Trading Metrics calculated at close of trading on 22-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
6,453.94 |
6,454.89 |
0.95 |
0.0% |
6,189.52 |
High |
6,487.81 |
6,879.79 |
391.98 |
6.0% |
6,618.81 |
Low |
6,233.84 |
6,305.37 |
71.53 |
1.1% |
5,894.44 |
Close |
6,454.89 |
6,330.83 |
-124.06 |
-1.9% |
6,482.48 |
Range |
253.97 |
574.42 |
320.45 |
126.2% |
724.37 |
ATR |
390.07 |
403.24 |
13.17 |
3.4% |
0.00 |
Volume |
80,486 |
97,257 |
16,771 |
20.8% |
430,774 |
|
Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,228.59 |
7,854.13 |
6,646.76 |
|
R3 |
7,654.17 |
7,279.71 |
6,488.80 |
|
R2 |
7,079.75 |
7,079.75 |
6,436.14 |
|
R1 |
6,705.29 |
6,705.29 |
6,383.49 |
6,605.31 |
PP |
6,505.33 |
6,505.33 |
6,505.33 |
6,455.34 |
S1 |
6,130.87 |
6,130.87 |
6,278.17 |
6,030.89 |
S2 |
5,930.91 |
5,930.91 |
6,225.52 |
|
S3 |
5,356.49 |
5,556.45 |
6,172.86 |
|
S4 |
4,782.07 |
4,982.03 |
6,014.90 |
|
|
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 |
6,879.79 |
6,215.21 |
664.58 |
10.5% |
340.67 |
5.4% |
17% |
True |
False |
68,978 |
10 |
6,879.79 |
5,894.44 |
985.35 |
15.6% |
399.64 |
6.3% |
44% |
True |
False |
80,357 |
20 |
8,323.22 |
5,894.44 |
2,428.78 |
38.4% |
406.44 |
6.4% |
18% |
False |
False |
77,148 |
40 |
8,485.03 |
5,821.49 |
2,663.54 |
42.1% |
384.22 |
6.1% |
19% |
False |
False |
71,458 |
60 |
8,485.03 |
5,803.02 |
2,682.01 |
42.4% |
369.40 |
5.8% |
20% |
False |
False |
71,062 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
65.8% |
388.66 |
6.1% |
13% |
False |
False |
71,940 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
65.8% |
413.23 |
6.5% |
13% |
False |
False |
76,761 |
120 |
11,611.41 |
5,803.02 |
5,808.39 |
91.7% |
484.38 |
7.7% |
9% |
False |
False |
86,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,321.08 |
2.618 |
8,383.62 |
1.618 |
7,809.20 |
1.000 |
7,454.21 |
0.618 |
7,234.78 |
HIGH |
6,879.79 |
0.618 |
6,660.36 |
0.500 |
6,592.58 |
0.382 |
6,524.80 |
LOW |
6,305.37 |
0.618 |
5,950.38 |
1.000 |
5,730.95 |
1.618 |
5,375.96 |
2.618 |
4,801.54 |
4.250 |
3,864.09 |
|
|
Fisher Pivots for day following 22-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
6,592.58 |
6,556.82 |
PP |
6,505.33 |
6,481.49 |
S1 |
6,418.08 |
6,406.16 |
|