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 |
7,669.50 |
7,697.25 |
27.75 |
0.4% |
7,525.25 |
High |
7,709.50 |
7,720.50 |
11.00 |
0.1% |
7,723.50 |
Low |
7,661.00 |
7,615.00 |
-46.00 |
-0.6% |
7,525.25 |
Close |
7,688.50 |
7,666.75 |
-21.75 |
-0.3% |
7,688.50 |
Range |
48.50 |
105.50 |
57.00 |
117.5% |
198.25 |
ATR |
79.49 |
81.35 |
1.86 |
2.3% |
0.00 |
Volume |
1,200 |
2,527 |
1,327 |
110.6% |
6,042 |
|
Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,984.00 |
7,930.75 |
7,724.75 |
|
R3 |
7,878.50 |
7,825.25 |
7,695.75 |
|
R2 |
7,773.00 |
7,773.00 |
7,686.00 |
|
R1 |
7,719.75 |
7,719.75 |
7,676.50 |
7,693.50 |
PP |
7,667.50 |
7,667.50 |
7,667.50 |
7,654.25 |
S1 |
7,614.25 |
7,614.25 |
7,657.00 |
7,588.00 |
S2 |
7,562.00 |
7,562.00 |
7,647.50 |
|
S3 |
7,456.50 |
7,508.75 |
7,637.75 |
|
S4 |
7,351.00 |
7,403.25 |
7,608.75 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,240.50 |
8,162.75 |
7,797.50 |
|
R3 |
8,042.25 |
7,964.50 |
7,743.00 |
|
R2 |
7,844.00 |
7,844.00 |
7,724.75 |
|
R1 |
7,766.25 |
7,766.25 |
7,706.75 |
7,805.00 |
PP |
7,645.75 |
7,645.75 |
7,645.75 |
7,665.25 |
S1 |
7,568.00 |
7,568.00 |
7,670.25 |
7,607.00 |
S2 |
7,447.50 |
7,447.50 |
7,652.25 |
|
S3 |
7,249.25 |
7,369.75 |
7,634.00 |
|
S4 |
7,051.00 |
7,171.50 |
7,579.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,723.50 |
7,590.50 |
133.00 |
1.7% |
70.50 |
0.9% |
57% |
False |
False |
1,550 |
10 |
7,723.50 |
7,378.25 |
345.25 |
4.5% |
73.00 |
1.0% |
84% |
False |
False |
1,086 |
20 |
7,723.50 |
7,342.00 |
381.50 |
5.0% |
74.00 |
1.0% |
85% |
False |
False |
962 |
40 |
7,723.50 |
7,193.50 |
530.00 |
6.9% |
86.50 |
1.1% |
89% |
False |
False |
735 |
60 |
7,723.50 |
6,985.75 |
737.75 |
9.6% |
92.75 |
1.2% |
92% |
False |
False |
598 |
80 |
7,723.50 |
6,887.00 |
836.50 |
10.9% |
86.25 |
1.1% |
93% |
False |
False |
461 |
100 |
7,723.50 |
6,493.00 |
1,230.50 |
16.0% |
89.00 |
1.2% |
95% |
False |
False |
372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,169.00 |
2.618 |
7,996.75 |
1.618 |
7,891.25 |
1.000 |
7,826.00 |
0.618 |
7,785.75 |
HIGH |
7,720.50 |
0.618 |
7,680.25 |
0.500 |
7,667.75 |
0.382 |
7,655.25 |
LOW |
7,615.00 |
0.618 |
7,549.75 |
1.000 |
7,509.50 |
1.618 |
7,444.25 |
2.618 |
7,338.75 |
4.250 |
7,166.50 |
|
|
Fisher Pivots for day following 04-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,667.75 |
7,669.25 |
PP |
7,667.50 |
7,668.50 |
S1 |
7,667.00 |
7,667.50 |
|