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 |
7,670.00 |
7,642.25 |
-27.75 |
-0.4% |
7,499.00 |
High |
7,693.75 |
7,643.25 |
-50.50 |
-0.7% |
7,697.00 |
Low |
7,586.75 |
7,503.25 |
-83.50 |
-1.1% |
7,498.75 |
Close |
7,638.75 |
7,531.75 |
-107.00 |
-1.4% |
7,661.25 |
Range |
107.00 |
140.00 |
33.00 |
30.8% |
198.25 |
ATR |
82.96 |
87.03 |
4.07 |
4.9% |
0.00 |
Volume |
470,667 |
522,313 |
51,646 |
11.0% |
1,603,316 |
|
Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,979.50 |
7,895.50 |
7,608.75 |
|
R3 |
7,839.50 |
7,755.50 |
7,570.25 |
|
R2 |
7,699.50 |
7,699.50 |
7,557.50 |
|
R1 |
7,615.50 |
7,615.50 |
7,544.50 |
7,587.50 |
PP |
7,559.50 |
7,559.50 |
7,559.50 |
7,545.50 |
S1 |
7,475.50 |
7,475.50 |
7,519.00 |
7,447.50 |
S2 |
7,419.50 |
7,419.50 |
7,506.00 |
|
S3 |
7,279.50 |
7,335.50 |
7,493.25 |
|
S4 |
7,139.50 |
7,195.50 |
7,454.75 |
|
|
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 |
7,503.25 |
193.75 |
2.6% |
92.00 |
1.2% |
15% |
False |
True |
408,486 |
10 |
7,697.00 |
7,352.00 |
345.00 |
4.6% |
79.75 |
1.1% |
52% |
False |
False |
354,084 |
20 |
7,697.00 |
7,316.50 |
380.50 |
5.1% |
80.25 |
1.1% |
57% |
False |
False |
347,220 |
40 |
7,697.00 |
7,166.75 |
530.25 |
7.0% |
90.00 |
1.2% |
69% |
False |
False |
347,611 |
60 |
7,697.00 |
6,956.00 |
741.00 |
9.8% |
96.75 |
1.3% |
78% |
False |
False |
356,719 |
80 |
7,697.00 |
6,855.50 |
841.50 |
11.2% |
93.25 |
1.2% |
80% |
False |
False |
275,342 |
100 |
7,697.00 |
6,457.00 |
1,240.00 |
16.5% |
98.75 |
1.3% |
87% |
False |
False |
220,430 |
120 |
7,697.00 |
6,338.00 |
1,359.00 |
18.0% |
111.25 |
1.5% |
88% |
False |
False |
183,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,238.25 |
2.618 |
8,009.75 |
1.618 |
7,869.75 |
1.000 |
7,783.25 |
0.618 |
7,729.75 |
HIGH |
7,643.25 |
0.618 |
7,589.75 |
0.500 |
7,573.25 |
0.382 |
7,556.75 |
LOW |
7,503.25 |
0.618 |
7,416.75 |
1.000 |
7,363.25 |
1.618 |
7,276.75 |
2.618 |
7,136.75 |
4.250 |
6,908.25 |
|
|
Fisher Pivots for day following 05-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,573.25 |
7,598.50 |
PP |
7,559.50 |
7,576.25 |
S1 |
7,545.50 |
7,554.00 |
|