Trading Metrics calculated at close of trading on 17-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,369.0 |
3,378.0 |
9.0 |
0.3% |
3,408.0 |
High |
3,386.0 |
3,384.0 |
-2.0 |
-0.1% |
3,434.0 |
Low |
3,354.0 |
3,351.0 |
-3.0 |
-0.1% |
3,336.0 |
Close |
3,379.0 |
3,369.0 |
-10.0 |
-0.3% |
3,369.0 |
Range |
32.0 |
33.0 |
1.0 |
3.1% |
98.0 |
ATR |
41.2 |
40.6 |
-0.6 |
-1.4% |
0.0 |
Volume |
864,345 |
914,044 |
49,699 |
5.7% |
4,696,736 |
|
Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,467.0 |
3,451.0 |
3,387.2 |
|
R3 |
3,434.0 |
3,418.0 |
3,378.1 |
|
R2 |
3,401.0 |
3,401.0 |
3,375.1 |
|
R1 |
3,385.0 |
3,385.0 |
3,372.0 |
3,376.5 |
PP |
3,368.0 |
3,368.0 |
3,368.0 |
3,363.8 |
S1 |
3,352.0 |
3,352.0 |
3,366.0 |
3,343.5 |
S2 |
3,335.0 |
3,335.0 |
3,363.0 |
|
S3 |
3,302.0 |
3,319.0 |
3,359.9 |
|
S4 |
3,269.0 |
3,286.0 |
3,350.9 |
|
|
Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,673.7 |
3,619.3 |
3,422.9 |
|
R3 |
3,575.7 |
3,521.3 |
3,396.0 |
|
R2 |
3,477.7 |
3,477.7 |
3,387.0 |
|
R1 |
3,423.3 |
3,423.3 |
3,378.0 |
3,401.5 |
PP |
3,379.7 |
3,379.7 |
3,379.7 |
3,368.8 |
S1 |
3,325.3 |
3,325.3 |
3,360.0 |
3,303.5 |
S2 |
3,281.7 |
3,281.7 |
3,351.0 |
|
S3 |
3,183.7 |
3,227.3 |
3,342.1 |
|
S4 |
3,085.7 |
3,129.3 |
3,315.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,434.0 |
3,336.0 |
98.0 |
2.9% |
42.0 |
1.2% |
34% |
False |
False |
939,347 |
10 |
3,514.0 |
3,336.0 |
178.0 |
5.3% |
38.9 |
1.2% |
19% |
False |
False |
861,982 |
20 |
3,533.0 |
3,336.0 |
197.0 |
5.8% |
34.5 |
1.0% |
17% |
False |
False |
846,836 |
40 |
3,533.0 |
3,330.0 |
203.0 |
6.0% |
37.4 |
1.1% |
19% |
False |
False |
885,273 |
60 |
3,537.0 |
3,330.0 |
207.0 |
6.1% |
41.2 |
1.2% |
19% |
False |
False |
814,165 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.9% |
36.9 |
1.1% |
17% |
False |
False |
613,052 |
100 |
3,564.0 |
3,163.0 |
401.0 |
11.9% |
37.0 |
1.1% |
51% |
False |
False |
492,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,524.3 |
2.618 |
3,470.4 |
1.618 |
3,437.4 |
1.000 |
3,417.0 |
0.618 |
3,404.4 |
HIGH |
3,384.0 |
0.618 |
3,371.4 |
0.500 |
3,367.5 |
0.382 |
3,363.6 |
LOW |
3,351.0 |
0.618 |
3,330.6 |
1.000 |
3,318.0 |
1.618 |
3,297.6 |
2.618 |
3,264.6 |
4.250 |
3,210.8 |
|
|
Fisher Pivots for day following 17-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,368.5 |
3,379.0 |
PP |
3,368.0 |
3,375.7 |
S1 |
3,367.5 |
3,372.3 |
|