| Trading Metrics calculated at close of trading on 06-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2019 |
06-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
1,552.33 |
1,518.88 |
-33.45 |
-2.2% |
1,521.17 |
| High |
1,552.61 |
1,526.53 |
-26.08 |
-1.7% |
1,556.11 |
| Low |
1,512.89 |
1,503.28 |
-9.61 |
-0.6% |
1,503.28 |
| Close |
1,518.89 |
1,505.95 |
-12.94 |
-0.9% |
1,505.95 |
| Range |
39.72 |
23.25 |
-16.47 |
-41.5% |
52.83 |
| ATR |
22.12 |
22.20 |
0.08 |
0.4% |
0.00 |
| Volume |
7,101 |
7,097 |
-4 |
-0.1% |
34,007 |
|
| Daily Pivots for day following 06-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,581.67 |
1,567.06 |
1,518.74 |
|
| R3 |
1,558.42 |
1,543.81 |
1,512.34 |
|
| R2 |
1,535.17 |
1,535.17 |
1,510.21 |
|
| R1 |
1,520.56 |
1,520.56 |
1,508.08 |
1,516.24 |
| PP |
1,511.92 |
1,511.92 |
1,511.92 |
1,509.76 |
| S1 |
1,497.31 |
1,497.31 |
1,503.82 |
1,492.99 |
| S2 |
1,488.67 |
1,488.67 |
1,501.69 |
|
| S3 |
1,465.42 |
1,474.06 |
1,499.56 |
|
| S4 |
1,442.17 |
1,450.81 |
1,493.16 |
|
|
| Weekly Pivots for week ending 06-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,680.27 |
1,645.94 |
1,535.01 |
|
| R3 |
1,627.44 |
1,593.11 |
1,520.48 |
|
| R2 |
1,574.61 |
1,574.61 |
1,515.64 |
|
| R1 |
1,540.28 |
1,540.28 |
1,510.79 |
1,531.03 |
| PP |
1,521.78 |
1,521.78 |
1,521.78 |
1,517.16 |
| S1 |
1,487.45 |
1,487.45 |
1,501.11 |
1,478.20 |
| S2 |
1,468.95 |
1,468.95 |
1,496.26 |
|
| S3 |
1,416.12 |
1,434.62 |
1,491.42 |
|
| S4 |
1,363.29 |
1,381.79 |
1,476.89 |
|
|
| 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 |
1,503.28 |
52.83 |
3.5% |
24.63 |
1.6% |
5% |
False |
True |
6,801 |
| 10 |
1,556.11 |
1,503.28 |
52.83 |
3.5% |
22.29 |
1.5% |
5% |
False |
True |
6,879 |
| 20 |
1,556.11 |
1,481.91 |
74.20 |
4.9% |
22.50 |
1.5% |
32% |
False |
False |
6,877 |
| 40 |
1,556.11 |
1,400.34 |
155.77 |
10.3% |
20.91 |
1.4% |
68% |
False |
False |
6,868 |
| 60 |
1,556.11 |
1,333.07 |
223.04 |
14.8% |
21.76 |
1.4% |
78% |
False |
False |
7,300 |
| 80 |
1,556.11 |
1,269.50 |
286.61 |
19.0% |
19.83 |
1.3% |
82% |
False |
False |
7,766 |
| 100 |
1,556.11 |
1,266.61 |
289.50 |
19.2% |
17.94 |
1.2% |
83% |
False |
False |
7,541 |
| 120 |
1,556.11 |
1,266.61 |
289.50 |
19.2% |
16.71 |
1.1% |
83% |
False |
False |
7,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,625.34 |
|
2.618 |
1,587.40 |
|
1.618 |
1,564.15 |
|
1.000 |
1,549.78 |
|
0.618 |
1,540.90 |
|
HIGH |
1,526.53 |
|
0.618 |
1,517.65 |
|
0.500 |
1,514.91 |
|
0.382 |
1,512.16 |
|
LOW |
1,503.28 |
|
0.618 |
1,488.91 |
|
1.000 |
1,480.03 |
|
1.618 |
1,465.66 |
|
2.618 |
1,442.41 |
|
4.250 |
1,404.47 |
|
|
| Fisher Pivots for day following 06-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,514.91 |
1,529.70 |
| PP |
1,511.92 |
1,521.78 |
| S1 |
1,508.94 |
1,513.87 |
|