Trading Metrics calculated at close of trading on 31-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,449.0 |
3,422.0 |
-27.0 |
-0.8% |
3,436.0 |
High |
3,450.0 |
3,427.0 |
-23.0 |
-0.7% |
3,463.0 |
Low |
3,418.0 |
3,376.0 |
-42.0 |
-1.2% |
3,376.0 |
Close |
3,430.0 |
3,389.0 |
-41.0 |
-1.2% |
3,389.0 |
Range |
32.0 |
51.0 |
19.0 |
59.4% |
87.0 |
ATR |
34.4 |
35.8 |
1.4 |
4.1% |
0.0 |
Volume |
812,580 |
1,058,804 |
246,224 |
30.3% |
3,586,944 |
|
Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,550.3 |
3,520.7 |
3,417.1 |
|
R3 |
3,499.3 |
3,469.7 |
3,403.0 |
|
R2 |
3,448.3 |
3,448.3 |
3,398.4 |
|
R1 |
3,418.7 |
3,418.7 |
3,393.7 |
3,408.0 |
PP |
3,397.3 |
3,397.3 |
3,397.3 |
3,392.0 |
S1 |
3,367.7 |
3,367.7 |
3,384.3 |
3,357.0 |
S2 |
3,346.3 |
3,346.3 |
3,379.7 |
|
S3 |
3,295.3 |
3,316.7 |
3,375.0 |
|
S4 |
3,244.3 |
3,265.7 |
3,361.0 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,670.3 |
3,616.7 |
3,436.9 |
|
R3 |
3,583.3 |
3,529.7 |
3,412.9 |
|
R2 |
3,496.3 |
3,496.3 |
3,405.0 |
|
R1 |
3,442.7 |
3,442.7 |
3,397.0 |
3,426.0 |
PP |
3,409.3 |
3,409.3 |
3,409.3 |
3,401.0 |
S1 |
3,355.7 |
3,355.7 |
3,381.0 |
3,339.0 |
S2 |
3,322.3 |
3,322.3 |
3,373.1 |
|
S3 |
3,235.3 |
3,268.7 |
3,365.1 |
|
S4 |
3,148.3 |
3,181.7 |
3,341.2 |
|
|
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 |
3,376.0 |
87.0 |
2.6% |
30.8 |
0.9% |
15% |
False |
True |
717,388 |
10 |
3,463.0 |
3,375.0 |
88.0 |
2.6% |
28.8 |
0.8% |
16% |
False |
False |
650,399 |
20 |
3,514.0 |
3,336.0 |
178.0 |
5.3% |
33.9 |
1.0% |
30% |
False |
False |
756,191 |
40 |
3,533.0 |
3,336.0 |
197.0 |
5.8% |
32.2 |
0.9% |
27% |
False |
False |
793,580 |
60 |
3,537.0 |
3,330.0 |
207.0 |
6.1% |
37.4 |
1.1% |
29% |
False |
False |
905,971 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.9% |
37.5 |
1.1% |
25% |
False |
False |
693,799 |
100 |
3,564.0 |
3,325.0 |
239.0 |
7.1% |
35.0 |
1.0% |
27% |
False |
False |
557,284 |
120 |
3,564.0 |
3,163.0 |
401.0 |
11.8% |
36.7 |
1.1% |
56% |
False |
False |
465,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,643.8 |
2.618 |
3,560.5 |
1.618 |
3,509.5 |
1.000 |
3,478.0 |
0.618 |
3,458.5 |
HIGH |
3,427.0 |
0.618 |
3,407.5 |
0.500 |
3,401.5 |
0.382 |
3,395.5 |
LOW |
3,376.0 |
0.618 |
3,344.5 |
1.000 |
3,325.0 |
1.618 |
3,293.5 |
2.618 |
3,242.5 |
4.250 |
3,159.3 |
|
|
Fisher Pivots for day following 31-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,401.5 |
3,417.5 |
PP |
3,397.3 |
3,408.0 |
S1 |
3,393.2 |
3,398.5 |
|