Trading Metrics calculated at close of trading on 05-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,629.34 |
7,600.95 |
-28.39 |
-0.4% |
7,527.37 |
High |
7,643.45 |
7,607.18 |
-36.27 |
-0.5% |
7,691.10 |
Low |
7,581.35 |
7,498.38 |
-82.97 |
-1.1% |
7,512.02 |
Close |
7,622.32 |
7,523.26 |
-99.06 |
-1.3% |
7,654.55 |
Range |
62.10 |
108.80 |
46.70 |
75.2% |
179.08 |
ATR |
73.06 |
76.69 |
3.63 |
5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,869.34 |
7,805.10 |
7,583.10 |
|
R3 |
7,760.54 |
7,696.30 |
7,553.18 |
|
R2 |
7,651.74 |
7,651.74 |
7,543.21 |
|
R1 |
7,587.50 |
7,587.50 |
7,533.23 |
7,565.22 |
PP |
7,542.94 |
7,542.94 |
7,542.94 |
7,531.80 |
S1 |
7,478.70 |
7,478.70 |
7,513.29 |
7,456.42 |
S2 |
7,434.14 |
7,434.14 |
7,503.31 |
|
S3 |
7,325.34 |
7,369.90 |
7,493.34 |
|
S4 |
7,216.54 |
7,261.10 |
7,463.42 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,156.46 |
8,084.59 |
7,753.04 |
|
R3 |
7,977.38 |
7,905.51 |
7,703.80 |
|
R2 |
7,798.30 |
7,798.30 |
7,687.38 |
|
R1 |
7,726.43 |
7,726.43 |
7,670.97 |
7,762.37 |
PP |
7,619.22 |
7,619.22 |
7,619.22 |
7,637.19 |
S1 |
7,547.35 |
7,547.35 |
7,638.13 |
7,583.29 |
S2 |
7,440.14 |
7,440.14 |
7,621.72 |
|
S3 |
7,261.06 |
7,368.27 |
7,605.30 |
|
S4 |
7,081.98 |
7,189.19 |
7,556.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,691.10 |
7,498.38 |
192.72 |
2.6% |
73.72 |
1.0% |
13% |
False |
True |
|
10 |
7,691.10 |
7,374.69 |
316.41 |
4.2% |
61.62 |
0.8% |
47% |
False |
False |
|
20 |
7,691.10 |
7,308.52 |
382.58 |
5.1% |
62.28 |
0.8% |
56% |
False |
False |
|
40 |
7,691.10 |
7,158.78 |
532.32 |
7.1% |
71.15 |
0.9% |
68% |
False |
False |
|
60 |
7,691.10 |
6,950.23 |
740.87 |
9.8% |
75.75 |
1.0% |
77% |
False |
False |
|
80 |
7,691.10 |
6,846.94 |
844.16 |
11.2% |
72.82 |
1.0% |
80% |
False |
False |
|
100 |
7,691.10 |
6,426.57 |
1,264.53 |
16.8% |
78.26 |
1.0% |
87% |
False |
False |
|
120 |
7,691.10 |
6,322.60 |
1,368.50 |
18.2% |
89.88 |
1.2% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,069.58 |
2.618 |
7,892.02 |
1.618 |
7,783.22 |
1.000 |
7,715.98 |
0.618 |
7,674.42 |
HIGH |
7,607.18 |
0.618 |
7,565.62 |
0.500 |
7,552.78 |
0.382 |
7,539.94 |
LOW |
7,498.38 |
0.618 |
7,431.14 |
1.000 |
7,389.58 |
1.618 |
7,322.34 |
2.618 |
7,213.54 |
4.250 |
7,035.98 |
|
|
Fisher Pivots for day following 05-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,552.78 |
7,587.42 |
PP |
7,542.94 |
7,566.03 |
S1 |
7,533.10 |
7,544.65 |
|