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 |
26,476.39 |
26,198.26 |
-278.13 |
-1.1% |
25,826.05 |
High |
26,514.62 |
26,198.26 |
-316.36 |
-1.2% |
26,514.62 |
Low |
26,295.59 |
25,978.22 |
-317.37 |
-1.2% |
25,637.43 |
Close |
26,403.28 |
26,118.02 |
-285.26 |
-1.1% |
26,403.28 |
Range |
219.03 |
220.04 |
1.01 |
0.5% |
877.19 |
ATR |
366.90 |
371.05 |
4.15 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,758.29 |
26,658.19 |
26,239.04 |
|
R3 |
26,538.25 |
26,438.15 |
26,178.53 |
|
R2 |
26,318.21 |
26,318.21 |
26,158.36 |
|
R1 |
26,218.11 |
26,218.11 |
26,138.19 |
26,158.14 |
PP |
26,098.17 |
26,098.17 |
26,098.17 |
26,068.18 |
S1 |
25,998.07 |
25,998.07 |
26,097.85 |
25,938.10 |
S2 |
25,878.13 |
25,878.13 |
26,077.68 |
|
S3 |
25,658.09 |
25,778.03 |
26,057.51 |
|
S4 |
25,438.05 |
25,557.99 |
25,997.00 |
|
|
Weekly Pivots for week ending 30-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,816.68 |
28,487.17 |
26,885.73 |
|
R3 |
27,939.49 |
27,609.98 |
26,644.51 |
|
R2 |
27,062.30 |
27,062.30 |
26,564.10 |
|
R1 |
26,732.79 |
26,732.79 |
26,483.69 |
26,897.55 |
PP |
26,185.11 |
26,185.11 |
26,185.11 |
26,267.49 |
S1 |
25,855.60 |
25,855.60 |
26,322.87 |
26,020.36 |
S2 |
25,307.92 |
25,307.92 |
26,242.46 |
|
S3 |
24,430.73 |
24,978.41 |
26,162.05 |
|
S4 |
23,553.54 |
24,101.22 |
25,920.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,514.62 |
25,637.43 |
877.19 |
3.4% |
279.67 |
1.1% |
55% |
False |
False |
|
10 |
26,514.62 |
25,507.18 |
1,007.44 |
3.9% |
306.08 |
1.2% |
61% |
False |
False |
|
20 |
26,514.62 |
25,339.60 |
1,175.02 |
4.5% |
347.38 |
1.3% |
66% |
False |
False |
|
40 |
27,398.68 |
25,339.60 |
2,059.08 |
7.9% |
288.92 |
1.1% |
38% |
False |
False |
|
60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.9% |
250.11 |
1.0% |
38% |
False |
False |
|
80 |
27,398.68 |
24,680.57 |
2,718.11 |
10.4% |
256.58 |
1.0% |
53% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.4% |
245.96 |
0.9% |
53% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.4% |
239.09 |
0.9% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,133.43 |
2.618 |
26,774.32 |
1.618 |
26,554.28 |
1.000 |
26,418.30 |
0.618 |
26,334.24 |
HIGH |
26,198.26 |
0.618 |
26,114.20 |
0.500 |
26,088.24 |
0.382 |
26,062.28 |
LOW |
25,978.22 |
0.618 |
25,842.24 |
1.000 |
25,758.18 |
1.618 |
25,622.20 |
2.618 |
25,402.16 |
4.250 |
25,043.05 |
|
|
Fisher Pivots for day following 03-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
26,108.09 |
26,246.42 |
PP |
26,098.17 |
26,203.62 |
S1 |
26,088.24 |
26,160.82 |
|