Trading Metrics calculated at close of trading on 03-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2019 |
03-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
7,743.23 |
7,634.03 |
-109.20 |
-1.4% |
7,540.69 |
High |
7,747.08 |
7,670.17 |
-76.91 |
-1.0% |
7,747.08 |
Low |
7,642.90 |
7,584.82 |
-58.08 |
-0.8% |
7,500.22 |
Close |
7,691.00 |
7,609.51 |
-81.49 |
-1.1% |
7,691.00 |
Range |
104.18 |
85.35 |
-18.83 |
-18.1% |
246.86 |
ATR |
131.78 |
129.95 |
-1.83 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,877.55 |
7,828.88 |
7,656.45 |
|
R3 |
7,792.20 |
7,743.53 |
7,632.98 |
|
R2 |
7,706.85 |
7,706.85 |
7,625.16 |
|
R1 |
7,658.18 |
7,658.18 |
7,617.33 |
7,639.84 |
PP |
7,621.50 |
7,621.50 |
7,621.50 |
7,612.33 |
S1 |
7,572.83 |
7,572.83 |
7,601.69 |
7,554.49 |
S2 |
7,536.15 |
7,536.15 |
7,593.86 |
|
S3 |
7,450.80 |
7,487.48 |
7,586.04 |
|
S4 |
7,365.45 |
7,402.13 |
7,562.57 |
|
|
Weekly Pivots for week ending 30-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,386.68 |
8,285.70 |
7,826.77 |
|
R3 |
8,139.82 |
8,038.84 |
7,758.89 |
|
R2 |
7,892.96 |
7,892.96 |
7,736.26 |
|
R1 |
7,791.98 |
7,791.98 |
7,713.63 |
7,842.47 |
PP |
7,646.10 |
7,646.10 |
7,646.10 |
7,671.35 |
S1 |
7,545.12 |
7,545.12 |
7,668.37 |
7,595.61 |
S2 |
7,399.24 |
7,399.24 |
7,645.74 |
|
S3 |
7,152.38 |
7,298.26 |
7,623.11 |
|
S4 |
6,905.52 |
7,051.40 |
7,555.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,747.08 |
7,500.22 |
246.86 |
3.2% |
93.16 |
1.2% |
44% |
False |
False |
|
10 |
7,764.79 |
7,442.93 |
321.86 |
4.2% |
104.76 |
1.4% |
52% |
False |
False |
|
20 |
7,778.34 |
7,386.76 |
391.58 |
5.1% |
114.21 |
1.5% |
57% |
False |
False |
|
40 |
8,027.18 |
7,356.27 |
670.91 |
8.8% |
100.95 |
1.3% |
38% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.8% |
89.68 |
1.2% |
38% |
False |
False |
|
80 |
8,027.18 |
6,936.68 |
1,090.50 |
14.3% |
93.57 |
1.2% |
62% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.3% |
90.52 |
1.2% |
62% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.3% |
87.70 |
1.2% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,032.91 |
2.618 |
7,893.62 |
1.618 |
7,808.27 |
1.000 |
7,755.52 |
0.618 |
7,722.92 |
HIGH |
7,670.17 |
0.618 |
7,637.57 |
0.500 |
7,627.50 |
0.382 |
7,617.42 |
LOW |
7,584.82 |
0.618 |
7,532.07 |
1.000 |
7,499.47 |
1.618 |
7,446.72 |
2.618 |
7,361.37 |
4.250 |
7,222.08 |
|
|
Fisher Pivots for day following 03-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
7,627.50 |
7,665.95 |
PP |
7,621.50 |
7,647.14 |
S1 |
7,615.51 |
7,628.32 |
|