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 |
1,197.2 |
1,202.5 |
5.3 |
0.4% |
1,214.5 |
High |
1,204.2 |
1,212.7 |
8.5 |
0.7% |
1,220.7 |
Low |
1,196.4 |
1,200.5 |
4.1 |
0.3% |
1,202.1 |
Close |
1,201.3 |
1,204.3 |
3.0 |
0.2% |
1,206.7 |
Range |
7.8 |
12.2 |
4.4 |
56.4% |
18.6 |
ATR |
12.6 |
12.6 |
0.0 |
-0.3% |
0.0 |
Volume |
209,563 |
284,202 |
74,639 |
35.6% |
1,277,437 |
|
Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.4 |
1,235.6 |
1,211.0 |
|
R3 |
1,230.2 |
1,223.4 |
1,207.7 |
|
R2 |
1,218.0 |
1,218.0 |
1,206.5 |
|
R1 |
1,211.2 |
1,211.2 |
1,205.4 |
1,214.6 |
PP |
1,205.8 |
1,205.8 |
1,205.8 |
1,207.6 |
S1 |
1,199.0 |
1,199.0 |
1,203.2 |
1,202.4 |
S2 |
1,193.6 |
1,193.6 |
1,202.1 |
|
S3 |
1,181.4 |
1,186.8 |
1,200.9 |
|
S4 |
1,169.2 |
1,174.6 |
1,197.6 |
|
|
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% |
11.5 |
1.0% |
46% |
False |
False |
293,682 |
10 |
1,220.7 |
1,189.5 |
31.2 |
2.6% |
12.8 |
1.1% |
47% |
False |
False |
271,953 |
20 |
1,225.6 |
1,167.1 |
58.5 |
4.9% |
13.1 |
1.1% |
64% |
False |
False |
277,513 |
40 |
1,259.6 |
1,167.1 |
92.5 |
7.7% |
12.5 |
1.0% |
40% |
False |
False |
204,168 |
60 |
1,325.4 |
1,167.1 |
158.3 |
13.1% |
12.2 |
1.0% |
23% |
False |
False |
141,293 |
80 |
1,333.4 |
1,167.1 |
166.3 |
13.8% |
11.7 |
1.0% |
22% |
False |
False |
107,507 |
100 |
1,377.8 |
1,167.1 |
210.7 |
17.5% |
11.6 |
1.0% |
18% |
False |
False |
86,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,264.6 |
2.618 |
1,244.6 |
1.618 |
1,232.4 |
1.000 |
1,224.9 |
0.618 |
1,220.2 |
HIGH |
1,212.7 |
0.618 |
1,208.0 |
0.500 |
1,206.6 |
0.382 |
1,205.2 |
LOW |
1,200.5 |
0.618 |
1,193.0 |
1.000 |
1,188.3 |
1.618 |
1,180.8 |
2.618 |
1,168.6 |
4.250 |
1,148.7 |
|
|
Fisher Pivots for day following 06-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,206.6 |
1,204.2 |
PP |
1,205.8 |
1,204.0 |
S1 |
1,205.1 |
1,203.9 |
|