Trading Metrics calculated at close of trading on 07-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3,297.0 |
3,279.0 |
-18.0 |
-0.5% |
3,382.0 |
High |
3,311.0 |
3,286.0 |
-25.0 |
-0.8% |
3,389.0 |
Low |
3,274.0 |
3,256.0 |
-18.0 |
-0.5% |
3,256.0 |
Close |
3,278.0 |
3,272.0 |
-6.0 |
-0.2% |
3,272.0 |
Range |
37.0 |
30.0 |
-7.0 |
-18.9% |
133.0 |
ATR |
35.5 |
35.1 |
-0.4 |
-1.1% |
0.0 |
Volume |
104,159 |
82,184 |
-21,975 |
-21.1% |
241,897 |
|
Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,361.3 |
3,346.7 |
3,288.5 |
|
R3 |
3,331.3 |
3,316.7 |
3,280.3 |
|
R2 |
3,301.3 |
3,301.3 |
3,277.5 |
|
R1 |
3,286.7 |
3,286.7 |
3,274.8 |
3,279.0 |
PP |
3,271.3 |
3,271.3 |
3,271.3 |
3,267.5 |
S1 |
3,256.7 |
3,256.7 |
3,269.3 |
3,249.0 |
S2 |
3,241.3 |
3,241.3 |
3,266.5 |
|
S3 |
3,211.3 |
3,226.7 |
3,263.8 |
|
S4 |
3,181.3 |
3,196.7 |
3,255.5 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,704.7 |
3,621.3 |
3,345.2 |
|
R3 |
3,571.7 |
3,488.3 |
3,308.6 |
|
R2 |
3,438.7 |
3,438.7 |
3,296.4 |
|
R1 |
3,355.3 |
3,355.3 |
3,284.2 |
3,330.5 |
PP |
3,305.7 |
3,305.7 |
3,305.7 |
3,293.3 |
S1 |
3,222.3 |
3,222.3 |
3,259.8 |
3,197.5 |
S2 |
3,172.7 |
3,172.7 |
3,247.6 |
|
S3 |
3,039.7 |
3,089.3 |
3,235.4 |
|
S4 |
2,906.7 |
2,956.3 |
3,198.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,408.0 |
3,256.0 |
152.0 |
4.6% |
44.0 |
1.3% |
11% |
False |
True |
49,094 |
10 |
3,444.0 |
3,256.0 |
188.0 |
5.7% |
33.0 |
1.0% |
9% |
False |
True |
25,378 |
20 |
3,459.0 |
3,256.0 |
203.0 |
6.2% |
33.0 |
1.0% |
8% |
False |
True |
14,458 |
40 |
3,515.0 |
3,256.0 |
259.0 |
7.9% |
29.2 |
0.9% |
6% |
False |
True |
7,362 |
60 |
3,515.0 |
3,256.0 |
259.0 |
7.9% |
31.7 |
1.0% |
6% |
False |
True |
6,326 |
80 |
3,547.0 |
3,256.0 |
291.0 |
8.9% |
33.4 |
1.0% |
5% |
False |
True |
7,091 |
100 |
3,547.0 |
3,256.0 |
291.0 |
8.9% |
29.3 |
0.9% |
5% |
False |
True |
5,875 |
120 |
3,547.0 |
3,150.0 |
397.0 |
12.1% |
29.3 |
0.9% |
31% |
False |
False |
5,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,413.5 |
2.618 |
3,364.5 |
1.618 |
3,334.5 |
1.000 |
3,316.0 |
0.618 |
3,304.5 |
HIGH |
3,286.0 |
0.618 |
3,274.5 |
0.500 |
3,271.0 |
0.382 |
3,267.5 |
LOW |
3,256.0 |
0.618 |
3,237.5 |
1.000 |
3,226.0 |
1.618 |
3,207.5 |
2.618 |
3,177.5 |
4.250 |
3,128.5 |
|
|
Fisher Pivots for day following 07-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3,271.7 |
3,296.5 |
PP |
3,271.3 |
3,288.3 |
S1 |
3,271.0 |
3,280.2 |
|