Trading Metrics calculated at close of trading on 04-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2019 |
04-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,528.78 |
1,547.69 |
18.91 |
1.2% |
1,527.40 |
High |
1,548.85 |
1,556.11 |
7.26 |
0.5% |
1,552.65 |
Low |
1,521.96 |
1,534.29 |
12.33 |
0.8% |
1,517.98 |
Close |
1,547.73 |
1,552.44 |
4.71 |
0.3% |
1,520.46 |
Range |
26.89 |
21.82 |
-5.07 |
-18.9% |
34.67 |
ATR |
20.69 |
20.77 |
0.08 |
0.4% |
0.00 |
Volume |
6,869 |
7,113 |
244 |
3.6% |
34,783 |
|
Daily Pivots for day following 04-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,613.07 |
1,604.58 |
1,564.44 |
|
R3 |
1,591.25 |
1,582.76 |
1,558.44 |
|
R2 |
1,569.43 |
1,569.43 |
1,556.44 |
|
R1 |
1,560.94 |
1,560.94 |
1,554.44 |
1,565.19 |
PP |
1,547.61 |
1,547.61 |
1,547.61 |
1,549.74 |
S1 |
1,539.12 |
1,539.12 |
1,550.44 |
1,543.37 |
S2 |
1,525.79 |
1,525.79 |
1,548.44 |
|
S3 |
1,503.97 |
1,517.30 |
1,546.44 |
|
S4 |
1,482.15 |
1,495.48 |
1,540.44 |
|
|
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 |
1,556.11 |
1,517.98 |
38.13 |
2.5% |
20.60 |
1.3% |
90% |
True |
False |
6,770 |
10 |
1,556.11 |
1,481.91 |
74.20 |
4.8% |
21.73 |
1.4% |
95% |
True |
False |
6,825 |
20 |
1,556.11 |
1,481.91 |
74.20 |
4.8% |
20.80 |
1.3% |
95% |
True |
False |
6,851 |
40 |
1,556.11 |
1,400.34 |
155.77 |
10.0% |
20.21 |
1.3% |
98% |
True |
False |
6,865 |
60 |
1,556.11 |
1,332.56 |
223.55 |
14.4% |
21.30 |
1.4% |
98% |
True |
False |
7,389 |
80 |
1,556.11 |
1,269.50 |
286.61 |
18.5% |
19.39 |
1.2% |
99% |
True |
False |
7,819 |
100 |
1,556.11 |
1,266.61 |
289.50 |
18.6% |
17.43 |
1.1% |
99% |
True |
False |
7,517 |
120 |
1,556.11 |
1,266.61 |
289.50 |
18.6% |
16.45 |
1.1% |
99% |
True |
False |
7,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.85 |
2.618 |
1,613.23 |
1.618 |
1,591.41 |
1.000 |
1,577.93 |
0.618 |
1,569.59 |
HIGH |
1,556.11 |
0.618 |
1,547.77 |
0.500 |
1,545.20 |
0.382 |
1,542.63 |
LOW |
1,534.29 |
0.618 |
1,520.81 |
1.000 |
1,512.47 |
1.618 |
1,498.99 |
2.618 |
1,477.17 |
4.250 |
1,441.56 |
|
|
Fisher Pivots for day following 04-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,550.03 |
1,547.74 |
PP |
1,547.61 |
1,543.04 |
S1 |
1,545.20 |
1,538.34 |
|