Trading Metrics calculated at close of trading on 03-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
03-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
1,199.75 |
1,200.84 |
1.09 |
0.1% |
1,205.76 |
High |
1,208.28 |
1,203.45 |
-4.83 |
-0.4% |
1,214.10 |
Low |
1,198.76 |
1,196.05 |
-2.71 |
-0.2% |
1,196.75 |
Close |
1,201.15 |
1,201.26 |
0.11 |
0.0% |
1,201.15 |
Range |
9.52 |
7.40 |
-2.12 |
-22.3% |
17.35 |
ATR |
11.70 |
11.39 |
-0.31 |
-2.6% |
0.00 |
Volume |
10,276 |
8,096 |
-2,180 |
-21.2% |
51,378 |
|
Daily Pivots for day following 03-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.45 |
1,219.26 |
1,205.33 |
|
R3 |
1,215.05 |
1,211.86 |
1,203.30 |
|
R2 |
1,207.65 |
1,207.65 |
1,202.62 |
|
R1 |
1,204.46 |
1,204.46 |
1,201.94 |
1,206.06 |
PP |
1,200.25 |
1,200.25 |
1,200.25 |
1,201.05 |
S1 |
1,197.06 |
1,197.06 |
1,200.58 |
1,198.66 |
S2 |
1,192.85 |
1,192.85 |
1,199.90 |
|
S3 |
1,185.45 |
1,189.66 |
1,199.23 |
|
S4 |
1,178.05 |
1,182.26 |
1,197.19 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.05 |
1,245.95 |
1,210.69 |
|
R3 |
1,238.70 |
1,228.60 |
1,205.92 |
|
R2 |
1,221.35 |
1,221.35 |
1,204.33 |
|
R1 |
1,211.25 |
1,211.25 |
1,202.74 |
1,207.63 |
PP |
1,204.00 |
1,204.00 |
1,204.00 |
1,202.19 |
S1 |
1,193.90 |
1,193.90 |
1,199.56 |
1,190.28 |
S2 |
1,186.65 |
1,186.65 |
1,197.97 |
|
S3 |
1,169.30 |
1,176.55 |
1,196.38 |
|
S4 |
1,151.95 |
1,159.20 |
1,191.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,214.10 |
1,196.05 |
18.05 |
1.5% |
9.61 |
0.8% |
29% |
False |
True |
9,948 |
10 |
1,214.10 |
1,183.36 |
30.74 |
2.6% |
11.11 |
0.9% |
58% |
False |
False |
10,180 |
20 |
1,216.73 |
1,160.75 |
55.98 |
4.7% |
11.77 |
1.0% |
72% |
False |
False |
10,165 |
40 |
1,260.04 |
1,160.75 |
99.29 |
8.3% |
11.63 |
1.0% |
41% |
False |
False |
10,223 |
60 |
1,308.89 |
1,160.75 |
148.14 |
12.3% |
11.19 |
0.9% |
27% |
False |
False |
10,571 |
80 |
1,314.57 |
1,160.75 |
153.82 |
12.8% |
10.82 |
0.9% |
26% |
False |
False |
10,495 |
100 |
1,354.81 |
1,160.75 |
194.06 |
16.2% |
10.86 |
0.9% |
21% |
False |
False |
10,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,234.90 |
2.618 |
1,222.82 |
1.618 |
1,215.42 |
1.000 |
1,210.85 |
0.618 |
1,208.02 |
HIGH |
1,203.45 |
0.618 |
1,200.62 |
0.500 |
1,199.75 |
0.382 |
1,198.88 |
LOW |
1,196.05 |
0.618 |
1,191.48 |
1.000 |
1,188.65 |
1.618 |
1,184.08 |
2.618 |
1,176.68 |
4.250 |
1,164.60 |
|
|
Fisher Pivots for day following 03-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,200.76 |
1,202.17 |
PP |
1,200.25 |
1,201.86 |
S1 |
1,199.75 |
1,201.56 |
|