| Trading Metrics calculated at close of trading on 04-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2019 |
04-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
7,634.03 |
7,683.78 |
49.75 |
0.7% |
7,540.69 |
| High |
7,670.17 |
7,724.91 |
54.74 |
0.7% |
7,747.08 |
| Low |
7,584.82 |
7,663.64 |
78.82 |
1.0% |
7,500.22 |
| Close |
7,609.51 |
7,719.25 |
109.74 |
1.4% |
7,691.00 |
| Range |
85.35 |
61.27 |
-24.08 |
-28.2% |
246.86 |
| ATR |
129.95 |
128.91 |
-1.04 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,886.41 |
7,864.10 |
7,752.95 |
|
| R3 |
7,825.14 |
7,802.83 |
7,736.10 |
|
| R2 |
7,763.87 |
7,763.87 |
7,730.48 |
|
| R1 |
7,741.56 |
7,741.56 |
7,724.87 |
7,752.72 |
| PP |
7,702.60 |
7,702.60 |
7,702.60 |
7,708.18 |
| S1 |
7,680.29 |
7,680.29 |
7,713.63 |
7,691.45 |
| S2 |
7,641.33 |
7,641.33 |
7,708.02 |
|
| S3 |
7,580.06 |
7,619.02 |
7,702.40 |
|
| S4 |
7,518.79 |
7,557.75 |
7,685.55 |
|
|
| Weekly Pivots for week ending 30-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,386.68 |
8,285.70 |
7,826.77 |
|
| R3 |
8,139.82 |
8,038.84 |
7,758.89 |
|
| R2 |
7,892.96 |
7,892.96 |
7,736.26 |
|
| R1 |
7,791.98 |
7,791.98 |
7,713.63 |
7,842.47 |
| PP |
7,646.10 |
7,646.10 |
7,646.10 |
7,671.35 |
| S1 |
7,545.12 |
7,545.12 |
7,668.37 |
7,595.61 |
| S2 |
7,399.24 |
7,399.24 |
7,645.74 |
|
| S3 |
7,152.38 |
7,298.26 |
7,623.11 |
|
| S4 |
6,905.52 |
7,051.40 |
7,555.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,747.08 |
7,500.22 |
246.86 |
3.2% |
83.67 |
1.1% |
89% |
False |
False |
|
| 10 |
7,764.79 |
7,442.93 |
321.86 |
4.2% |
104.18 |
1.3% |
86% |
False |
False |
|
| 20 |
7,778.34 |
7,386.76 |
391.58 |
5.1% |
111.81 |
1.4% |
85% |
False |
False |
|
| 40 |
8,027.18 |
7,356.27 |
670.91 |
8.7% |
100.34 |
1.3% |
54% |
False |
False |
|
| 60 |
8,027.18 |
7,356.27 |
670.91 |
8.7% |
88.95 |
1.2% |
54% |
False |
False |
|
| 80 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
91.88 |
1.2% |
72% |
False |
False |
|
| 100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
90.73 |
1.2% |
72% |
False |
False |
|
| 120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
87.99 |
1.1% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,985.31 |
|
2.618 |
7,885.31 |
|
1.618 |
7,824.04 |
|
1.000 |
7,786.18 |
|
0.618 |
7,762.77 |
|
HIGH |
7,724.91 |
|
0.618 |
7,701.50 |
|
0.500 |
7,694.28 |
|
0.382 |
7,687.05 |
|
LOW |
7,663.64 |
|
0.618 |
7,625.78 |
|
1.000 |
7,602.37 |
|
1.618 |
7,564.51 |
|
2.618 |
7,503.24 |
|
4.250 |
7,403.24 |
|
|
| Fisher Pivots for day following 04-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,710.93 |
7,701.48 |
| PP |
7,702.60 |
7,683.72 |
| S1 |
7,694.28 |
7,665.95 |
|