Trading Metrics calculated at close of trading on 07-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,314.0 |
3,296.0 |
-18.0 |
-0.5% |
3,395.0 |
High |
3,329.0 |
3,306.0 |
-23.0 |
-0.7% |
3,407.0 |
Low |
3,292.0 |
3,273.0 |
-19.0 |
-0.6% |
3,273.0 |
Close |
3,296.0 |
3,290.0 |
-6.0 |
-0.2% |
3,290.0 |
Range |
37.0 |
33.0 |
-4.0 |
-10.8% |
134.0 |
ATR |
38.4 |
38.0 |
-0.4 |
-1.0% |
0.0 |
Volume |
1,252,665 |
1,173,954 |
-78,711 |
-6.3% |
4,917,020 |
|
Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,388.7 |
3,372.3 |
3,308.2 |
|
R3 |
3,355.7 |
3,339.3 |
3,299.1 |
|
R2 |
3,322.7 |
3,322.7 |
3,296.1 |
|
R1 |
3,306.3 |
3,306.3 |
3,293.0 |
3,298.0 |
PP |
3,289.7 |
3,289.7 |
3,289.7 |
3,285.5 |
S1 |
3,273.3 |
3,273.3 |
3,287.0 |
3,265.0 |
S2 |
3,256.7 |
3,256.7 |
3,284.0 |
|
S3 |
3,223.7 |
3,240.3 |
3,280.9 |
|
S4 |
3,190.7 |
3,207.3 |
3,271.9 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,725.3 |
3,641.7 |
3,363.7 |
|
R3 |
3,591.3 |
3,507.7 |
3,326.9 |
|
R2 |
3,457.3 |
3,457.3 |
3,314.6 |
|
R1 |
3,373.7 |
3,373.7 |
3,302.3 |
3,348.5 |
PP |
3,323.3 |
3,323.3 |
3,323.3 |
3,310.8 |
S1 |
3,239.7 |
3,239.7 |
3,277.7 |
3,214.5 |
S2 |
3,189.3 |
3,189.3 |
3,265.4 |
|
S3 |
3,055.3 |
3,105.7 |
3,253.2 |
|
S4 |
2,921.3 |
2,971.7 |
3,216.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,427.0 |
3,273.0 |
154.0 |
4.7% |
46.4 |
1.4% |
11% |
False |
True |
1,195,164 |
10 |
3,463.0 |
3,273.0 |
190.0 |
5.8% |
35.4 |
1.1% |
9% |
False |
True |
903,291 |
20 |
3,480.0 |
3,273.0 |
207.0 |
6.3% |
37.5 |
1.1% |
8% |
False |
True |
876,578 |
40 |
3,533.0 |
3,273.0 |
260.0 |
7.9% |
33.6 |
1.0% |
7% |
False |
True |
837,569 |
60 |
3,537.0 |
3,273.0 |
264.0 |
8.0% |
38.0 |
1.2% |
6% |
False |
True |
892,460 |
80 |
3,564.0 |
3,273.0 |
291.0 |
8.8% |
38.9 |
1.2% |
6% |
False |
True |
755,252 |
100 |
3,564.0 |
3,273.0 |
291.0 |
8.8% |
35.9 |
1.1% |
6% |
False |
True |
606,140 |
120 |
3,564.0 |
3,163.0 |
401.0 |
12.2% |
37.0 |
1.1% |
32% |
False |
False |
505,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,446.3 |
2.618 |
3,392.4 |
1.618 |
3,359.4 |
1.000 |
3,339.0 |
0.618 |
3,326.4 |
HIGH |
3,306.0 |
0.618 |
3,293.4 |
0.500 |
3,289.5 |
0.382 |
3,285.6 |
LOW |
3,273.0 |
0.618 |
3,252.6 |
1.000 |
3,240.0 |
1.618 |
3,219.6 |
2.618 |
3,186.6 |
4.250 |
3,132.8 |
|
|
Fisher Pivots for day following 07-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,289.8 |
3,315.0 |
PP |
3,289.7 |
3,306.7 |
S1 |
3,289.5 |
3,298.3 |
|