8 |
|
|
Fisher Pivots for day following 06-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,310.5 |
3,349.5 |
PP |
3,305.7 |
3,331.7 |
S1 |
3,300.8 |
3,313.8 |
|