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 |
7,697.25 |
7,666.00 |
-31.25 |
-0.4% |
7,525.25 |
High |
7,720.50 |
7,670.50 |
-50.00 |
-0.6% |
7,723.50 |
Low |
7,615.00 |
7,531.00 |
-84.00 |
-1.1% |
7,525.25 |
Close |
7,666.75 |
7,559.50 |
-107.25 |
-1.4% |
7,688.50 |
Range |
105.50 |
139.50 |
34.00 |
32.2% |
198.25 |
ATR |
81.35 |
85.50 |
4.15 |
5.1% |
0.00 |
Volume |
2,527 |
3,863 |
1,336 |
52.9% |
6,042 |
|
Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,005.50 |
7,922.00 |
7,636.25 |
|
R3 |
7,866.00 |
7,782.50 |
7,597.75 |
|
R2 |
7,726.50 |
7,726.50 |
7,585.00 |
|
R1 |
7,643.00 |
7,643.00 |
7,572.25 |
7,615.00 |
PP |
7,587.00 |
7,587.00 |
7,587.00 |
7,573.00 |
S1 |
7,503.50 |
7,503.50 |
7,546.75 |
7,475.50 |
S2 |
7,447.50 |
7,447.50 |
7,534.00 |
|
S3 |
7,308.00 |
7,364.00 |
7,521.25 |
|
S4 |
7,168.50 |
7,224.50 |
7,482.75 |
|
|
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 |
7,531.00 |
192.50 |
2.5% |
91.75 |
1.2% |
15% |
False |
True |
2,054 |
10 |
7,723.50 |
7,378.25 |
345.25 |
4.6% |
78.75 |
1.0% |
52% |
False |
False |
1,415 |
20 |
7,723.50 |
7,342.00 |
381.50 |
5.0% |
78.75 |
1.0% |
57% |
False |
False |
1,134 |
40 |
7,723.50 |
7,193.50 |
530.00 |
7.0% |
88.25 |
1.2% |
69% |
False |
False |
815 |
60 |
7,723.50 |
6,985.75 |
737.75 |
9.8% |
93.75 |
1.2% |
78% |
False |
False |
646 |
80 |
7,723.50 |
6,887.00 |
836.50 |
11.1% |
87.50 |
1.2% |
80% |
False |
False |
509 |
100 |
7,723.50 |
6,493.00 |
1,230.50 |
16.3% |
89.50 |
1.2% |
87% |
False |
False |
411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,263.50 |
2.618 |
8,035.75 |
1.618 |
7,896.25 |
1.000 |
7,810.00 |
0.618 |
7,756.75 |
HIGH |
7,670.50 |
0.618 |
7,617.25 |
0.500 |
7,600.75 |
0.382 |
7,584.25 |
LOW |
7,531.00 |
0.618 |
7,444.75 |
1.000 |
7,391.50 |
1.618 |
7,305.25 |
2.618 |
7,165.75 |
4.250 |
6,938.00 |
|
|
Fisher Pivots for day following 05-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,600.75 |
7,625.75 |
PP |
7,587.00 |
7,603.75 |
S1 |
7,573.25 |
7,581.50 |
|