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 |
1,206.3 |
1,197.2 |
-9.1 |
-0.8% |
1,214.5 |
High |
1,209.7 |
1,204.2 |
-5.5 |
-0.5% |
1,220.7 |
Low |
1,195.1 |
1,196.4 |
1.3 |
0.1% |
1,202.1 |
Close |
1,199.1 |
1,201.3 |
2.2 |
0.2% |
1,206.7 |
Range |
14.6 |
7.8 |
-6.8 |
-46.6% |
18.6 |
ATR |
13.0 |
12.6 |
-0.4 |
-2.9% |
0.0 |
Volume |
421,469 |
209,563 |
-211,906 |
-50.3% |
1,277,437 |
|
Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,224.0 |
1,220.5 |
1,205.6 |
|
R3 |
1,216.2 |
1,212.7 |
1,203.4 |
|
R2 |
1,208.4 |
1,208.4 |
1,202.7 |
|
R1 |
1,204.9 |
1,204.9 |
1,202.0 |
1,206.7 |
PP |
1,200.6 |
1,200.6 |
1,200.6 |
1,201.5 |
S1 |
1,197.1 |
1,197.1 |
1,200.6 |
1,198.9 |
S2 |
1,192.8 |
1,192.8 |
1,199.9 |
|
S3 |
1,185.0 |
1,189.3 |
1,199.2 |
|
S4 |
1,177.2 |
1,181.5 |
1,197.0 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.6 |
1,254.8 |
1,216.9 |
|
R3 |
1,247.0 |
1,236.2 |
1,211.8 |
|
R2 |
1,228.4 |
1,228.4 |
1,210.1 |
|
R1 |
1,217.6 |
1,217.6 |
1,208.4 |
1,213.7 |
PP |
1,209.8 |
1,209.8 |
1,209.8 |
1,207.9 |
S1 |
1,199.0 |
1,199.0 |
1,205.0 |
1,195.1 |
S2 |
1,191.2 |
1,191.2 |
1,203.3 |
|
S3 |
1,172.6 |
1,180.4 |
1,201.6 |
|
S4 |
1,154.0 |
1,161.8 |
1,196.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,214.9 |
1,195.1 |
19.8 |
1.6% |
10.4 |
0.9% |
31% |
False |
False |
285,221 |
10 |
1,220.7 |
1,189.5 |
31.2 |
2.6% |
12.5 |
1.0% |
38% |
False |
False |
266,948 |
20 |
1,225.6 |
1,167.1 |
58.5 |
4.9% |
13.0 |
1.1% |
58% |
False |
False |
276,465 |
40 |
1,268.8 |
1,167.1 |
101.7 |
8.5% |
12.6 |
1.1% |
34% |
False |
False |
198,456 |
60 |
1,325.4 |
1,167.1 |
158.3 |
13.2% |
12.1 |
1.0% |
22% |
False |
False |
136,645 |
80 |
1,341.1 |
1,167.1 |
174.0 |
14.5% |
11.7 |
1.0% |
20% |
False |
False |
104,006 |
100 |
1,377.8 |
1,167.1 |
210.7 |
17.5% |
11.6 |
1.0% |
16% |
False |
False |
83,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,237.4 |
2.618 |
1,224.6 |
1.618 |
1,216.8 |
1.000 |
1,212.0 |
0.618 |
1,209.0 |
HIGH |
1,204.2 |
0.618 |
1,201.2 |
0.500 |
1,200.3 |
0.382 |
1,199.4 |
LOW |
1,196.4 |
0.618 |
1,191.6 |
1.000 |
1,188.6 |
1.618 |
1,183.8 |
2.618 |
1,176.0 |
4.250 |
1,163.3 |
|
|
Fisher Pivots for day following 05-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,201.0 |
1,205.0 |
PP |
1,200.6 |
1,203.8 |
S1 |
1,200.3 |
1,202.5 |
|