Trading Metrics calculated at close of trading on 16-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,419.0 |
3,369.0 |
-50.0 |
-1.5% |
3,488.0 |
High |
3,422.0 |
3,386.0 |
-36.0 |
-1.1% |
3,514.0 |
Low |
3,336.0 |
3,354.0 |
18.0 |
0.5% |
3,410.0 |
Close |
3,343.0 |
3,379.0 |
36.0 |
1.1% |
3,421.0 |
Range |
86.0 |
32.0 |
-54.0 |
-62.8% |
104.0 |
ATR |
41.1 |
41.2 |
0.1 |
0.3% |
0.0 |
Volume |
1,235,580 |
864,345 |
-371,235 |
-30.0% |
3,923,093 |
|
Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,469.0 |
3,456.0 |
3,396.6 |
|
R3 |
3,437.0 |
3,424.0 |
3,387.8 |
|
R2 |
3,405.0 |
3,405.0 |
3,384.9 |
|
R1 |
3,392.0 |
3,392.0 |
3,381.9 |
3,398.5 |
PP |
3,373.0 |
3,373.0 |
3,373.0 |
3,376.3 |
S1 |
3,360.0 |
3,360.0 |
3,376.1 |
3,366.5 |
S2 |
3,341.0 |
3,341.0 |
3,373.1 |
|
S3 |
3,309.0 |
3,328.0 |
3,370.2 |
|
S4 |
3,277.0 |
3,296.0 |
3,361.4 |
|
|
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 |
3,480.0 |
3,336.0 |
144.0 |
4.3% |
49.4 |
1.5% |
30% |
False |
False |
1,039,301 |
10 |
3,514.0 |
3,336.0 |
178.0 |
5.3% |
38.1 |
1.1% |
24% |
False |
False |
840,483 |
20 |
3,533.0 |
3,336.0 |
197.0 |
5.8% |
35.4 |
1.0% |
22% |
False |
False |
858,709 |
40 |
3,533.0 |
3,330.0 |
203.0 |
6.0% |
38.2 |
1.1% |
24% |
False |
False |
889,490 |
60 |
3,546.0 |
3,330.0 |
216.0 |
6.4% |
41.6 |
1.2% |
23% |
False |
False |
799,228 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.9% |
37.1 |
1.1% |
21% |
False |
False |
601,840 |
100 |
3,564.0 |
3,163.0 |
401.0 |
11.9% |
37.2 |
1.1% |
54% |
False |
False |
483,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,522.0 |
2.618 |
3,469.8 |
1.618 |
3,437.8 |
1.000 |
3,418.0 |
0.618 |
3,405.8 |
HIGH |
3,386.0 |
0.618 |
3,373.8 |
0.500 |
3,370.0 |
0.382 |
3,366.2 |
LOW |
3,354.0 |
0.618 |
3,334.2 |
1.000 |
3,322.0 |
1.618 |
3,302.2 |
2.618 |
3,270.2 |
4.250 |
3,218.0 |
|
|
Fisher Pivots for day following 16-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,376.0 |
3,385.0 |
PP |
3,373.0 |
3,383.0 |
S1 |
3,370.0 |
3,381.0 |
|