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 |
1,191.34 |
1,196.58 |
5.24 |
0.4% |
1,205.76 |
High |
1,197.97 |
1,206.35 |
8.38 |
0.7% |
1,214.10 |
Low |
1,190.89 |
1,195.78 |
4.89 |
0.4% |
1,196.75 |
Close |
1,197.97 |
1,199.97 |
2.00 |
0.2% |
1,201.15 |
Range |
7.08 |
10.57 |
3.49 |
49.3% |
17.35 |
ATR |
11.11 |
11.07 |
-0.04 |
-0.3% |
0.00 |
Volume |
10,416 |
10,766 |
350 |
3.4% |
51,378 |
|
Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,232.41 |
1,226.76 |
1,205.78 |
|
R3 |
1,221.84 |
1,216.19 |
1,202.88 |
|
R2 |
1,211.27 |
1,211.27 |
1,201.91 |
|
R1 |
1,205.62 |
1,205.62 |
1,200.94 |
1,208.45 |
PP |
1,200.70 |
1,200.70 |
1,200.70 |
1,202.11 |
S1 |
1,195.05 |
1,195.05 |
1,199.00 |
1,197.88 |
S2 |
1,190.13 |
1,190.13 |
1,198.03 |
|
S3 |
1,179.56 |
1,184.48 |
1,197.06 |
|
S4 |
1,168.99 |
1,173.91 |
1,194.16 |
|
|
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% |
9.29 |
0.8% |
55% |
False |
False |
10,109 |
10 |
1,214.10 |
1,183.36 |
30.74 |
2.6% |
11.10 |
0.9% |
54% |
False |
False |
10,232 |
20 |
1,216.30 |
1,160.75 |
55.55 |
4.6% |
12.06 |
1.0% |
71% |
False |
False |
10,318 |
40 |
1,247.73 |
1,160.75 |
86.98 |
7.2% |
11.50 |
1.0% |
45% |
False |
False |
10,232 |
60 |
1,302.96 |
1,160.75 |
142.21 |
11.9% |
11.24 |
0.9% |
28% |
False |
False |
10,598 |
80 |
1,308.89 |
1,160.75 |
148.14 |
12.3% |
10.64 |
0.9% |
26% |
False |
False |
10,482 |
100 |
1,346.05 |
1,160.75 |
185.30 |
15.4% |
10.79 |
0.9% |
21% |
False |
False |
10,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,251.27 |
2.618 |
1,234.02 |
1.618 |
1,223.45 |
1.000 |
1,216.92 |
0.618 |
1,212.88 |
HIGH |
1,206.35 |
0.618 |
1,202.31 |
0.500 |
1,201.07 |
0.382 |
1,199.82 |
LOW |
1,195.78 |
0.618 |
1,189.25 |
1.000 |
1,185.21 |
1.618 |
1,178.68 |
2.618 |
1,168.11 |
4.250 |
1,150.86 |
|
|
Fisher Pivots for day following 06-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,201.07 |
1,199.34 |
PP |
1,200.70 |
1,198.71 |
S1 |
1,200.34 |
1,198.08 |
|