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 |
3,337.0 |
3,297.0 |
-40.0 |
-1.2% |
3,421.0 |
High |
3,337.0 |
3,311.0 |
-26.0 |
-0.8% |
3,444.0 |
Low |
3,295.0 |
3,274.0 |
-21.0 |
-0.6% |
3,361.0 |
Close |
3,297.0 |
3,278.0 |
-19.0 |
-0.6% |
3,371.0 |
Range |
42.0 |
37.0 |
-5.0 |
-11.9% |
83.0 |
ATR |
35.4 |
35.5 |
0.1 |
0.3% |
0.0 |
Volume |
35,293 |
104,159 |
68,866 |
195.1% |
11,529 |
|
Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,398.7 |
3,375.3 |
3,298.4 |
|
R3 |
3,361.7 |
3,338.3 |
3,288.2 |
|
R2 |
3,324.7 |
3,324.7 |
3,284.8 |
|
R1 |
3,301.3 |
3,301.3 |
3,281.4 |
3,294.5 |
PP |
3,287.7 |
3,287.7 |
3,287.7 |
3,284.3 |
S1 |
3,264.3 |
3,264.3 |
3,274.6 |
3,257.5 |
S2 |
3,250.7 |
3,250.7 |
3,271.2 |
|
S3 |
3,213.7 |
3,227.3 |
3,267.8 |
|
S4 |
3,176.7 |
3,190.3 |
3,257.7 |
|
|
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 |
3,431.0 |
3,274.0 |
157.0 |
4.8% |
43.8 |
1.3% |
3% |
False |
True |
33,374 |
10 |
3,444.0 |
3,274.0 |
170.0 |
5.2% |
31.3 |
1.0% |
2% |
False |
True |
17,730 |
20 |
3,476.0 |
3,274.0 |
202.0 |
6.2% |
32.3 |
1.0% |
2% |
False |
True |
10,358 |
40 |
3,515.0 |
3,274.0 |
241.0 |
7.4% |
29.1 |
0.9% |
2% |
False |
True |
5,308 |
60 |
3,516.0 |
3,274.0 |
242.0 |
7.4% |
32.6 |
1.0% |
2% |
False |
True |
4,993 |
80 |
3,547.0 |
3,274.0 |
273.0 |
8.3% |
33.2 |
1.0% |
1% |
False |
True |
6,126 |
100 |
3,547.0 |
3,274.0 |
273.0 |
8.3% |
29.1 |
0.9% |
1% |
False |
True |
5,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,468.3 |
2.618 |
3,407.9 |
1.618 |
3,370.9 |
1.000 |
3,348.0 |
0.618 |
3,333.9 |
HIGH |
3,311.0 |
0.618 |
3,296.9 |
0.500 |
3,292.5 |
0.382 |
3,288.1 |
LOW |
3,274.0 |
0.618 |
3,251.1 |
1.000 |
3,237.0 |
1.618 |
3,214.1 |
2.618 |
3,177.1 |
4.250 |
3,116.8 |
|
|
Fisher Pivots for day following 06-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,292.5 |
3,331.5 |
PP |
3,287.7 |
3,313.7 |
S1 |
3,282.8 |
3,295.8 |
|