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 |
7,450.0 |
7,384.0 |
-66.0 |
-0.9% |
7,599.5 |
High |
7,453.0 |
7,399.5 |
-53.5 |
-0.7% |
7,640.5 |
Low |
7,351.0 |
7,309.0 |
-42.0 |
-0.6% |
7,413.0 |
Close |
7,381.5 |
7,317.0 |
-64.5 |
-0.9% |
7,424.0 |
Range |
102.0 |
90.5 |
-11.5 |
-11.3% |
227.5 |
ATR |
85.6 |
86.0 |
0.3 |
0.4% |
0.0 |
Volume |
129,673 |
122,036 |
-7,637 |
-5.9% |
386,104 |
|
Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,613.5 |
7,555.5 |
7,367.0 |
|
R3 |
7,523.0 |
7,465.0 |
7,342.0 |
|
R2 |
7,432.5 |
7,432.5 |
7,333.5 |
|
R1 |
7,374.5 |
7,374.5 |
7,325.5 |
7,358.0 |
PP |
7,342.0 |
7,342.0 |
7,342.0 |
7,333.5 |
S1 |
7,284.0 |
7,284.0 |
7,308.5 |
7,268.0 |
S2 |
7,251.5 |
7,251.5 |
7,300.5 |
|
S3 |
7,161.0 |
7,193.5 |
7,292.0 |
|
S4 |
7,070.5 |
7,103.0 |
7,267.0 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,175.0 |
8,027.0 |
7,549.0 |
|
R3 |
7,947.5 |
7,799.5 |
7,486.5 |
|
R2 |
7,720.0 |
7,720.0 |
7,465.5 |
|
R1 |
7,572.0 |
7,572.0 |
7,445.0 |
7,532.0 |
PP |
7,492.5 |
7,492.5 |
7,492.5 |
7,472.5 |
S1 |
7,344.5 |
7,344.5 |
7,403.0 |
7,305.0 |
S2 |
7,265.0 |
7,265.0 |
7,382.5 |
|
S3 |
7,037.5 |
7,117.0 |
7,361.5 |
|
S4 |
6,810.0 |
6,889.5 |
7,299.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,529.0 |
7,309.0 |
220.0 |
3.0% |
94.0 |
1.3% |
4% |
False |
True |
105,658 |
10 |
7,640.5 |
7,309.0 |
331.5 |
4.5% |
82.5 |
1.1% |
2% |
False |
True |
93,496 |
20 |
7,757.5 |
7,309.0 |
448.5 |
6.1% |
83.0 |
1.1% |
2% |
False |
True |
88,941 |
40 |
7,757.5 |
7,309.0 |
448.5 |
6.1% |
81.5 |
1.1% |
2% |
False |
True |
87,148 |
60 |
7,757.5 |
7,309.0 |
448.5 |
6.1% |
88.5 |
1.2% |
2% |
False |
True |
92,273 |
80 |
7,810.0 |
7,309.0 |
501.0 |
6.8% |
82.5 |
1.1% |
2% |
False |
True |
83,629 |
100 |
7,810.0 |
7,104.5 |
705.5 |
9.6% |
73.0 |
1.0% |
30% |
False |
False |
67,028 |
120 |
7,810.0 |
6,720.5 |
1,089.5 |
14.9% |
67.5 |
0.9% |
55% |
False |
False |
55,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,784.0 |
2.618 |
7,636.5 |
1.618 |
7,546.0 |
1.000 |
7,490.0 |
0.618 |
7,455.5 |
HIGH |
7,399.5 |
0.618 |
7,365.0 |
0.500 |
7,354.0 |
0.382 |
7,343.5 |
LOW |
7,309.0 |
0.618 |
7,253.0 |
1.000 |
7,218.5 |
1.618 |
7,162.5 |
2.618 |
7,072.0 |
4.250 |
6,924.5 |
|
|
Fisher Pivots for day following 06-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,354.0 |
7,419.0 |
PP |
7,342.0 |
7,385.0 |
S1 |
7,329.5 |
7,351.0 |
|