Trading Metrics calculated at close of trading on 30-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,452.0 |
3,449.0 |
-3.0 |
-0.1% |
3,378.0 |
High |
3,459.0 |
3,450.0 |
-9.0 |
-0.3% |
3,436.0 |
Low |
3,436.0 |
3,418.0 |
-18.0 |
-0.5% |
3,375.0 |
Close |
3,456.0 |
3,430.0 |
-26.0 |
-0.8% |
3,429.0 |
Range |
23.0 |
32.0 |
9.0 |
39.1% |
61.0 |
ATR |
34.1 |
34.4 |
0.3 |
0.8% |
0.0 |
Volume |
598,361 |
812,580 |
214,219 |
35.8% |
2,917,048 |
|
Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,528.7 |
3,511.3 |
3,447.6 |
|
R3 |
3,496.7 |
3,479.3 |
3,438.8 |
|
R2 |
3,464.7 |
3,464.7 |
3,435.9 |
|
R1 |
3,447.3 |
3,447.3 |
3,432.9 |
3,440.0 |
PP |
3,432.7 |
3,432.7 |
3,432.7 |
3,429.0 |
S1 |
3,415.3 |
3,415.3 |
3,427.1 |
3,408.0 |
S2 |
3,400.7 |
3,400.7 |
3,424.1 |
|
S3 |
3,368.7 |
3,383.3 |
3,421.2 |
|
S4 |
3,336.7 |
3,351.3 |
3,412.4 |
|
|
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 |
3,417.0 |
46.0 |
1.3% |
24.4 |
0.7% |
28% |
False |
False |
611,417 |
10 |
3,463.0 |
3,351.0 |
112.0 |
3.3% |
27.0 |
0.8% |
71% |
False |
False |
635,923 |
20 |
3,514.0 |
3,336.0 |
178.0 |
5.2% |
32.6 |
0.9% |
53% |
False |
False |
738,203 |
40 |
3,533.0 |
3,336.0 |
197.0 |
5.7% |
31.8 |
0.9% |
48% |
False |
False |
787,657 |
60 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
37.5 |
1.1% |
48% |
False |
False |
893,019 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.1 |
1.1% |
43% |
False |
False |
680,814 |
100 |
3,564.0 |
3,325.0 |
239.0 |
7.0% |
34.7 |
1.0% |
44% |
False |
False |
546,697 |
120 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
36.5 |
1.1% |
67% |
False |
False |
456,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,586.0 |
2.618 |
3,533.8 |
1.618 |
3,501.8 |
1.000 |
3,482.0 |
0.618 |
3,469.8 |
HIGH |
3,450.0 |
0.618 |
3,437.8 |
0.500 |
3,434.0 |
0.382 |
3,430.2 |
LOW |
3,418.0 |
0.618 |
3,398.2 |
1.000 |
3,386.0 |
1.618 |
3,366.2 |
2.618 |
3,334.2 |
4.250 |
3,282.0 |
|
|
Fisher Pivots for day following 30-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,434.0 |
3,440.5 |
PP |
3,432.7 |
3,437.0 |
S1 |
3,431.3 |
3,433.5 |
|