Trading Metrics calculated at close of trading on 22-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,392.0 |
3,402.0 |
10.0 |
0.3% |
3,408.0 |
High |
3,423.0 |
3,429.0 |
6.0 |
0.2% |
3,434.0 |
Low |
3,385.0 |
3,398.0 |
13.0 |
0.4% |
3,336.0 |
Close |
3,412.0 |
3,421.0 |
9.0 |
0.3% |
3,369.0 |
Range |
38.0 |
31.0 |
-7.0 |
-18.4% |
98.0 |
ATR |
40.1 |
39.4 |
-0.6 |
-1.6% |
0.0 |
Volume |
629,256 |
611,373 |
-17,883 |
-2.8% |
4,696,736 |
|
Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,509.0 |
3,496.0 |
3,438.1 |
|
R3 |
3,478.0 |
3,465.0 |
3,429.5 |
|
R2 |
3,447.0 |
3,447.0 |
3,426.7 |
|
R1 |
3,434.0 |
3,434.0 |
3,423.8 |
3,440.5 |
PP |
3,416.0 |
3,416.0 |
3,416.0 |
3,419.3 |
S1 |
3,403.0 |
3,403.0 |
3,418.2 |
3,409.5 |
S2 |
3,385.0 |
3,385.0 |
3,415.3 |
|
S3 |
3,354.0 |
3,372.0 |
3,412.5 |
|
S4 |
3,323.0 |
3,341.0 |
3,404.0 |
|
|
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 |
3,429.0 |
3,351.0 |
78.0 |
2.3% |
32.6 |
1.0% |
90% |
True |
False |
730,041 |
10 |
3,496.0 |
3,336.0 |
160.0 |
4.7% |
39.8 |
1.2% |
53% |
False |
False |
856,296 |
20 |
3,533.0 |
3,336.0 |
197.0 |
5.8% |
34.2 |
1.0% |
43% |
False |
False |
813,655 |
40 |
3,533.0 |
3,330.0 |
203.0 |
5.9% |
36.5 |
1.1% |
45% |
False |
False |
864,006 |
60 |
3,537.0 |
3,330.0 |
207.0 |
6.1% |
39.6 |
1.2% |
44% |
False |
False |
843,936 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.1 |
1.1% |
39% |
False |
False |
636,410 |
100 |
3,564.0 |
3,205.0 |
359.0 |
10.5% |
36.1 |
1.1% |
60% |
False |
False |
511,600 |
120 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
37.6 |
1.1% |
64% |
False |
False |
426,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,560.8 |
2.618 |
3,510.2 |
1.618 |
3,479.2 |
1.000 |
3,460.0 |
0.618 |
3,448.2 |
HIGH |
3,429.0 |
0.618 |
3,417.2 |
0.500 |
3,413.5 |
0.382 |
3,409.8 |
LOW |
3,398.0 |
0.618 |
3,378.8 |
1.000 |
3,367.0 |
1.618 |
3,347.8 |
2.618 |
3,316.8 |
4.250 |
3,266.3 |
|
|
Fisher Pivots for day following 22-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,418.5 |
3,414.7 |
PP |
3,416.0 |
3,408.3 |
S1 |
3,413.5 |
3,402.0 |
|