Trading Metrics calculated at close of trading on 15-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,415.0 |
3,419.0 |
4.0 |
0.1% |
3,488.0 |
High |
3,434.0 |
3,422.0 |
-12.0 |
-0.3% |
3,514.0 |
Low |
3,396.0 |
3,336.0 |
-60.0 |
-1.8% |
3,410.0 |
Close |
3,410.0 |
3,343.0 |
-67.0 |
-2.0% |
3,421.0 |
Range |
38.0 |
86.0 |
48.0 |
126.3% |
104.0 |
ATR |
37.6 |
41.1 |
3.5 |
9.2% |
0.0 |
Volume |
769,328 |
1,235,580 |
466,252 |
60.6% |
3,923,093 |
|
Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,625.0 |
3,570.0 |
3,390.3 |
|
R3 |
3,539.0 |
3,484.0 |
3,366.7 |
|
R2 |
3,453.0 |
3,453.0 |
3,358.8 |
|
R1 |
3,398.0 |
3,398.0 |
3,350.9 |
3,382.5 |
PP |
3,367.0 |
3,367.0 |
3,367.0 |
3,359.3 |
S1 |
3,312.0 |
3,312.0 |
3,335.1 |
3,296.5 |
S2 |
3,281.0 |
3,281.0 |
3,327.2 |
|
S3 |
3,195.0 |
3,226.0 |
3,319.4 |
|
S4 |
3,109.0 |
3,140.0 |
3,295.7 |
|
|
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 |
3,496.0 |
3,336.0 |
160.0 |
4.8% |
47.0 |
1.4% |
4% |
False |
True |
982,552 |
10 |
3,514.0 |
3,336.0 |
178.0 |
5.3% |
38.7 |
1.2% |
4% |
False |
True |
865,007 |
20 |
3,533.0 |
3,336.0 |
197.0 |
5.9% |
35.0 |
1.0% |
4% |
False |
True |
858,828 |
40 |
3,533.0 |
3,330.0 |
203.0 |
6.1% |
38.0 |
1.1% |
6% |
False |
False |
889,808 |
60 |
3,563.0 |
3,330.0 |
233.0 |
7.0% |
41.4 |
1.2% |
6% |
False |
False |
786,880 |
80 |
3,564.0 |
3,330.0 |
234.0 |
7.0% |
37.1 |
1.1% |
6% |
False |
False |
591,099 |
100 |
3,564.0 |
3,163.0 |
401.0 |
12.0% |
37.7 |
1.1% |
45% |
False |
False |
475,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,787.5 |
2.618 |
3,647.1 |
1.618 |
3,561.1 |
1.000 |
3,508.0 |
0.618 |
3,475.1 |
HIGH |
3,422.0 |
0.618 |
3,389.1 |
0.500 |
3,379.0 |
0.382 |
3,368.9 |
LOW |
3,336.0 |
0.618 |
3,282.9 |
1.000 |
3,250.0 |
1.618 |
3,196.9 |
2.618 |
3,110.9 |
4.250 |
2,970.5 |
|
|
Fisher Pivots for day following 15-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,379.0 |
3,385.0 |
PP |
3,367.0 |
3,371.0 |
S1 |
3,355.0 |
3,357.0 |
|