Trading Metrics calculated at close of trading on 13-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,477.0 |
3,408.0 |
-69.0 |
-2.0% |
3,488.0 |
High |
3,480.0 |
3,418.0 |
-62.0 |
-1.8% |
3,514.0 |
Low |
3,410.0 |
3,397.0 |
-13.0 |
-0.4% |
3,410.0 |
Close |
3,421.0 |
3,411.0 |
-10.0 |
-0.3% |
3,421.0 |
Range |
70.0 |
21.0 |
-49.0 |
-70.0% |
104.0 |
ATR |
38.7 |
37.6 |
-1.0 |
-2.7% |
0.0 |
Volume |
1,413,817 |
913,439 |
-500,378 |
-35.4% |
3,923,093 |
|
Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,471.7 |
3,462.3 |
3,422.6 |
|
R3 |
3,450.7 |
3,441.3 |
3,416.8 |
|
R2 |
3,429.7 |
3,429.7 |
3,414.9 |
|
R1 |
3,420.3 |
3,420.3 |
3,412.9 |
3,425.0 |
PP |
3,408.7 |
3,408.7 |
3,408.7 |
3,411.0 |
S1 |
3,399.3 |
3,399.3 |
3,409.1 |
3,404.0 |
S2 |
3,387.7 |
3,387.7 |
3,407.2 |
|
S3 |
3,366.7 |
3,378.3 |
3,405.2 |
|
S4 |
3,345.7 |
3,357.3 |
3,399.5 |
|
|
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 |
3,397.0 |
117.0 |
3.4% |
33.6 |
1.0% |
12% |
False |
True |
839,396 |
10 |
3,533.0 |
3,397.0 |
136.0 |
4.0% |
32.5 |
1.0% |
10% |
False |
True |
851,322 |
20 |
3,533.0 |
3,397.0 |
136.0 |
4.0% |
32.2 |
0.9% |
10% |
False |
True |
847,459 |
40 |
3,533.0 |
3,330.0 |
203.0 |
6.0% |
37.3 |
1.1% |
40% |
False |
False |
892,355 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.9% |
40.1 |
1.2% |
35% |
False |
False |
753,590 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.9% |
36.0 |
1.1% |
35% |
False |
False |
566,058 |
100 |
3,564.0 |
3,163.0 |
401.0 |
11.8% |
37.1 |
1.1% |
62% |
False |
False |
455,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,507.3 |
2.618 |
3,473.0 |
1.618 |
3,452.0 |
1.000 |
3,439.0 |
0.618 |
3,431.0 |
HIGH |
3,418.0 |
0.618 |
3,410.0 |
0.500 |
3,407.5 |
0.382 |
3,405.0 |
LOW |
3,397.0 |
0.618 |
3,384.0 |
1.000 |
3,376.0 |
1.618 |
3,363.0 |
2.618 |
3,342.0 |
4.250 |
3,307.8 |
|
|
Fisher Pivots for day following 13-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,409.8 |
3,446.5 |
PP |
3,408.7 |
3,434.7 |
S1 |
3,407.5 |
3,422.8 |
|