Trading Metrics calculated at close of trading on 27-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
6,420.53 |
6,612.15 |
191.62 |
3.0% |
6,481.96 |
High |
6,644.48 |
6,792.57 |
148.09 |
2.2% |
6,879.79 |
Low |
6,420.45 |
6,572.12 |
151.67 |
2.4% |
6,233.84 |
Close |
6,612.15 |
6,725.60 |
113.45 |
1.7% |
6,612.15 |
Range |
224.03 |
220.45 |
-3.58 |
-1.6% |
645.95 |
ATR |
378.99 |
367.67 |
-11.32 |
-3.0% |
0.00 |
Volume |
50,648 |
42,326 |
-8,322 |
-16.4% |
332,172 |
|
Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,358.11 |
7,262.31 |
6,846.85 |
|
R3 |
7,137.66 |
7,041.86 |
6,786.22 |
|
R2 |
6,917.21 |
6,917.21 |
6,766.02 |
|
R1 |
6,821.41 |
6,821.41 |
6,745.81 |
6,869.31 |
PP |
6,696.76 |
6,696.76 |
6,696.76 |
6,720.72 |
S1 |
6,600.96 |
6,600.96 |
6,705.39 |
6,648.86 |
S2 |
6,476.31 |
6,476.31 |
6,685.18 |
|
S3 |
6,255.86 |
6,380.51 |
6,664.98 |
|
S4 |
6,035.41 |
6,160.06 |
6,604.35 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,513.11 |
8,208.58 |
6,967.42 |
|
R3 |
7,867.16 |
7,562.63 |
6,789.79 |
|
R2 |
7,221.21 |
7,221.21 |
6,730.57 |
|
R1 |
6,916.68 |
6,916.68 |
6,671.36 |
7,068.95 |
PP |
6,575.26 |
6,575.26 |
6,575.26 |
6,651.39 |
S1 |
6,270.73 |
6,270.73 |
6,552.94 |
6,423.00 |
S2 |
5,929.31 |
5,929.31 |
6,493.73 |
|
S3 |
5,283.36 |
5,624.78 |
6,434.51 |
|
S4 |
4,637.41 |
4,978.83 |
6,256.88 |
|
|
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 |
6,233.84 |
645.95 |
9.6% |
300.70 |
4.5% |
76% |
False |
False |
66,576 |
10 |
6,879.79 |
5,894.44 |
985.35 |
14.7% |
331.51 |
4.9% |
84% |
False |
False |
73,279 |
20 |
8,206.53 |
5,894.44 |
2,312.09 |
34.4% |
385.34 |
5.7% |
36% |
False |
False |
74,143 |
40 |
8,485.03 |
5,894.44 |
2,590.59 |
38.5% |
385.81 |
5.7% |
32% |
False |
False |
70,595 |
60 |
8,485.03 |
5,803.02 |
2,682.01 |
39.9% |
367.83 |
5.5% |
34% |
False |
False |
67,706 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
61.9% |
381.63 |
5.7% |
22% |
False |
False |
71,350 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
61.9% |
403.75 |
6.0% |
22% |
False |
False |
74,980 |
120 |
9,966.78 |
5,803.02 |
4,163.76 |
61.9% |
461.38 |
6.9% |
22% |
False |
False |
84,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,729.48 |
2.618 |
7,369.71 |
1.618 |
7,149.26 |
1.000 |
7,013.02 |
0.618 |
6,928.81 |
HIGH |
6,792.57 |
0.618 |
6,708.36 |
0.500 |
6,682.35 |
0.382 |
6,656.33 |
LOW |
6,572.12 |
0.618 |
6,435.88 |
1.000 |
6,351.67 |
1.618 |
6,215.43 |
2.618 |
5,994.98 |
4.250 |
5,635.21 |
|
|
Fisher Pivots for day following 27-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
6,711.18 |
6,657.95 |
PP |
6,696.76 |
6,590.30 |
S1 |
6,682.35 |
6,522.65 |
|