Trading Metrics calculated at close of trading on 05-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2019 |
05-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
26,301.99 |
26,603.15 |
301.16 |
1.1% |
25,826.05 |
High |
26,362.35 |
26,836.30 |
473.95 |
1.8% |
26,514.62 |
Low |
26,244.44 |
26,603.15 |
358.71 |
1.4% |
25,637.43 |
Close |
26,355.47 |
26,728.15 |
372.68 |
1.4% |
26,403.28 |
Range |
117.91 |
233.15 |
115.24 |
97.7% |
877.19 |
ATR |
362.00 |
370.49 |
8.49 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,421.98 |
27,308.22 |
26,856.38 |
|
R3 |
27,188.83 |
27,075.07 |
26,792.27 |
|
R2 |
26,955.68 |
26,955.68 |
26,770.89 |
|
R1 |
26,841.92 |
26,841.92 |
26,749.52 |
26,898.80 |
PP |
26,722.53 |
26,722.53 |
26,722.53 |
26,750.98 |
S1 |
26,608.77 |
26,608.77 |
26,706.78 |
26,665.65 |
S2 |
26,489.38 |
26,489.38 |
26,685.41 |
|
S3 |
26,256.23 |
26,375.62 |
26,664.03 |
|
S4 |
26,023.08 |
26,142.47 |
26,599.92 |
|
|
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 |
26,836.30 |
25,978.22 |
858.08 |
3.2% |
202.62 |
0.8% |
87% |
True |
False |
|
10 |
26,836.30 |
25,507.18 |
1,329.12 |
5.0% |
307.72 |
1.2% |
92% |
True |
False |
|
20 |
26,836.30 |
25,339.60 |
1,496.70 |
5.6% |
316.90 |
1.2% |
93% |
True |
False |
|
40 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
289.88 |
1.1% |
67% |
False |
False |
|
60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
249.20 |
0.9% |
67% |
False |
False |
|
80 |
27,398.68 |
24,680.57 |
2,718.11 |
10.2% |
249.78 |
0.9% |
75% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.2% |
246.53 |
0.9% |
75% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.2% |
238.60 |
0.9% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,827.19 |
2.618 |
27,446.69 |
1.618 |
27,213.54 |
1.000 |
27,069.45 |
0.618 |
26,980.39 |
HIGH |
26,836.30 |
0.618 |
26,747.24 |
0.500 |
26,719.73 |
0.382 |
26,692.21 |
LOW |
26,603.15 |
0.618 |
26,459.06 |
1.000 |
26,370.00 |
1.618 |
26,225.91 |
2.618 |
25,992.76 |
4.250 |
25,612.26 |
|
|
Fisher Pivots for day following 05-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
26,725.34 |
26,621.19 |
PP |
26,722.53 |
26,514.22 |
S1 |
26,719.73 |
26,407.26 |
|