Trading Metrics calculated at close of trading on 09-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,499.0 |
3,490.0 |
-9.0 |
-0.3% |
3,501.0 |
High |
3,508.0 |
3,496.0 |
-12.0 |
-0.3% |
3,533.0 |
Low |
3,483.0 |
3,476.0 |
-7.0 |
-0.2% |
3,456.0 |
Close |
3,490.0 |
3,490.0 |
0.0 |
0.0% |
3,481.0 |
Range |
25.0 |
20.0 |
-5.0 |
-20.0% |
77.0 |
ATR |
36.7 |
35.5 |
-1.2 |
-3.2% |
0.0 |
Volume |
660,760 |
580,596 |
-80,164 |
-12.1% |
4,260,173 |
|
Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,547.3 |
3,538.7 |
3,501.0 |
|
R3 |
3,527.3 |
3,518.7 |
3,495.5 |
|
R2 |
3,507.3 |
3,507.3 |
3,493.7 |
|
R1 |
3,498.7 |
3,498.7 |
3,491.8 |
3,500.0 |
PP |
3,487.3 |
3,487.3 |
3,487.3 |
3,488.0 |
S1 |
3,478.7 |
3,478.7 |
3,488.2 |
3,480.0 |
S2 |
3,467.3 |
3,467.3 |
3,486.3 |
|
S3 |
3,447.3 |
3,458.7 |
3,484.5 |
|
S4 |
3,427.3 |
3,438.7 |
3,479.0 |
|
|
Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,721.0 |
3,678.0 |
3,523.4 |
|
R3 |
3,644.0 |
3,601.0 |
3,502.2 |
|
R2 |
3,567.0 |
3,567.0 |
3,495.1 |
|
R1 |
3,524.0 |
3,524.0 |
3,488.1 |
3,507.0 |
PP |
3,490.0 |
3,490.0 |
3,490.0 |
3,481.5 |
S1 |
3,447.0 |
3,447.0 |
3,473.9 |
3,430.0 |
S2 |
3,413.0 |
3,413.0 |
3,466.9 |
|
S3 |
3,336.0 |
3,370.0 |
3,459.8 |
|
S4 |
3,259.0 |
3,293.0 |
3,438.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,514.0 |
3,466.0 |
48.0 |
1.4% |
26.8 |
0.8% |
50% |
False |
False |
641,664 |
10 |
3,533.0 |
3,456.0 |
77.0 |
2.2% |
27.8 |
0.8% |
44% |
False |
False |
743,285 |
20 |
3,533.0 |
3,422.0 |
111.0 |
3.2% |
29.8 |
0.9% |
61% |
False |
False |
798,560 |
40 |
3,537.0 |
3,330.0 |
207.0 |
5.9% |
38.3 |
1.1% |
77% |
False |
False |
900,401 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.7% |
39.4 |
1.1% |
68% |
False |
False |
714,810 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.7% |
35.5 |
1.0% |
68% |
False |
False |
538,531 |
100 |
3,564.0 |
3,163.0 |
401.0 |
11.5% |
37.0 |
1.1% |
82% |
False |
False |
431,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,581.0 |
2.618 |
3,548.4 |
1.618 |
3,528.4 |
1.000 |
3,516.0 |
0.618 |
3,508.4 |
HIGH |
3,496.0 |
0.618 |
3,488.4 |
0.500 |
3,486.0 |
0.382 |
3,483.6 |
LOW |
3,476.0 |
0.618 |
3,463.6 |
1.000 |
3,456.0 |
1.618 |
3,443.6 |
2.618 |
3,423.6 |
4.250 |
3,391.0 |
|
|
Fisher Pivots for day following 09-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,488.7 |
3,495.0 |
PP |
3,487.3 |
3,493.3 |
S1 |
3,486.0 |
3,491.7 |
|