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 |
7,803.45 |
7,868.87 |
65.42 |
0.8% |
7,634.03 |
High |
7,879.97 |
7,874.99 |
-4.98 |
-0.1% |
7,879.97 |
Low |
7,803.45 |
7,835.89 |
32.44 |
0.4% |
7,584.82 |
Close |
7,862.54 |
7,852.54 |
-10.00 |
-0.1% |
7,852.54 |
Range |
76.52 |
39.10 |
-37.42 |
-48.9% |
295.15 |
ATR |
131.19 |
124.61 |
-6.58 |
-5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,971.77 |
7,951.26 |
7,874.05 |
|
R3 |
7,932.67 |
7,912.16 |
7,863.29 |
|
R2 |
7,893.57 |
7,893.57 |
7,859.71 |
|
R1 |
7,873.06 |
7,873.06 |
7,856.12 |
7,863.77 |
PP |
7,854.47 |
7,854.47 |
7,854.47 |
7,849.83 |
S1 |
7,833.96 |
7,833.96 |
7,848.96 |
7,824.67 |
S2 |
7,815.37 |
7,815.37 |
7,845.37 |
|
S3 |
7,776.27 |
7,794.86 |
7,841.79 |
|
S4 |
7,737.17 |
7,755.76 |
7,831.04 |
|
|
Weekly Pivots for week ending 06-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,657.89 |
8,550.37 |
8,014.87 |
|
R3 |
8,362.74 |
8,255.22 |
7,933.71 |
|
R2 |
8,067.59 |
8,067.59 |
7,906.65 |
|
R1 |
7,960.07 |
7,960.07 |
7,879.60 |
8,013.83 |
PP |
7,772.44 |
7,772.44 |
7,772.44 |
7,799.33 |
S1 |
7,664.92 |
7,664.92 |
7,825.48 |
7,718.68 |
S2 |
7,477.29 |
7,477.29 |
7,798.43 |
|
S3 |
7,182.14 |
7,369.77 |
7,771.37 |
|
S4 |
6,886.99 |
7,074.62 |
7,690.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,879.97 |
7,584.82 |
295.15 |
3.8% |
73.28 |
0.9% |
91% |
False |
False |
|
10 |
7,879.97 |
7,442.93 |
437.04 |
5.6% |
99.38 |
1.3% |
94% |
False |
False |
|
20 |
7,879.97 |
7,429.36 |
450.61 |
5.7% |
100.99 |
1.3% |
94% |
False |
False |
|
40 |
8,027.18 |
7,356.27 |
670.91 |
8.5% |
100.06 |
1.3% |
74% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.5% |
88.32 |
1.1% |
74% |
False |
False |
|
80 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
90.31 |
1.2% |
84% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
90.96 |
1.2% |
84% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
87.95 |
1.1% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,041.17 |
2.618 |
7,977.35 |
1.618 |
7,938.25 |
1.000 |
7,914.09 |
0.618 |
7,899.15 |
HIGH |
7,874.99 |
0.618 |
7,860.05 |
0.500 |
7,855.44 |
0.382 |
7,850.83 |
LOW |
7,835.89 |
0.618 |
7,811.73 |
1.000 |
7,796.79 |
1.618 |
7,772.63 |
2.618 |
7,733.53 |
4.250 |
7,669.72 |
|
|
Fisher Pivots for day following 06-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
7,855.44 |
7,825.63 |
PP |
7,854.47 |
7,798.72 |
S1 |
7,853.51 |
7,771.81 |
|