Trading Metrics calculated at close of trading on 27-Aug-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2019 |
27-Aug-2019 |
Change |
Change % |
Previous Week |
Open |
1,527.40 |
1,526.88 |
-0.52 |
0.0% |
1,512.41 |
High |
1,552.65 |
1,543.58 |
-9.07 |
-0.6% |
1,528.68 |
Low |
1,525.76 |
1,526.56 |
0.80 |
0.1% |
1,481.91 |
Close |
1,527.26 |
1,542.50 |
15.24 |
1.0% |
1,526.47 |
Range |
26.89 |
17.02 |
-9.87 |
-36.7% |
46.77 |
ATR |
21.77 |
21.43 |
-0.34 |
-1.6% |
0.00 |
Volume |
6,681 |
6,748 |
67 |
1.0% |
35,988 |
|
Daily Pivots for day following 27-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,588.61 |
1,582.57 |
1,551.86 |
|
R3 |
1,571.59 |
1,565.55 |
1,547.18 |
|
R2 |
1,554.57 |
1,554.57 |
1,545.62 |
|
R1 |
1,548.53 |
1,548.53 |
1,544.06 |
1,551.55 |
PP |
1,537.55 |
1,537.55 |
1,537.55 |
1,539.06 |
S1 |
1,531.51 |
1,531.51 |
1,540.94 |
1,534.53 |
S2 |
1,520.53 |
1,520.53 |
1,539.38 |
|
S3 |
1,503.51 |
1,514.49 |
1,537.82 |
|
S4 |
1,486.49 |
1,497.47 |
1,533.14 |
|
|
Weekly Pivots for week ending 23-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,652.66 |
1,636.34 |
1,552.19 |
|
R3 |
1,605.89 |
1,589.57 |
1,539.33 |
|
R2 |
1,559.12 |
1,559.12 |
1,535.04 |
|
R1 |
1,542.80 |
1,542.80 |
1,530.76 |
1,550.96 |
PP |
1,512.35 |
1,512.35 |
1,512.35 |
1,516.44 |
S1 |
1,496.03 |
1,496.03 |
1,522.18 |
1,504.19 |
S2 |
1,465.58 |
1,465.58 |
1,517.90 |
|
S3 |
1,418.81 |
1,449.26 |
1,513.61 |
|
S4 |
1,372.04 |
1,402.49 |
1,500.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,552.65 |
1,481.91 |
70.74 |
4.6% |
22.32 |
1.4% |
86% |
False |
False |
6,939 |
10 |
1,552.65 |
1,481.91 |
70.74 |
4.6% |
20.65 |
1.3% |
86% |
False |
False |
6,886 |
20 |
1,552.65 |
1,401.30 |
151.35 |
9.8% |
23.29 |
1.5% |
93% |
False |
False |
6,707 |
40 |
1,552.65 |
1,386.42 |
166.23 |
10.8% |
20.53 |
1.3% |
94% |
False |
False |
6,866 |
60 |
1,552.65 |
1,320.05 |
232.60 |
15.1% |
20.80 |
1.3% |
96% |
False |
False |
7,649 |
80 |
1,552.65 |
1,269.50 |
283.15 |
18.4% |
18.81 |
1.2% |
96% |
False |
False |
7,886 |
100 |
1,552.65 |
1,266.61 |
286.04 |
18.5% |
16.94 |
1.1% |
96% |
False |
False |
7,468 |
120 |
1,552.65 |
1,266.61 |
286.04 |
18.5% |
16.02 |
1.0% |
96% |
False |
False |
7,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,615.92 |
2.618 |
1,588.14 |
1.618 |
1,571.12 |
1.000 |
1,560.60 |
0.618 |
1,554.10 |
HIGH |
1,543.58 |
0.618 |
1,537.08 |
0.500 |
1,535.07 |
0.382 |
1,533.06 |
LOW |
1,526.56 |
0.618 |
1,516.04 |
1.000 |
1,509.54 |
1.618 |
1,499.02 |
2.618 |
1,482.00 |
4.250 |
1,454.23 |
|
|
Fisher Pivots for day following 27-Aug-2019 |
Pivot |
1 day |
3 day |
R1 |
1,540.02 |
1,534.09 |
PP |
1,537.55 |
1,525.69 |
S1 |
1,535.07 |
1,517.28 |
|