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 |
7,642.25 |
7,530.00 |
-112.25 |
-1.5% |
7,499.00 |
High |
7,643.25 |
7,544.50 |
-98.75 |
-1.3% |
7,697.00 |
Low |
7,503.25 |
7,407.75 |
-95.50 |
-1.3% |
7,498.75 |
Close |
7,531.75 |
7,457.50 |
-74.25 |
-1.0% |
7,661.25 |
Range |
140.00 |
136.75 |
-3.25 |
-2.3% |
198.25 |
ATR |
87.03 |
90.58 |
3.55 |
4.1% |
0.00 |
Volume |
522,313 |
650,890 |
128,577 |
24.6% |
1,603,316 |
|
Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,880.25 |
7,805.50 |
7,532.75 |
|
R3 |
7,743.50 |
7,668.75 |
7,495.00 |
|
R2 |
7,606.75 |
7,606.75 |
7,482.50 |
|
R1 |
7,532.00 |
7,532.00 |
7,470.00 |
7,501.00 |
PP |
7,470.00 |
7,470.00 |
7,470.00 |
7,454.50 |
S1 |
7,395.25 |
7,395.25 |
7,445.00 |
7,364.25 |
S2 |
7,333.25 |
7,333.25 |
7,432.50 |
|
S3 |
7,196.50 |
7,258.50 |
7,420.00 |
|
S4 |
7,059.75 |
7,121.75 |
7,382.25 |
|
|
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 |
7,407.75 |
289.25 |
3.9% |
100.75 |
1.4% |
17% |
False |
True |
476,340 |
10 |
7,697.00 |
7,407.75 |
289.25 |
3.9% |
84.00 |
1.1% |
17% |
False |
True |
388,223 |
20 |
7,697.00 |
7,316.50 |
380.50 |
5.1% |
84.50 |
1.1% |
37% |
False |
False |
367,241 |
40 |
7,697.00 |
7,166.75 |
530.25 |
7.1% |
91.25 |
1.2% |
55% |
False |
False |
354,549 |
60 |
7,697.00 |
6,956.00 |
741.00 |
9.9% |
97.75 |
1.3% |
68% |
False |
False |
362,959 |
80 |
7,697.00 |
6,855.50 |
841.50 |
11.3% |
94.25 |
1.3% |
72% |
False |
False |
283,474 |
100 |
7,697.00 |
6,457.00 |
1,240.00 |
16.6% |
99.50 |
1.3% |
81% |
False |
False |
226,935 |
120 |
7,697.00 |
6,338.00 |
1,359.00 |
18.2% |
112.00 |
1.5% |
82% |
False |
False |
189,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,125.75 |
2.618 |
7,902.50 |
1.618 |
7,765.75 |
1.000 |
7,681.25 |
0.618 |
7,629.00 |
HIGH |
7,544.50 |
0.618 |
7,492.25 |
0.500 |
7,476.00 |
0.382 |
7,460.00 |
LOW |
7,407.75 |
0.618 |
7,323.25 |
1.000 |
7,271.00 |
1.618 |
7,186.50 |
2.618 |
7,049.75 |
4.250 |
6,826.50 |
|
|
Fisher Pivots for day following 06-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,476.00 |
7,550.75 |
PP |
7,470.00 |
7,519.75 |
S1 |
7,463.75 |
7,488.50 |
|