Trading Metrics calculated at close of trading on 24-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,415.0 |
3,423.0 |
8.0 |
0.2% |
3,378.0 |
High |
3,430.0 |
3,436.0 |
6.0 |
0.2% |
3,436.0 |
Low |
3,413.0 |
3,417.0 |
4.0 |
0.1% |
3,375.0 |
Close |
3,418.0 |
3,429.0 |
11.0 |
0.3% |
3,429.0 |
Range |
17.0 |
19.0 |
2.0 |
11.8% |
61.0 |
ATR |
37.8 |
36.5 |
-1.3 |
-3.6% |
0.0 |
Volume |
516,284 |
528,948 |
12,664 |
2.5% |
2,917,048 |
|
Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,484.3 |
3,475.7 |
3,439.5 |
|
R3 |
3,465.3 |
3,456.7 |
3,434.2 |
|
R2 |
3,446.3 |
3,446.3 |
3,432.5 |
|
R1 |
3,437.7 |
3,437.7 |
3,430.7 |
3,442.0 |
PP |
3,427.3 |
3,427.3 |
3,427.3 |
3,429.5 |
S1 |
3,418.7 |
3,418.7 |
3,427.3 |
3,423.0 |
S2 |
3,408.3 |
3,408.3 |
3,425.5 |
|
S3 |
3,389.3 |
3,399.7 |
3,423.8 |
|
S4 |
3,370.3 |
3,380.7 |
3,418.6 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,596.3 |
3,573.7 |
3,462.6 |
|
R3 |
3,535.3 |
3,512.7 |
3,445.8 |
|
R2 |
3,474.3 |
3,474.3 |
3,440.2 |
|
R1 |
3,451.7 |
3,451.7 |
3,434.6 |
3,463.0 |
PP |
3,413.3 |
3,413.3 |
3,413.3 |
3,419.0 |
S1 |
3,390.7 |
3,390.7 |
3,423.4 |
3,402.0 |
S2 |
3,352.3 |
3,352.3 |
3,417.8 |
|
S3 |
3,291.3 |
3,329.7 |
3,412.2 |
|
S4 |
3,230.3 |
3,268.7 |
3,395.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,436.0 |
3,375.0 |
61.0 |
1.8% |
26.8 |
0.8% |
89% |
True |
False |
583,409 |
10 |
3,436.0 |
3,336.0 |
100.0 |
2.9% |
34.4 |
1.0% |
93% |
True |
False |
761,378 |
20 |
3,533.0 |
3,336.0 |
197.0 |
5.7% |
33.4 |
1.0% |
47% |
False |
False |
789,852 |
40 |
3,533.0 |
3,334.0 |
199.0 |
5.8% |
33.8 |
1.0% |
48% |
False |
False |
823,678 |
60 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
38.4 |
1.1% |
48% |
False |
False |
860,335 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.0 |
1.1% |
42% |
False |
False |
649,317 |
100 |
3,564.0 |
3,205.0 |
359.0 |
10.5% |
35.6 |
1.0% |
62% |
False |
False |
521,755 |
120 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
37.2 |
1.1% |
66% |
False |
False |
435,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,516.8 |
2.618 |
3,485.7 |
1.618 |
3,466.7 |
1.000 |
3,455.0 |
0.618 |
3,447.7 |
HIGH |
3,436.0 |
0.618 |
3,428.7 |
0.500 |
3,426.5 |
0.382 |
3,424.3 |
LOW |
3,417.0 |
0.618 |
3,405.3 |
1.000 |
3,398.0 |
1.618 |
3,386.3 |
2.618 |
3,367.3 |
4.250 |
3,336.3 |
|
|
Fisher Pivots for day following 24-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,428.2 |
3,425.0 |
PP |
3,427.3 |
3,421.0 |
S1 |
3,426.5 |
3,417.0 |
|