Trading Metrics calculated at close of trading on 21-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
6,481.96 |
6,453.94 |
-28.02 |
-0.4% |
6,189.52 |
High |
6,609.48 |
6,487.81 |
-121.67 |
-1.8% |
6,618.81 |
Low |
6,308.27 |
6,233.84 |
-74.43 |
-1.2% |
5,894.44 |
Close |
6,454.38 |
6,454.89 |
0.51 |
0.0% |
6,482.48 |
Range |
301.21 |
253.97 |
-47.24 |
-15.7% |
724.37 |
ATR |
400.54 |
390.07 |
-10.47 |
-2.6% |
0.00 |
Volume |
41,616 |
80,486 |
38,870 |
93.4% |
430,774 |
|
Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,154.09 |
7,058.46 |
6,594.57 |
|
R3 |
6,900.12 |
6,804.49 |
6,524.73 |
|
R2 |
6,646.15 |
6,646.15 |
6,501.45 |
|
R1 |
6,550.52 |
6,550.52 |
6,478.17 |
6,598.34 |
PP |
6,392.18 |
6,392.18 |
6,392.18 |
6,416.09 |
S1 |
6,296.55 |
6,296.55 |
6,431.61 |
6,344.37 |
S2 |
6,138.21 |
6,138.21 |
6,408.33 |
|
S3 |
5,884.24 |
6,042.58 |
6,385.05 |
|
S4 |
5,630.27 |
5,788.61 |
6,315.21 |
|
|
Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,505.02 |
8,218.12 |
6,880.88 |
|
R3 |
7,780.65 |
7,493.75 |
6,681.68 |
|
R2 |
7,056.28 |
7,056.28 |
6,615.28 |
|
R1 |
6,769.38 |
6,769.38 |
6,548.88 |
6,912.83 |
PP |
6,331.91 |
6,331.91 |
6,331.91 |
6,403.64 |
S1 |
6,045.01 |
6,045.01 |
6,416.08 |
6,188.46 |
S2 |
5,607.54 |
5,607.54 |
6,349.68 |
|
S3 |
4,883.17 |
5,320.64 |
6,283.28 |
|
S4 |
4,158.80 |
4,596.27 |
6,084.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,618.81 |
6,072.61 |
546.20 |
8.5% |
335.02 |
5.2% |
70% |
False |
False |
74,373 |
10 |
6,882.47 |
5,894.44 |
988.03 |
15.3% |
416.75 |
6.5% |
57% |
False |
False |
84,431 |
20 |
8,485.03 |
5,894.44 |
2,590.59 |
40.1% |
398.71 |
6.2% |
22% |
False |
False |
76,467 |
40 |
8,485.03 |
5,821.49 |
2,663.54 |
41.3% |
373.17 |
5.8% |
24% |
False |
False |
70,229 |
60 |
8,485.03 |
5,803.02 |
2,682.01 |
41.6% |
367.49 |
5.7% |
24% |
False |
False |
70,740 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
64.5% |
389.74 |
6.0% |
16% |
False |
False |
71,395 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
64.5% |
415.17 |
6.4% |
16% |
False |
False |
76,729 |
120 |
11,680.88 |
5,803.02 |
5,877.86 |
91.1% |
485.46 |
7.5% |
11% |
False |
False |
86,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,567.18 |
2.618 |
7,152.70 |
1.618 |
6,898.73 |
1.000 |
6,741.78 |
0.618 |
6,644.76 |
HIGH |
6,487.81 |
0.618 |
6,390.79 |
0.500 |
6,360.83 |
0.382 |
6,330.86 |
LOW |
6,233.84 |
0.618 |
6,076.89 |
1.000 |
5,979.87 |
1.618 |
5,822.92 |
2.618 |
5,568.95 |
4.250 |
5,154.47 |
|
|
Fisher Pivots for day following 21-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
6,423.54 |
6,443.81 |
PP |
6,392.18 |
6,432.73 |
S1 |
6,360.83 |
6,421.66 |
|