Trading Metrics calculated at close of trading on 27-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,423.0 |
3,436.0 |
13.0 |
0.4% |
3,378.0 |
High |
3,436.0 |
3,460.0 |
24.0 |
0.7% |
3,436.0 |
Low |
3,417.0 |
3,432.0 |
15.0 |
0.4% |
3,375.0 |
Close |
3,429.0 |
3,457.0 |
28.0 |
0.8% |
3,429.0 |
Range |
19.0 |
28.0 |
9.0 |
47.4% |
61.0 |
ATR |
36.5 |
36.1 |
-0.4 |
-1.1% |
0.0 |
Volume |
528,948 |
523,231 |
-5,717 |
-1.1% |
2,917,048 |
|
Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,533.7 |
3,523.3 |
3,472.4 |
|
R3 |
3,505.7 |
3,495.3 |
3,464.7 |
|
R2 |
3,477.7 |
3,477.7 |
3,462.1 |
|
R1 |
3,467.3 |
3,467.3 |
3,459.6 |
3,472.5 |
PP |
3,449.7 |
3,449.7 |
3,449.7 |
3,452.3 |
S1 |
3,439.3 |
3,439.3 |
3,454.4 |
3,444.5 |
S2 |
3,421.7 |
3,421.7 |
3,451.9 |
|
S3 |
3,393.7 |
3,411.3 |
3,449.3 |
|
S4 |
3,365.7 |
3,383.3 |
3,441.6 |
|
|
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 |
3,460.0 |
3,385.0 |
75.0 |
2.2% |
26.6 |
0.8% |
96% |
True |
False |
561,818 |
10 |
3,460.0 |
3,336.0 |
124.0 |
3.6% |
35.1 |
1.0% |
98% |
True |
False |
722,357 |
20 |
3,533.0 |
3,336.0 |
197.0 |
5.7% |
33.8 |
1.0% |
61% |
False |
False |
786,840 |
40 |
3,533.0 |
3,334.0 |
199.0 |
5.8% |
33.4 |
1.0% |
62% |
False |
False |
806,776 |
60 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
38.2 |
1.1% |
61% |
False |
False |
868,204 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.1 |
1.1% |
54% |
False |
False |
655,825 |
100 |
3,564.0 |
3,280.0 |
284.0 |
8.2% |
35.2 |
1.0% |
62% |
False |
False |
526,986 |
120 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
36.9 |
1.1% |
73% |
False |
False |
439,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,579.0 |
2.618 |
3,533.3 |
1.618 |
3,505.3 |
1.000 |
3,488.0 |
0.618 |
3,477.3 |
HIGH |
3,460.0 |
0.618 |
3,449.3 |
0.500 |
3,446.0 |
0.382 |
3,442.7 |
LOW |
3,432.0 |
0.618 |
3,414.7 |
1.000 |
3,404.0 |
1.618 |
3,386.7 |
2.618 |
3,358.7 |
4.250 |
3,313.0 |
|
|
Fisher Pivots for day following 27-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,453.3 |
3,450.2 |
PP |
3,449.7 |
3,443.3 |
S1 |
3,446.0 |
3,436.5 |
|