| 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 |
7,683.78 |
7,803.45 |
119.67 |
1.6% |
7,540.69 |
| High |
7,724.91 |
7,879.97 |
155.06 |
2.0% |
7,747.08 |
| Low |
7,663.64 |
7,803.45 |
139.81 |
1.8% |
7,500.22 |
| Close |
7,719.25 |
7,862.54 |
143.29 |
1.9% |
7,691.00 |
| Range |
61.27 |
76.52 |
15.25 |
24.9% |
246.86 |
| ATR |
128.91 |
131.19 |
2.27 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,078.21 |
8,046.90 |
7,904.63 |
|
| R3 |
8,001.69 |
7,970.38 |
7,883.58 |
|
| R2 |
7,925.17 |
7,925.17 |
7,876.57 |
|
| R1 |
7,893.86 |
7,893.86 |
7,869.55 |
7,909.52 |
| PP |
7,848.65 |
7,848.65 |
7,848.65 |
7,856.48 |
| S1 |
7,817.34 |
7,817.34 |
7,855.53 |
7,833.00 |
| S2 |
7,772.13 |
7,772.13 |
7,848.51 |
|
| S3 |
7,695.61 |
7,740.82 |
7,841.50 |
|
| S4 |
7,619.09 |
7,664.30 |
7,820.45 |
|
|
| 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 |
7,879.97 |
7,584.82 |
295.15 |
3.8% |
79.39 |
1.0% |
94% |
True |
False |
|
| 10 |
7,879.97 |
7,442.93 |
437.04 |
5.6% |
107.02 |
1.4% |
96% |
True |
False |
|
| 20 |
7,879.97 |
7,429.36 |
450.61 |
5.7% |
106.48 |
1.4% |
96% |
True |
False |
|
| 40 |
8,027.18 |
7,356.27 |
670.91 |
8.5% |
100.62 |
1.3% |
75% |
False |
False |
|
| 60 |
8,027.18 |
7,356.27 |
670.91 |
8.5% |
88.47 |
1.1% |
75% |
False |
False |
|
| 80 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
91.21 |
1.2% |
85% |
False |
False |
|
| 100 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
91.15 |
1.2% |
85% |
False |
False |
|
| 120 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
88.08 |
1.1% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,205.18 |
|
2.618 |
8,080.30 |
|
1.618 |
8,003.78 |
|
1.000 |
7,956.49 |
|
0.618 |
7,927.26 |
|
HIGH |
7,879.97 |
|
0.618 |
7,850.74 |
|
0.500 |
7,841.71 |
|
0.382 |
7,832.68 |
|
LOW |
7,803.45 |
|
0.618 |
7,756.16 |
|
1.000 |
7,726.93 |
|
1.618 |
7,679.64 |
|
2.618 |
7,603.12 |
|
4.250 |
7,478.24 |
|
|
| Fisher Pivots for day following 05-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,855.60 |
7,819.16 |
| PP |
7,848.65 |
7,775.78 |
| S1 |
7,841.71 |
7,732.40 |
|