Trading Metrics calculated at close of trading on 10-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,490.0 |
3,477.0 |
-13.0 |
-0.4% |
3,488.0 |
High |
3,496.0 |
3,480.0 |
-16.0 |
-0.5% |
3,514.0 |
Low |
3,476.0 |
3,410.0 |
-66.0 |
-1.9% |
3,410.0 |
Close |
3,490.0 |
3,421.0 |
-69.0 |
-2.0% |
3,421.0 |
Range |
20.0 |
70.0 |
50.0 |
250.0% |
104.0 |
ATR |
35.5 |
38.7 |
3.2 |
9.0% |
0.0 |
Volume |
580,596 |
1,413,817 |
833,221 |
143.5% |
3,923,093 |
|
Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,647.0 |
3,604.0 |
3,459.5 |
|
R3 |
3,577.0 |
3,534.0 |
3,440.3 |
|
R2 |
3,507.0 |
3,507.0 |
3,433.8 |
|
R1 |
3,464.0 |
3,464.0 |
3,427.4 |
3,450.5 |
PP |
3,437.0 |
3,437.0 |
3,437.0 |
3,430.3 |
S1 |
3,394.0 |
3,394.0 |
3,414.6 |
3,380.5 |
S2 |
3,367.0 |
3,367.0 |
3,408.2 |
|
S3 |
3,297.0 |
3,324.0 |
3,401.8 |
|
S4 |
3,227.0 |
3,254.0 |
3,382.5 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,760.3 |
3,694.7 |
3,478.2 |
|
R3 |
3,656.3 |
3,590.7 |
3,449.6 |
|
R2 |
3,552.3 |
3,552.3 |
3,440.1 |
|
R1 |
3,486.7 |
3,486.7 |
3,430.5 |
3,467.5 |
PP |
3,448.3 |
3,448.3 |
3,448.3 |
3,438.8 |
S1 |
3,382.7 |
3,382.7 |
3,411.5 |
3,363.5 |
S2 |
3,344.3 |
3,344.3 |
3,401.9 |
|
S3 |
3,240.3 |
3,278.7 |
3,392.4 |
|
S4 |
3,136.3 |
3,174.7 |
3,363.8 |
|
|
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 |
3,410.0 |
104.0 |
3.0% |
35.8 |
1.0% |
11% |
False |
True |
784,618 |
10 |
3,533.0 |
3,410.0 |
123.0 |
3.6% |
32.4 |
0.9% |
9% |
False |
True |
818,326 |
20 |
3,533.0 |
3,410.0 |
123.0 |
3.6% |
32.4 |
0.9% |
9% |
False |
True |
835,007 |
40 |
3,533.0 |
3,330.0 |
203.0 |
5.9% |
37.8 |
1.1% |
45% |
False |
False |
906,039 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
40.2 |
1.2% |
39% |
False |
False |
738,373 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
35.9 |
1.1% |
39% |
False |
False |
556,006 |
100 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
37.4 |
1.1% |
64% |
False |
False |
445,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,777.5 |
2.618 |
3,663.3 |
1.618 |
3,593.3 |
1.000 |
3,550.0 |
0.618 |
3,523.3 |
HIGH |
3,480.0 |
0.618 |
3,453.3 |
0.500 |
3,445.0 |
0.382 |
3,436.7 |
LOW |
3,410.0 |
0.618 |
3,366.7 |
1.000 |
3,340.0 |
1.618 |
3,296.7 |
2.618 |
3,226.7 |
4.250 |
3,112.5 |
|
|
Fisher Pivots for day following 10-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,445.0 |
3,459.0 |
PP |
3,437.0 |
3,446.3 |
S1 |
3,429.0 |
3,433.7 |
|