Trading Metrics calculated at close of trading on 23-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,402.0 |
3,415.0 |
13.0 |
0.4% |
3,408.0 |
High |
3,429.0 |
3,430.0 |
1.0 |
0.0% |
3,434.0 |
Low |
3,398.0 |
3,413.0 |
15.0 |
0.4% |
3,336.0 |
Close |
3,421.0 |
3,418.0 |
-3.0 |
-0.1% |
3,369.0 |
Range |
31.0 |
17.0 |
-14.0 |
-45.2% |
98.0 |
ATR |
39.4 |
37.8 |
-1.6 |
-4.1% |
0.0 |
Volume |
611,373 |
516,284 |
-95,089 |
-15.6% |
4,696,736 |
|
Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,471.3 |
3,461.7 |
3,427.4 |
|
R3 |
3,454.3 |
3,444.7 |
3,422.7 |
|
R2 |
3,437.3 |
3,437.3 |
3,421.1 |
|
R1 |
3,427.7 |
3,427.7 |
3,419.6 |
3,432.5 |
PP |
3,420.3 |
3,420.3 |
3,420.3 |
3,422.8 |
S1 |
3,410.7 |
3,410.7 |
3,416.4 |
3,415.5 |
S2 |
3,403.3 |
3,403.3 |
3,414.9 |
|
S3 |
3,386.3 |
3,393.7 |
3,413.3 |
|
S4 |
3,369.3 |
3,376.7 |
3,408.7 |
|
|
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 |
3,430.0 |
3,351.0 |
79.0 |
2.3% |
29.6 |
0.9% |
85% |
True |
False |
660,428 |
10 |
3,480.0 |
3,336.0 |
144.0 |
4.2% |
39.5 |
1.2% |
57% |
False |
False |
849,865 |
20 |
3,533.0 |
3,336.0 |
197.0 |
5.8% |
33.7 |
1.0% |
42% |
False |
False |
796,575 |
40 |
3,533.0 |
3,334.0 |
199.0 |
5.8% |
34.8 |
1.0% |
42% |
False |
False |
840,243 |
60 |
3,537.0 |
3,330.0 |
207.0 |
6.1% |
39.1 |
1.1% |
43% |
False |
False |
851,669 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.1 |
1.1% |
38% |
False |
False |
642,705 |
100 |
3,564.0 |
3,205.0 |
359.0 |
10.5% |
35.8 |
1.0% |
59% |
False |
False |
516,467 |
120 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
37.3 |
1.1% |
64% |
False |
False |
431,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,502.3 |
2.618 |
3,474.5 |
1.618 |
3,457.5 |
1.000 |
3,447.0 |
0.618 |
3,440.5 |
HIGH |
3,430.0 |
0.618 |
3,423.5 |
0.500 |
3,421.5 |
0.382 |
3,419.5 |
LOW |
3,413.0 |
0.618 |
3,402.5 |
1.000 |
3,396.0 |
1.618 |
3,385.5 |
2.618 |
3,368.5 |
4.250 |
3,340.8 |
|
|
Fisher Pivots for day following 23-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,421.5 |
3,414.5 |
PP |
3,420.3 |
3,411.0 |
S1 |
3,419.2 |
3,407.5 |
|