Trading Metrics calculated at close of trading on 20-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,378.0 |
3,378.0 |
0.0 |
0.0% |
3,408.0 |
High |
3,384.0 |
3,404.0 |
20.0 |
0.6% |
3,434.0 |
Low |
3,351.0 |
3,375.0 |
24.0 |
0.7% |
3,336.0 |
Close |
3,369.0 |
3,393.0 |
24.0 |
0.7% |
3,369.0 |
Range |
33.0 |
29.0 |
-4.0 |
-12.1% |
98.0 |
ATR |
40.6 |
40.2 |
-0.4 |
-1.0% |
0.0 |
Volume |
914,044 |
631,187 |
-282,857 |
-30.9% |
4,696,736 |
|
Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,477.7 |
3,464.3 |
3,409.0 |
|
R3 |
3,448.7 |
3,435.3 |
3,401.0 |
|
R2 |
3,419.7 |
3,419.7 |
3,398.3 |
|
R1 |
3,406.3 |
3,406.3 |
3,395.7 |
3,413.0 |
PP |
3,390.7 |
3,390.7 |
3,390.7 |
3,394.0 |
S1 |
3,377.3 |
3,377.3 |
3,390.3 |
3,384.0 |
S2 |
3,361.7 |
3,361.7 |
3,387.7 |
|
S3 |
3,332.7 |
3,348.3 |
3,385.0 |
|
S4 |
3,303.7 |
3,319.3 |
3,377.1 |
|
|
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% |
43.6 |
1.3% |
58% |
False |
False |
882,896 |
10 |
3,514.0 |
3,336.0 |
178.0 |
5.2% |
38.6 |
1.1% |
32% |
False |
False |
861,146 |
20 |
3,533.0 |
3,336.0 |
197.0 |
5.8% |
34.7 |
1.0% |
29% |
False |
False |
843,004 |
40 |
3,533.0 |
3,330.0 |
203.0 |
6.0% |
37.1 |
1.1% |
31% |
False |
False |
880,070 |
60 |
3,537.0 |
3,330.0 |
207.0 |
6.1% |
40.9 |
1.2% |
30% |
False |
False |
824,318 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.9% |
37.0 |
1.1% |
27% |
False |
False |
620,941 |
100 |
3,564.0 |
3,171.0 |
393.0 |
11.6% |
36.8 |
1.1% |
56% |
False |
False |
499,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,527.3 |
2.618 |
3,479.9 |
1.618 |
3,450.9 |
1.000 |
3,433.0 |
0.618 |
3,421.9 |
HIGH |
3,404.0 |
0.618 |
3,392.9 |
0.500 |
3,389.5 |
0.382 |
3,386.1 |
LOW |
3,375.0 |
0.618 |
3,357.1 |
1.000 |
3,346.0 |
1.618 |
3,328.1 |
2.618 |
3,299.1 |
4.250 |
3,251.8 |
|
|
Fisher Pivots for day following 20-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,391.8 |
3,387.8 |
PP |
3,390.7 |
3,382.7 |
S1 |
3,389.5 |
3,377.5 |
|