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 |
3,406.0 |
3,382.0 |
-24.0 |
-0.7% |
3,421.0 |
High |
3,408.0 |
3,389.0 |
-19.0 |
-0.6% |
3,444.0 |
Low |
3,361.0 |
3,325.0 |
-36.0 |
-1.1% |
3,361.0 |
Close |
3,371.0 |
3,340.0 |
-31.0 |
-0.9% |
3,371.0 |
Range |
47.0 |
64.0 |
17.0 |
36.2% |
83.0 |
ATR |
32.4 |
34.6 |
2.3 |
7.0% |
0.0 |
Volume |
3,577 |
20,261 |
16,684 |
466.4% |
11,529 |
|
Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,543.3 |
3,505.7 |
3,375.2 |
|
R3 |
3,479.3 |
3,441.7 |
3,357.6 |
|
R2 |
3,415.3 |
3,415.3 |
3,351.7 |
|
R1 |
3,377.7 |
3,377.7 |
3,345.9 |
3,364.5 |
PP |
3,351.3 |
3,351.3 |
3,351.3 |
3,344.8 |
S1 |
3,313.7 |
3,313.7 |
3,334.1 |
3,300.5 |
S2 |
3,287.3 |
3,287.3 |
3,328.3 |
|
S3 |
3,223.3 |
3,249.7 |
3,322.4 |
|
S4 |
3,159.3 |
3,185.7 |
3,304.8 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,641.0 |
3,589.0 |
3,416.7 |
|
R3 |
3,558.0 |
3,506.0 |
3,393.8 |
|
R2 |
3,475.0 |
3,475.0 |
3,386.2 |
|
R1 |
3,423.0 |
3,423.0 |
3,378.6 |
3,407.5 |
PP |
3,392.0 |
3,392.0 |
3,392.0 |
3,384.3 |
S1 |
3,340.0 |
3,340.0 |
3,363.4 |
3,324.5 |
S2 |
3,309.0 |
3,309.0 |
3,355.8 |
|
S3 |
3,226.0 |
3,257.0 |
3,348.2 |
|
S4 |
3,143.0 |
3,174.0 |
3,325.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,444.0 |
3,325.0 |
119.0 |
3.6% |
35.4 |
1.1% |
13% |
False |
True |
6,176 |
10 |
3,444.0 |
3,325.0 |
119.0 |
3.6% |
28.7 |
0.9% |
13% |
False |
True |
3,812 |
20 |
3,494.0 |
3,319.0 |
175.0 |
5.2% |
30.7 |
0.9% |
12% |
False |
False |
3,401 |
40 |
3,515.0 |
3,319.0 |
196.0 |
5.9% |
28.4 |
0.9% |
11% |
False |
False |
1,824 |
60 |
3,516.0 |
3,315.0 |
201.0 |
6.0% |
31.9 |
1.0% |
12% |
False |
False |
4,407 |
80 |
3,547.0 |
3,315.0 |
232.0 |
6.9% |
32.5 |
1.0% |
11% |
False |
False |
4,383 |
100 |
3,547.0 |
3,315.0 |
232.0 |
6.9% |
28.8 |
0.9% |
11% |
False |
False |
3,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,661.0 |
2.618 |
3,556.6 |
1.618 |
3,492.6 |
1.000 |
3,453.0 |
0.618 |
3,428.6 |
HIGH |
3,389.0 |
0.618 |
3,364.6 |
0.500 |
3,357.0 |
0.382 |
3,349.4 |
LOW |
3,325.0 |
0.618 |
3,285.4 |
1.000 |
3,261.0 |
1.618 |
3,221.4 |
2.618 |
3,157.4 |
4.250 |
3,053.0 |
|
|
Fisher Pivots for day following 04-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,357.0 |
3,378.0 |
PP |
3,351.3 |
3,365.3 |
S1 |
3,345.7 |
3,352.7 |
|