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 |
1,211.7 |
1,204.0 |
-7.7 |
-0.6% |
1,219.6 |
High |
1,214.9 |
1,209.5 |
-5.4 |
-0.4% |
1,226.0 |
Low |
1,200.8 |
1,203.6 |
2.8 |
0.2% |
1,207.8 |
Close |
1,204.7 |
1,206.9 |
2.2 |
0.2% |
1,212.3 |
Range |
14.1 |
5.9 |
-8.2 |
-58.2% |
18.2 |
ATR |
11.9 |
11.4 |
-0.4 |
-3.6% |
0.0 |
Volume |
5,469 |
1,349 |
-4,120 |
-75.3% |
6,542 |
|
Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,224.4 |
1,221.5 |
1,210.1 |
|
R3 |
1,218.5 |
1,215.6 |
1,208.5 |
|
R2 |
1,212.6 |
1,212.6 |
1,208.0 |
|
R1 |
1,209.7 |
1,209.7 |
1,207.4 |
1,211.2 |
PP |
1,206.7 |
1,206.7 |
1,206.7 |
1,207.4 |
S1 |
1,203.8 |
1,203.8 |
1,206.4 |
1,205.3 |
S2 |
1,200.8 |
1,200.8 |
1,205.8 |
|
S3 |
1,194.9 |
1,197.9 |
1,205.3 |
|
S4 |
1,189.0 |
1,192.0 |
1,203.7 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.0 |
1,259.3 |
1,222.3 |
|
R3 |
1,251.8 |
1,241.1 |
1,217.3 |
|
R2 |
1,233.6 |
1,233.6 |
1,215.6 |
|
R1 |
1,222.9 |
1,222.9 |
1,214.0 |
1,219.2 |
PP |
1,215.4 |
1,215.4 |
1,215.4 |
1,213.5 |
S1 |
1,204.7 |
1,204.7 |
1,210.6 |
1,201.0 |
S2 |
1,197.2 |
1,197.2 |
1,209.0 |
|
S3 |
1,179.0 |
1,186.5 |
1,207.3 |
|
S4 |
1,160.8 |
1,168.3 |
1,202.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,220.0 |
1,200.8 |
19.2 |
1.6% |
8.8 |
0.7% |
32% |
False |
False |
2,221 |
10 |
1,226.0 |
1,195.0 |
31.0 |
2.6% |
11.1 |
0.9% |
38% |
False |
False |
1,727 |
20 |
1,231.0 |
1,173.2 |
57.8 |
4.8% |
11.8 |
1.0% |
58% |
False |
False |
1,818 |
40 |
1,273.1 |
1,173.2 |
99.9 |
8.3% |
11.2 |
0.9% |
34% |
False |
False |
2,142 |
60 |
1,330.4 |
1,173.2 |
157.2 |
13.0% |
10.3 |
0.9% |
21% |
False |
False |
1,805 |
80 |
1,344.6 |
1,173.2 |
171.4 |
14.2% |
9.5 |
0.8% |
20% |
False |
False |
1,566 |
100 |
1,382.8 |
1,173.2 |
209.6 |
17.4% |
8.9 |
0.7% |
16% |
False |
False |
1,313 |
120 |
1,393.7 |
1,173.2 |
220.5 |
18.3% |
9.1 |
0.8% |
15% |
False |
False |
1,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,234.6 |
2.618 |
1,224.9 |
1.618 |
1,219.0 |
1.000 |
1,215.4 |
0.618 |
1,213.1 |
HIGH |
1,209.5 |
0.618 |
1,207.2 |
0.500 |
1,206.6 |
0.382 |
1,205.9 |
LOW |
1,203.6 |
0.618 |
1,200.0 |
1.000 |
1,197.7 |
1.618 |
1,194.1 |
2.618 |
1,188.2 |
4.250 |
1,178.5 |
|
|
Fisher Pivots for day following 05-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,206.8 |
1,210.4 |
PP |
1,206.7 |
1,209.2 |
S1 |
1,206.6 |
1,208.1 |
|