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 |
7,666.00 |
7,559.75 |
-106.25 |
-1.4% |
7,525.25 |
High |
7,670.50 |
7,571.75 |
-98.75 |
-1.3% |
7,723.50 |
Low |
7,531.00 |
7,436.25 |
-94.75 |
-1.3% |
7,525.25 |
Close |
7,559.50 |
7,485.50 |
-74.00 |
-1.0% |
7,688.50 |
Range |
139.50 |
135.50 |
-4.00 |
-2.9% |
198.25 |
ATR |
85.50 |
89.07 |
3.57 |
4.2% |
0.00 |
Volume |
3,863 |
4,954 |
1,091 |
28.2% |
6,042 |
|
Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,904.25 |
7,830.50 |
7,560.00 |
|
R3 |
7,768.75 |
7,695.00 |
7,522.75 |
|
R2 |
7,633.25 |
7,633.25 |
7,510.25 |
|
R1 |
7,559.50 |
7,559.50 |
7,498.00 |
7,528.50 |
PP |
7,497.75 |
7,497.75 |
7,497.75 |
7,482.50 |
S1 |
7,424.00 |
7,424.00 |
7,473.00 |
7,393.00 |
S2 |
7,362.25 |
7,362.25 |
7,460.75 |
|
S3 |
7,226.75 |
7,288.50 |
7,448.25 |
|
S4 |
7,091.25 |
7,153.00 |
7,411.00 |
|
|
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 |
7,436.25 |
287.25 |
3.8% |
99.75 |
1.3% |
17% |
False |
True |
2,727 |
10 |
7,723.50 |
7,436.25 |
287.25 |
3.8% |
83.50 |
1.1% |
17% |
False |
True |
1,846 |
20 |
7,723.50 |
7,342.00 |
381.50 |
5.1% |
83.00 |
1.1% |
38% |
False |
False |
1,326 |
40 |
7,723.50 |
7,193.50 |
530.00 |
7.1% |
89.50 |
1.2% |
55% |
False |
False |
924 |
60 |
7,723.50 |
6,985.75 |
737.75 |
9.9% |
95.25 |
1.3% |
68% |
False |
False |
726 |
80 |
7,723.50 |
6,887.00 |
836.50 |
11.2% |
88.75 |
1.2% |
72% |
False |
False |
571 |
100 |
7,723.50 |
6,493.00 |
1,230.50 |
16.4% |
90.75 |
1.2% |
81% |
False |
False |
460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,147.50 |
2.618 |
7,926.50 |
1.618 |
7,791.00 |
1.000 |
7,707.25 |
0.618 |
7,655.50 |
HIGH |
7,571.75 |
0.618 |
7,520.00 |
0.500 |
7,504.00 |
0.382 |
7,488.00 |
LOW |
7,436.25 |
0.618 |
7,352.50 |
1.000 |
7,300.75 |
1.618 |
7,217.00 |
2.618 |
7,081.50 |
4.250 |
6,860.50 |
|
|
Fisher Pivots for day following 06-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,504.00 |
7,578.50 |
PP |
7,497.75 |
7,547.50 |
S1 |
7,491.75 |
7,516.50 |
|