Trading Metrics calculated at close of trading on 03-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2019 |
03-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,521.17 |
1,528.78 |
7.61 |
0.5% |
1,527.40 |
High |
1,532.06 |
1,548.85 |
16.79 |
1.1% |
1,552.65 |
Low |
1,520.57 |
1,521.96 |
1.39 |
0.1% |
1,517.98 |
Close |
1,528.82 |
1,547.73 |
18.91 |
1.2% |
1,520.46 |
Range |
11.49 |
26.89 |
15.40 |
134.0% |
34.67 |
ATR |
20.21 |
20.69 |
0.48 |
2.4% |
0.00 |
Volume |
5,827 |
6,869 |
1,042 |
17.9% |
34,783 |
|
Daily Pivots for day following 03-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,620.18 |
1,610.85 |
1,562.52 |
|
R3 |
1,593.29 |
1,583.96 |
1,555.12 |
|
R2 |
1,566.40 |
1,566.40 |
1,552.66 |
|
R1 |
1,557.07 |
1,557.07 |
1,550.19 |
1,561.74 |
PP |
1,539.51 |
1,539.51 |
1,539.51 |
1,541.85 |
S1 |
1,530.18 |
1,530.18 |
1,545.27 |
1,534.85 |
S2 |
1,512.62 |
1,512.62 |
1,542.80 |
|
S3 |
1,485.73 |
1,503.29 |
1,540.34 |
|
S4 |
1,458.84 |
1,476.40 |
1,532.94 |
|
|
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 |
2.0% |
18.85 |
1.2% |
95% |
False |
False |
6,810 |
10 |
1,552.65 |
1,481.91 |
70.74 |
4.6% |
20.58 |
1.3% |
93% |
False |
False |
6,874 |
20 |
1,552.65 |
1,472.36 |
80.29 |
5.2% |
21.52 |
1.4% |
94% |
False |
False |
6,809 |
40 |
1,552.65 |
1,390.27 |
162.38 |
10.5% |
20.38 |
1.3% |
97% |
False |
False |
6,863 |
60 |
1,552.65 |
1,326.27 |
226.38 |
14.6% |
21.13 |
1.4% |
98% |
False |
False |
7,429 |
80 |
1,552.65 |
1,269.50 |
283.15 |
18.3% |
19.22 |
1.2% |
98% |
False |
False |
7,841 |
100 |
1,552.65 |
1,266.61 |
286.04 |
18.5% |
17.37 |
1.1% |
98% |
False |
False |
7,507 |
120 |
1,552.65 |
1,266.61 |
286.04 |
18.5% |
16.33 |
1.1% |
98% |
False |
False |
7,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,663.13 |
2.618 |
1,619.25 |
1.618 |
1,592.36 |
1.000 |
1,575.74 |
0.618 |
1,565.47 |
HIGH |
1,548.85 |
0.618 |
1,538.58 |
0.500 |
1,535.41 |
0.382 |
1,532.23 |
LOW |
1,521.96 |
0.618 |
1,505.34 |
1.000 |
1,495.07 |
1.618 |
1,478.45 |
2.618 |
1,451.56 |
4.250 |
1,407.68 |
|
|
Fisher Pivots for day following 03-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,543.62 |
1,542.96 |
PP |
1,539.51 |
1,538.19 |
S1 |
1,535.41 |
1,533.42 |
|