Trading Metrics calculated at close of trading on 21-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,378.0 |
3,392.0 |
14.0 |
0.4% |
3,408.0 |
High |
3,404.0 |
3,423.0 |
19.0 |
0.6% |
3,434.0 |
Low |
3,375.0 |
3,385.0 |
10.0 |
0.3% |
3,336.0 |
Close |
3,393.0 |
3,412.0 |
19.0 |
0.6% |
3,369.0 |
Range |
29.0 |
38.0 |
9.0 |
31.0% |
98.0 |
ATR |
40.2 |
40.1 |
-0.2 |
-0.4% |
0.0 |
Volume |
631,187 |
629,256 |
-1,931 |
-0.3% |
4,696,736 |
|
Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,520.7 |
3,504.3 |
3,432.9 |
|
R3 |
3,482.7 |
3,466.3 |
3,422.5 |
|
R2 |
3,444.7 |
3,444.7 |
3,419.0 |
|
R1 |
3,428.3 |
3,428.3 |
3,415.5 |
3,436.5 |
PP |
3,406.7 |
3,406.7 |
3,406.7 |
3,410.8 |
S1 |
3,390.3 |
3,390.3 |
3,408.5 |
3,398.5 |
S2 |
3,368.7 |
3,368.7 |
3,405.0 |
|
S3 |
3,330.7 |
3,352.3 |
3,401.6 |
|
S4 |
3,292.7 |
3,314.3 |
3,391.1 |
|
|
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 |
3,423.0 |
3,336.0 |
87.0 |
2.5% |
43.6 |
1.3% |
87% |
True |
False |
854,882 |
10 |
3,508.0 |
3,336.0 |
172.0 |
5.0% |
39.2 |
1.1% |
44% |
False |
False |
861,235 |
20 |
3,533.0 |
3,336.0 |
197.0 |
5.8% |
34.9 |
1.0% |
39% |
False |
False |
825,775 |
40 |
3,533.0 |
3,330.0 |
203.0 |
5.9% |
36.5 |
1.1% |
40% |
False |
False |
870,794 |
60 |
3,537.0 |
3,330.0 |
207.0 |
6.1% |
40.5 |
1.2% |
40% |
False |
False |
833,916 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.9% |
37.0 |
1.1% |
35% |
False |
False |
628,768 |
100 |
3,564.0 |
3,171.0 |
393.0 |
11.5% |
36.6 |
1.1% |
61% |
False |
False |
505,488 |
120 |
3,564.0 |
3,163.0 |
401.0 |
11.8% |
37.3 |
1.1% |
62% |
False |
False |
421,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,584.5 |
2.618 |
3,522.5 |
1.618 |
3,484.5 |
1.000 |
3,461.0 |
0.618 |
3,446.5 |
HIGH |
3,423.0 |
0.618 |
3,408.5 |
0.500 |
3,404.0 |
0.382 |
3,399.5 |
LOW |
3,385.0 |
0.618 |
3,361.5 |
1.000 |
3,347.0 |
1.618 |
3,323.5 |
2.618 |
3,285.5 |
4.250 |
3,223.5 |
|
|
Fisher Pivots for day following 21-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,409.3 |
3,403.7 |
PP |
3,406.7 |
3,395.3 |
S1 |
3,404.0 |
3,387.0 |
|