Trading Metrics calculated at close of trading on 14-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,408.0 |
3,415.0 |
7.0 |
0.2% |
3,488.0 |
High |
3,418.0 |
3,434.0 |
16.0 |
0.5% |
3,514.0 |
Low |
3,397.0 |
3,396.0 |
-1.0 |
0.0% |
3,410.0 |
Close |
3,411.0 |
3,410.0 |
-1.0 |
0.0% |
3,421.0 |
Range |
21.0 |
38.0 |
17.0 |
81.0% |
104.0 |
ATR |
37.6 |
37.6 |
0.0 |
0.1% |
0.0 |
Volume |
913,439 |
769,328 |
-144,111 |
-15.8% |
3,923,093 |
|
Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,527.3 |
3,506.7 |
3,430.9 |
|
R3 |
3,489.3 |
3,468.7 |
3,420.5 |
|
R2 |
3,451.3 |
3,451.3 |
3,417.0 |
|
R1 |
3,430.7 |
3,430.7 |
3,413.5 |
3,422.0 |
PP |
3,413.3 |
3,413.3 |
3,413.3 |
3,409.0 |
S1 |
3,392.7 |
3,392.7 |
3,406.5 |
3,384.0 |
S2 |
3,375.3 |
3,375.3 |
3,403.0 |
|
S3 |
3,337.3 |
3,354.7 |
3,399.6 |
|
S4 |
3,299.3 |
3,316.7 |
3,389.1 |
|
|
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 |
3,508.0 |
3,396.0 |
112.0 |
3.3% |
34.8 |
1.0% |
13% |
False |
True |
867,588 |
10 |
3,528.0 |
3,396.0 |
132.0 |
3.9% |
33.4 |
1.0% |
11% |
False |
True |
825,433 |
20 |
3,533.0 |
3,396.0 |
137.0 |
4.0% |
31.8 |
0.9% |
10% |
False |
True |
841,640 |
40 |
3,533.0 |
3,330.0 |
203.0 |
6.0% |
37.0 |
1.1% |
39% |
False |
False |
887,853 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.9% |
40.3 |
1.2% |
34% |
False |
False |
766,409 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.9% |
36.3 |
1.1% |
34% |
False |
False |
575,655 |
100 |
3,564.0 |
3,163.0 |
401.0 |
11.8% |
37.2 |
1.1% |
62% |
False |
False |
462,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,595.5 |
2.618 |
3,533.5 |
1.618 |
3,495.5 |
1.000 |
3,472.0 |
0.618 |
3,457.5 |
HIGH |
3,434.0 |
0.618 |
3,419.5 |
0.500 |
3,415.0 |
0.382 |
3,410.5 |
LOW |
3,396.0 |
0.618 |
3,372.5 |
1.000 |
3,358.0 |
1.618 |
3,334.5 |
2.618 |
3,296.5 |
4.250 |
3,234.5 |
|
|
Fisher Pivots for day following 14-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,415.0 |
3,438.0 |
PP |
3,413.3 |
3,428.7 |
S1 |
3,411.7 |
3,419.3 |
|