Trading Metrics calculated at close of trading on 02-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2019 |
02-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,525.39 |
1,521.17 |
-4.22 |
-0.3% |
1,527.40 |
High |
1,532.04 |
1,532.06 |
0.02 |
0.0% |
1,552.65 |
Low |
1,517.98 |
1,520.57 |
2.59 |
0.2% |
1,517.98 |
Close |
1,520.46 |
1,528.82 |
8.36 |
0.5% |
1,520.46 |
Range |
14.06 |
11.49 |
-2.57 |
-18.3% |
34.67 |
ATR |
20.87 |
20.21 |
-0.66 |
-3.2% |
0.00 |
Volume |
6,934 |
5,827 |
-1,107 |
-16.0% |
34,783 |
|
Daily Pivots for day following 02-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,561.62 |
1,556.71 |
1,535.14 |
|
R3 |
1,550.13 |
1,545.22 |
1,531.98 |
|
R2 |
1,538.64 |
1,538.64 |
1,530.93 |
|
R1 |
1,533.73 |
1,533.73 |
1,529.87 |
1,536.19 |
PP |
1,527.15 |
1,527.15 |
1,527.15 |
1,528.38 |
S1 |
1,522.24 |
1,522.24 |
1,527.77 |
1,524.70 |
S2 |
1,515.66 |
1,515.66 |
1,526.71 |
|
S3 |
1,504.17 |
1,510.75 |
1,525.66 |
|
S4 |
1,492.68 |
1,499.26 |
1,522.50 |
|
|
Weekly Pivots for week ending 30-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,634.37 |
1,612.09 |
1,539.53 |
|
R3 |
1,599.70 |
1,577.42 |
1,529.99 |
|
R2 |
1,565.03 |
1,565.03 |
1,526.82 |
|
R1 |
1,542.75 |
1,542.75 |
1,523.64 |
1,536.56 |
PP |
1,530.36 |
1,530.36 |
1,530.36 |
1,527.27 |
S1 |
1,508.08 |
1,508.08 |
1,517.28 |
1,501.89 |
S2 |
1,495.69 |
1,495.69 |
1,514.10 |
|
S3 |
1,461.02 |
1,473.41 |
1,510.93 |
|
S4 |
1,426.35 |
1,438.74 |
1,501.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,549.46 |
1,517.98 |
31.48 |
2.1% |
16.87 |
1.1% |
34% |
False |
False |
6,785 |
10 |
1,552.65 |
1,481.91 |
70.74 |
4.6% |
19.22 |
1.3% |
66% |
False |
False |
6,947 |
20 |
1,552.65 |
1,457.56 |
95.09 |
6.2% |
21.01 |
1.4% |
75% |
False |
False |
6,793 |
40 |
1,552.65 |
1,386.42 |
166.23 |
10.9% |
20.04 |
1.3% |
86% |
False |
False |
6,870 |
60 |
1,552.65 |
1,320.05 |
232.60 |
15.2% |
20.85 |
1.4% |
90% |
False |
False |
7,467 |
80 |
1,552.65 |
1,269.50 |
283.15 |
18.5% |
19.10 |
1.2% |
92% |
False |
False |
7,866 |
100 |
1,552.65 |
1,266.61 |
286.04 |
18.7% |
17.20 |
1.1% |
92% |
False |
False |
7,496 |
120 |
1,552.65 |
1,266.61 |
286.04 |
18.7% |
16.17 |
1.1% |
92% |
False |
False |
7,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,580.89 |
2.618 |
1,562.14 |
1.618 |
1,550.65 |
1.000 |
1,543.55 |
0.618 |
1,539.16 |
HIGH |
1,532.06 |
0.618 |
1,527.67 |
0.500 |
1,526.32 |
0.382 |
1,524.96 |
LOW |
1,520.57 |
0.618 |
1,513.47 |
1.000 |
1,509.08 |
1.618 |
1,501.98 |
2.618 |
1,490.49 |
4.250 |
1,471.74 |
|
|
Fisher Pivots for day following 02-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,527.99 |
1,533.72 |
PP |
1,527.15 |
1,532.09 |
S1 |
1,526.32 |
1,530.45 |
|