Trading Metrics calculated at close of trading on 27-Aug-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2019 |
27-Aug-2019 |
Change |
Change % |
Previous Week |
Open |
7,540.69 |
7,630.46 |
89.77 |
1.2% |
7,715.41 |
High |
7,577.77 |
7,640.68 |
62.91 |
0.8% |
7,764.79 |
Low |
7,506.17 |
7,531.96 |
25.79 |
0.3% |
7,442.93 |
Close |
7,575.02 |
7,566.03 |
-8.99 |
-0.1% |
7,464.99 |
Range |
71.60 |
108.72 |
37.12 |
51.8% |
321.86 |
ATR |
138.63 |
136.50 |
-2.14 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,905.72 |
7,844.59 |
7,625.83 |
|
R3 |
7,797.00 |
7,735.87 |
7,595.93 |
|
R2 |
7,688.28 |
7,688.28 |
7,585.96 |
|
R1 |
7,627.15 |
7,627.15 |
7,576.00 |
7,603.36 |
PP |
7,579.56 |
7,579.56 |
7,579.56 |
7,567.66 |
S1 |
7,518.43 |
7,518.43 |
7,556.06 |
7,494.64 |
S2 |
7,470.84 |
7,470.84 |
7,546.10 |
|
S3 |
7,362.12 |
7,409.71 |
7,536.13 |
|
S4 |
7,253.40 |
7,300.99 |
7,506.23 |
|
|
Weekly Pivots for week ending 23-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,523.15 |
8,315.93 |
7,642.01 |
|
R3 |
8,201.29 |
7,994.07 |
7,553.50 |
|
R2 |
7,879.43 |
7,879.43 |
7,524.00 |
|
R1 |
7,672.21 |
7,672.21 |
7,494.49 |
7,614.89 |
PP |
7,557.57 |
7,557.57 |
7,557.57 |
7,528.91 |
S1 |
7,350.35 |
7,350.35 |
7,435.49 |
7,293.03 |
S2 |
7,235.71 |
7,235.71 |
7,405.98 |
|
S3 |
6,913.85 |
7,028.49 |
7,376.48 |
|
S4 |
6,591.99 |
6,706.63 |
7,287.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,764.79 |
7,442.93 |
321.86 |
4.3% |
124.68 |
1.6% |
38% |
False |
False |
|
10 |
7,764.79 |
7,429.36 |
335.43 |
4.4% |
104.80 |
1.4% |
41% |
False |
False |
|
20 |
8,000.94 |
7,356.27 |
644.67 |
8.5% |
132.30 |
1.7% |
33% |
False |
False |
|
40 |
8,027.18 |
7,356.27 |
670.91 |
8.9% |
97.45 |
1.3% |
31% |
False |
False |
|
60 |
8,027.18 |
7,023.09 |
1,004.09 |
13.3% |
91.46 |
1.2% |
54% |
False |
False |
|
80 |
8,027.18 |
6,936.68 |
1,090.50 |
14.4% |
95.72 |
1.3% |
58% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.4% |
88.69 |
1.2% |
58% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.4% |
87.32 |
1.2% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,102.74 |
2.618 |
7,925.31 |
1.618 |
7,816.59 |
1.000 |
7,749.40 |
0.618 |
7,707.87 |
HIGH |
7,640.68 |
0.618 |
7,599.15 |
0.500 |
7,586.32 |
0.382 |
7,573.49 |
LOW |
7,531.96 |
0.618 |
7,464.77 |
1.000 |
7,423.24 |
1.618 |
7,356.05 |
2.618 |
7,247.33 |
4.250 |
7,069.90 |
|
|
Fisher Pivots for day following 27-Aug-2019 |
Pivot |
1 day |
3 day |
R1 |
7,586.32 |
7,582.68 |
PP |
7,579.56 |
7,577.13 |
S1 |
7,572.79 |
7,571.58 |
|