Trading Metrics calculated at close of trading on 29-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,458.0 |
3,452.0 |
-6.0 |
-0.2% |
3,378.0 |
High |
3,463.0 |
3,459.0 |
-4.0 |
-0.1% |
3,436.0 |
Low |
3,443.0 |
3,436.0 |
-7.0 |
-0.2% |
3,375.0 |
Close |
3,455.0 |
3,456.0 |
1.0 |
0.0% |
3,429.0 |
Range |
20.0 |
23.0 |
3.0 |
15.0% |
61.0 |
ATR |
34.9 |
34.1 |
-0.9 |
-2.4% |
0.0 |
Volume |
593,968 |
598,361 |
4,393 |
0.7% |
2,917,048 |
|
Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,519.3 |
3,510.7 |
3,468.7 |
|
R3 |
3,496.3 |
3,487.7 |
3,462.3 |
|
R2 |
3,473.3 |
3,473.3 |
3,460.2 |
|
R1 |
3,464.7 |
3,464.7 |
3,458.1 |
3,469.0 |
PP |
3,450.3 |
3,450.3 |
3,450.3 |
3,452.5 |
S1 |
3,441.7 |
3,441.7 |
3,453.9 |
3,446.0 |
S2 |
3,427.3 |
3,427.3 |
3,451.8 |
|
S3 |
3,404.3 |
3,418.7 |
3,449.7 |
|
S4 |
3,381.3 |
3,395.7 |
3,443.4 |
|
|
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 |
3,463.0 |
3,413.0 |
50.0 |
1.4% |
21.4 |
0.6% |
86% |
False |
False |
552,158 |
10 |
3,463.0 |
3,351.0 |
112.0 |
3.2% |
27.0 |
0.8% |
94% |
False |
False |
641,099 |
20 |
3,514.0 |
3,336.0 |
178.0 |
5.2% |
32.9 |
1.0% |
67% |
False |
False |
753,053 |
40 |
3,533.0 |
3,336.0 |
197.0 |
5.7% |
32.3 |
0.9% |
61% |
False |
False |
793,410 |
60 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
37.7 |
1.1% |
61% |
False |
False |
884,907 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
36.9 |
1.1% |
54% |
False |
False |
670,658 |
100 |
3,564.0 |
3,313.0 |
251.0 |
7.3% |
34.7 |
1.0% |
57% |
False |
False |
538,647 |
120 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
36.6 |
1.1% |
73% |
False |
False |
449,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,556.8 |
2.618 |
3,519.2 |
1.618 |
3,496.2 |
1.000 |
3,482.0 |
0.618 |
3,473.2 |
HIGH |
3,459.0 |
0.618 |
3,450.2 |
0.500 |
3,447.5 |
0.382 |
3,444.8 |
LOW |
3,436.0 |
0.618 |
3,421.8 |
1.000 |
3,413.0 |
1.618 |
3,398.8 |
2.618 |
3,375.8 |
4.250 |
3,338.3 |
|
|
Fisher Pivots for day following 29-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,453.2 |
3,453.2 |
PP |
3,450.3 |
3,450.3 |
S1 |
3,447.5 |
3,447.5 |
|