Trading Metrics calculated at close of trading on 06-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
1,735.2 |
1,729.3 |
-5.9 |
-0.3% |
1,727.9 |
High |
1,736.4 |
1,734.3 |
-2.1 |
-0.1% |
1,744.0 |
Low |
1,713.1 |
1,713.5 |
0.4 |
0.0% |
1,721.6 |
Close |
1,728.7 |
1,715.2 |
-13.5 |
-0.8% |
1,740.6 |
Range |
23.3 |
20.8 |
-2.5 |
-10.7% |
22.4 |
ATR |
18.8 |
19.0 |
0.1 |
0.8% |
0.0 |
Volume |
123,502 |
127,835 |
4,333 |
3.5% |
445,952 |
|
Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,783.4 |
1,770.1 |
1,726.6 |
|
R3 |
1,762.6 |
1,749.3 |
1,720.9 |
|
R2 |
1,741.8 |
1,741.8 |
1,719.0 |
|
R1 |
1,728.5 |
1,728.5 |
1,717.1 |
1,724.8 |
PP |
1,721.0 |
1,721.0 |
1,721.0 |
1,719.1 |
S1 |
1,707.7 |
1,707.7 |
1,713.3 |
1,704.0 |
S2 |
1,700.2 |
1,700.2 |
1,711.4 |
|
S3 |
1,679.4 |
1,686.9 |
1,709.5 |
|
S4 |
1,658.6 |
1,666.1 |
1,703.8 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.6 |
1,794.0 |
1,752.9 |
|
R3 |
1,780.2 |
1,771.6 |
1,746.8 |
|
R2 |
1,757.8 |
1,757.8 |
1,744.7 |
|
R1 |
1,749.2 |
1,749.2 |
1,742.7 |
1,753.5 |
PP |
1,735.4 |
1,735.4 |
1,735.4 |
1,737.6 |
S1 |
1,726.8 |
1,726.8 |
1,738.5 |
1,731.1 |
S2 |
1,713.0 |
1,713.0 |
1,736.5 |
|
S3 |
1,690.6 |
1,704.4 |
1,734.4 |
|
S4 |
1,668.2 |
1,682.0 |
1,728.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,746.3 |
1,713.1 |
33.2 |
1.9% |
20.1 |
1.2% |
6% |
False |
False |
118,826 |
10 |
1,746.3 |
1,712.7 |
33.6 |
2.0% |
16.6 |
1.0% |
7% |
False |
False |
100,371 |
20 |
1,746.3 |
1,662.5 |
83.8 |
4.9% |
18.7 |
1.1% |
63% |
False |
False |
100,647 |
40 |
1,746.3 |
1,653.3 |
93.0 |
5.4% |
19.3 |
1.1% |
67% |
False |
False |
103,305 |
60 |
1,746.3 |
1,632.5 |
113.8 |
6.6% |
20.1 |
1.2% |
73% |
False |
False |
112,929 |
80 |
1,746.3 |
1,596.6 |
149.7 |
8.7% |
18.9 |
1.1% |
79% |
False |
False |
94,389 |
100 |
1,746.3 |
1,532.2 |
214.1 |
12.5% |
19.0 |
1.1% |
85% |
False |
False |
75,515 |
120 |
1,746.3 |
1,488.2 |
258.1 |
15.0% |
20.3 |
1.2% |
88% |
False |
False |
62,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,822.7 |
2.618 |
1,788.8 |
1.618 |
1,768.0 |
1.000 |
1,755.1 |
0.618 |
1,747.2 |
HIGH |
1,734.3 |
0.618 |
1,726.4 |
0.500 |
1,723.9 |
0.382 |
1,721.4 |
LOW |
1,713.5 |
0.618 |
1,700.6 |
1.000 |
1,692.7 |
1.618 |
1,679.8 |
2.618 |
1,659.0 |
4.250 |
1,625.1 |
|
|
Fisher Pivots for day following 06-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1,723.9 |
1,729.7 |
PP |
1,721.0 |
1,724.9 |
S1 |
1,718.1 |
1,720.0 |
|