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 |
3,382.0 |
3,337.0 |
-45.0 |
-1.3% |
3,421.0 |
High |
3,389.0 |
3,337.0 |
-52.0 |
-1.5% |
3,444.0 |
Low |
3,325.0 |
3,295.0 |
-30.0 |
-0.9% |
3,361.0 |
Close |
3,340.0 |
3,297.0 |
-43.0 |
-1.3% |
3,371.0 |
Range |
64.0 |
42.0 |
-22.0 |
-34.4% |
83.0 |
ATR |
34.6 |
35.4 |
0.7 |
2.1% |
0.0 |
Volume |
20,261 |
35,293 |
15,032 |
74.2% |
11,529 |
|
Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,435.7 |
3,408.3 |
3,320.1 |
|
R3 |
3,393.7 |
3,366.3 |
3,308.6 |
|
R2 |
3,351.7 |
3,351.7 |
3,304.7 |
|
R1 |
3,324.3 |
3,324.3 |
3,300.9 |
3,317.0 |
PP |
3,309.7 |
3,309.7 |
3,309.7 |
3,306.0 |
S1 |
3,282.3 |
3,282.3 |
3,293.2 |
3,275.0 |
S2 |
3,267.7 |
3,267.7 |
3,289.3 |
|
S3 |
3,225.7 |
3,240.3 |
3,285.5 |
|
S4 |
3,183.7 |
3,198.3 |
3,273.9 |
|
|
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 |
3,440.0 |
3,295.0 |
145.0 |
4.4% |
40.4 |
1.2% |
1% |
False |
True |
13,034 |
10 |
3,444.0 |
3,295.0 |
149.0 |
4.5% |
30.5 |
0.9% |
1% |
False |
True |
7,326 |
20 |
3,489.0 |
3,295.0 |
194.0 |
5.9% |
31.4 |
1.0% |
1% |
False |
True |
5,154 |
40 |
3,515.0 |
3,295.0 |
220.0 |
6.7% |
29.1 |
0.9% |
1% |
False |
True |
2,706 |
60 |
3,516.0 |
3,295.0 |
221.0 |
6.7% |
32.3 |
1.0% |
1% |
False |
True |
4,320 |
80 |
3,547.0 |
3,295.0 |
252.0 |
7.6% |
32.9 |
1.0% |
1% |
False |
True |
4,824 |
100 |
3,547.0 |
3,295.0 |
252.0 |
7.6% |
29.0 |
0.9% |
1% |
False |
True |
4,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,515.5 |
2.618 |
3,447.0 |
1.618 |
3,405.0 |
1.000 |
3,379.0 |
0.618 |
3,363.0 |
HIGH |
3,337.0 |
0.618 |
3,321.0 |
0.500 |
3,316.0 |
0.382 |
3,311.0 |
LOW |
3,295.0 |
0.618 |
3,269.0 |
1.000 |
3,253.0 |
1.618 |
3,227.0 |
2.618 |
3,185.0 |
4.250 |
3,116.5 |
|
|
Fisher Pivots for day following 05-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,316.0 |
3,351.5 |
PP |
3,309.7 |
3,333.3 |
S1 |
3,303.3 |
3,315.2 |
|