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 |
7,641.75 |
7,670.00 |
28.25 |
0.4% |
7,499.00 |
High |
7,682.25 |
7,693.75 |
11.50 |
0.1% |
7,697.00 |
Low |
7,633.25 |
7,586.75 |
-46.50 |
-0.6% |
7,498.75 |
Close |
7,661.25 |
7,638.75 |
-22.50 |
-0.3% |
7,661.25 |
Range |
49.00 |
107.00 |
58.00 |
118.4% |
198.25 |
ATR |
81.11 |
82.96 |
1.85 |
2.3% |
0.00 |
Volume |
346,901 |
470,667 |
123,766 |
35.7% |
1,603,316 |
|
Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,960.75 |
7,906.75 |
7,697.50 |
|
R3 |
7,853.75 |
7,799.75 |
7,668.25 |
|
R2 |
7,746.75 |
7,746.75 |
7,658.25 |
|
R1 |
7,692.75 |
7,692.75 |
7,648.50 |
7,666.25 |
PP |
7,639.75 |
7,639.75 |
7,639.75 |
7,626.50 |
S1 |
7,585.75 |
7,585.75 |
7,629.00 |
7,559.25 |
S2 |
7,532.75 |
7,532.75 |
7,619.25 |
|
S3 |
7,425.75 |
7,478.75 |
7,609.25 |
|
S4 |
7,318.75 |
7,371.75 |
7,580.00 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,213.75 |
8,135.75 |
7,770.25 |
|
R3 |
8,015.50 |
7,937.50 |
7,715.75 |
|
R2 |
7,817.25 |
7,817.25 |
7,697.50 |
|
R1 |
7,739.25 |
7,739.25 |
7,679.50 |
7,778.25 |
PP |
7,619.00 |
7,619.00 |
7,619.00 |
7,638.50 |
S1 |
7,541.00 |
7,541.00 |
7,643.00 |
7,580.00 |
S2 |
7,420.75 |
7,420.75 |
7,625.00 |
|
S3 |
7,222.50 |
7,342.75 |
7,606.75 |
|
S4 |
7,024.25 |
7,144.50 |
7,552.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,697.00 |
7,564.25 |
132.75 |
1.7% |
70.75 |
0.9% |
56% |
False |
False |
358,690 |
10 |
7,697.00 |
7,352.00 |
345.00 |
4.5% |
74.00 |
1.0% |
83% |
False |
False |
333,919 |
20 |
7,697.00 |
7,316.50 |
380.50 |
5.0% |
75.50 |
1.0% |
85% |
False |
False |
334,136 |
40 |
7,697.00 |
7,166.75 |
530.25 |
6.9% |
88.50 |
1.2% |
89% |
False |
False |
341,722 |
60 |
7,697.00 |
6,956.00 |
741.00 |
9.7% |
95.50 |
1.2% |
92% |
False |
False |
352,632 |
80 |
7,697.00 |
6,855.50 |
841.50 |
11.0% |
92.25 |
1.2% |
93% |
False |
False |
268,818 |
100 |
7,697.00 |
6,457.00 |
1,240.00 |
16.2% |
98.50 |
1.3% |
95% |
False |
False |
215,225 |
120 |
7,697.00 |
6,338.00 |
1,359.00 |
17.8% |
110.50 |
1.4% |
96% |
False |
False |
179,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,148.50 |
2.618 |
7,974.00 |
1.618 |
7,867.00 |
1.000 |
7,800.75 |
0.618 |
7,760.00 |
HIGH |
7,693.75 |
0.618 |
7,653.00 |
0.500 |
7,640.25 |
0.382 |
7,627.50 |
LOW |
7,586.75 |
0.618 |
7,520.50 |
1.000 |
7,479.75 |
1.618 |
7,413.50 |
2.618 |
7,306.50 |
4.250 |
7,132.00 |
|
|
Fisher Pivots for day following 04-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,640.25 |
7,642.00 |
PP |
7,639.75 |
7,640.75 |
S1 |
7,639.25 |
7,639.75 |
|