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 |
1,201.29 |
1,191.34 |
-9.95 |
-0.8% |
1,205.76 |
High |
1,201.66 |
1,197.97 |
-3.69 |
-0.3% |
1,214.10 |
Low |
1,189.80 |
1,190.89 |
1.09 |
0.1% |
1,196.75 |
Close |
1,191.21 |
1,197.97 |
6.76 |
0.6% |
1,201.15 |
Range |
11.86 |
7.08 |
-4.78 |
-40.3% |
17.35 |
ATR |
11.42 |
11.11 |
-0.31 |
-2.7% |
0.00 |
Volume |
10,991 |
10,416 |
-575 |
-5.2% |
51,378 |
|
Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,216.85 |
1,214.49 |
1,201.86 |
|
R3 |
1,209.77 |
1,207.41 |
1,199.92 |
|
R2 |
1,202.69 |
1,202.69 |
1,199.27 |
|
R1 |
1,200.33 |
1,200.33 |
1,198.62 |
1,201.51 |
PP |
1,195.61 |
1,195.61 |
1,195.61 |
1,196.20 |
S1 |
1,193.25 |
1,193.25 |
1,197.32 |
1,194.43 |
S2 |
1,188.53 |
1,188.53 |
1,196.67 |
|
S3 |
1,181.45 |
1,186.17 |
1,196.02 |
|
S4 |
1,174.37 |
1,179.09 |
1,194.08 |
|
|
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 |
1,208.28 |
1,189.80 |
18.48 |
1.5% |
9.35 |
0.8% |
44% |
False |
False |
9,953 |
10 |
1,214.10 |
1,183.36 |
30.74 |
2.6% |
11.30 |
0.9% |
48% |
False |
False |
10,200 |
20 |
1,216.73 |
1,160.75 |
55.98 |
4.7% |
11.81 |
1.0% |
66% |
False |
False |
10,298 |
40 |
1,248.16 |
1,160.75 |
87.41 |
7.3% |
11.41 |
1.0% |
43% |
False |
False |
10,227 |
60 |
1,308.89 |
1,160.75 |
148.14 |
12.4% |
11.26 |
0.9% |
25% |
False |
False |
10,590 |
80 |
1,308.89 |
1,160.75 |
148.14 |
12.4% |
10.61 |
0.9% |
25% |
False |
False |
10,487 |
100 |
1,354.19 |
1,160.75 |
193.44 |
16.1% |
10.81 |
0.9% |
19% |
False |
False |
10,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,228.06 |
2.618 |
1,216.51 |
1.618 |
1,209.43 |
1.000 |
1,205.05 |
0.618 |
1,202.35 |
HIGH |
1,197.97 |
0.618 |
1,195.27 |
0.500 |
1,194.43 |
0.382 |
1,193.59 |
LOW |
1,190.89 |
0.618 |
1,186.51 |
1.000 |
1,183.81 |
1.618 |
1,179.43 |
2.618 |
1,172.35 |
4.250 |
1,160.80 |
|
|
Fisher Pivots for day following 05-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,196.79 |
1,197.52 |
PP |
1,195.61 |
1,197.07 |
S1 |
1,194.43 |
1,196.63 |
|