Trading Metrics calculated at close of trading on 15-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
6,275.11 |
6,072.61 |
-202.50 |
-3.2% |
7,392.19 |
High |
6,284.92 |
6,618.81 |
333.89 |
5.3% |
7,489.40 |
Low |
5,894.44 |
6,072.61 |
178.17 |
3.0% |
6,136.98 |
Close |
6,072.81 |
6,377.10 |
304.29 |
5.0% |
6,189.52 |
Range |
390.48 |
546.20 |
155.72 |
39.9% |
1,352.42 |
ATR |
418.26 |
427.40 |
9.14 |
2.2% |
0.00 |
Volume |
108,531 |
124,232 |
15,701 |
14.5% |
398,537 |
|
Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,994.77 |
7,732.14 |
6,677.51 |
|
R3 |
7,448.57 |
7,185.94 |
6,527.31 |
|
R2 |
6,902.37 |
6,902.37 |
6,477.24 |
|
R1 |
6,639.74 |
6,639.74 |
6,427.17 |
6,771.06 |
PP |
6,356.17 |
6,356.17 |
6,356.17 |
6,421.83 |
S1 |
6,093.54 |
6,093.54 |
6,327.03 |
6,224.86 |
S2 |
5,809.97 |
5,809.97 |
6,276.96 |
|
S3 |
5,263.77 |
5,547.34 |
6,226.90 |
|
S4 |
4,717.57 |
5,001.14 |
6,076.69 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,662.56 |
9,778.46 |
6,933.35 |
|
R3 |
9,310.14 |
8,426.04 |
6,561.44 |
|
R2 |
7,957.72 |
7,957.72 |
6,437.46 |
|
R1 |
7,073.62 |
7,073.62 |
6,313.49 |
6,839.46 |
PP |
6,605.30 |
6,605.30 |
6,605.30 |
6,488.22 |
S1 |
5,721.20 |
5,721.20 |
6,065.55 |
5,487.04 |
S2 |
5,252.88 |
5,252.88 |
5,941.58 |
|
S3 |
3,900.46 |
4,368.78 |
5,817.60 |
|
S4 |
2,548.04 |
3,016.36 |
5,445.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,623.29 |
5,894.44 |
728.85 |
11.4% |
458.62 |
7.2% |
66% |
False |
False |
91,735 |
10 |
7,705.79 |
5,894.44 |
1,811.35 |
28.4% |
448.26 |
7.0% |
27% |
False |
False |
82,692 |
20 |
8,485.03 |
5,894.44 |
2,590.59 |
40.6% |
434.48 |
6.8% |
19% |
False |
False |
81,012 |
40 |
8,485.03 |
5,803.02 |
2,682.01 |
42.1% |
384.69 |
6.0% |
21% |
False |
False |
70,595 |
60 |
8,485.03 |
5,803.02 |
2,682.01 |
42.1% |
377.55 |
5.9% |
21% |
False |
False |
72,243 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
65.3% |
406.49 |
6.4% |
14% |
False |
False |
74,215 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
65.3% |
428.79 |
6.7% |
14% |
False |
False |
80,004 |
120 |
11,680.88 |
5,803.02 |
5,877.86 |
92.2% |
497.72 |
7.8% |
10% |
False |
False |
87,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,940.16 |
2.618 |
8,048.76 |
1.618 |
7,502.56 |
1.000 |
7,165.01 |
0.618 |
6,956.36 |
HIGH |
6,618.81 |
0.618 |
6,410.16 |
0.500 |
6,345.71 |
0.382 |
6,281.26 |
LOW |
6,072.61 |
0.618 |
5,735.06 |
1.000 |
5,526.41 |
1.618 |
5,188.86 |
2.618 |
4,642.66 |
4.250 |
3,751.26 |
|
|
Fisher Pivots for day following 15-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
6,366.64 |
6,336.94 |
PP |
6,356.17 |
6,296.78 |
S1 |
6,345.71 |
6,256.63 |
|