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 |
1,547.69 |
1,552.33 |
4.64 |
0.3% |
1,527.40 |
High |
1,556.11 |
1,552.61 |
-3.50 |
-0.2% |
1,552.65 |
Low |
1,534.29 |
1,512.89 |
-21.40 |
-1.4% |
1,517.98 |
Close |
1,552.44 |
1,518.89 |
-33.55 |
-2.2% |
1,520.46 |
Range |
21.82 |
39.72 |
17.90 |
82.0% |
34.67 |
ATR |
20.77 |
22.12 |
1.35 |
6.5% |
0.00 |
Volume |
7,113 |
7,101 |
-12 |
-0.2% |
34,783 |
|
Daily Pivots for day following 05-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,647.29 |
1,622.81 |
1,540.74 |
|
R3 |
1,607.57 |
1,583.09 |
1,529.81 |
|
R2 |
1,567.85 |
1,567.85 |
1,526.17 |
|
R1 |
1,543.37 |
1,543.37 |
1,522.53 |
1,535.75 |
PP |
1,528.13 |
1,528.13 |
1,528.13 |
1,524.32 |
S1 |
1,503.65 |
1,503.65 |
1,515.25 |
1,496.03 |
S2 |
1,488.41 |
1,488.41 |
1,511.61 |
|
S3 |
1,448.69 |
1,463.93 |
1,507.97 |
|
S4 |
1,408.97 |
1,424.21 |
1,497.04 |
|
|
Weekly Pivots for week ending 30-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,634.37 |
1,612.09 |
1,539.53 |
|
R3 |
1,599.70 |
1,577.42 |
1,529.99 |
|
R2 |
1,565.03 |
1,565.03 |
1,526.82 |
|
R1 |
1,542.75 |
1,542.75 |
1,523.64 |
1,536.56 |
PP |
1,530.36 |
1,530.36 |
1,530.36 |
1,527.27 |
S1 |
1,508.08 |
1,508.08 |
1,517.28 |
1,501.89 |
S2 |
1,495.69 |
1,495.69 |
1,514.10 |
|
S3 |
1,461.02 |
1,473.41 |
1,510.93 |
|
S4 |
1,426.35 |
1,438.74 |
1,501.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,556.11 |
1,512.89 |
43.22 |
2.8% |
22.80 |
1.5% |
14% |
False |
True |
6,768 |
10 |
1,556.11 |
1,481.91 |
74.20 |
4.9% |
24.65 |
1.6% |
50% |
False |
False |
6,826 |
20 |
1,556.11 |
1,481.91 |
74.20 |
4.9% |
21.95 |
1.4% |
50% |
False |
False |
6,866 |
40 |
1,556.11 |
1,400.34 |
155.77 |
10.3% |
20.66 |
1.4% |
76% |
False |
False |
6,866 |
60 |
1,556.11 |
1,333.07 |
223.04 |
14.7% |
21.78 |
1.4% |
83% |
False |
False |
7,351 |
80 |
1,556.11 |
1,269.50 |
286.61 |
18.9% |
19.71 |
1.3% |
87% |
False |
False |
7,790 |
100 |
1,556.11 |
1,266.61 |
289.50 |
19.1% |
17.77 |
1.2% |
87% |
False |
False |
7,528 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.1% |
16.65 |
1.1% |
87% |
False |
False |
7,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.42 |
2.618 |
1,656.60 |
1.618 |
1,616.88 |
1.000 |
1,592.33 |
0.618 |
1,577.16 |
HIGH |
1,552.61 |
0.618 |
1,537.44 |
0.500 |
1,532.75 |
0.382 |
1,528.06 |
LOW |
1,512.89 |
0.618 |
1,488.34 |
1.000 |
1,473.17 |
1.618 |
1,448.62 |
2.618 |
1,408.90 |
4.250 |
1,344.08 |
|
|
Fisher Pivots for day following 05-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,532.75 |
1,534.50 |
PP |
1,528.13 |
1,529.30 |
S1 |
1,523.51 |
1,524.09 |
|