Trading Metrics calculated at close of trading on 10-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1,685.7 |
1,691.9 |
6.2 |
0.4% |
1,676.7 |
High |
1,699.2 |
1,698.5 |
-0.7 |
0.0% |
1,699.2 |
Low |
1,685.1 |
1,680.5 |
-4.6 |
-0.3% |
1,671.0 |
Close |
1,693.0 |
1,687.3 |
-5.7 |
-0.3% |
1,687.3 |
Range |
14.1 |
18.0 |
3.9 |
27.7% |
28.2 |
ATR |
19.8 |
19.7 |
-0.1 |
-0.7% |
0.0 |
Volume |
71,711 |
107,057 |
35,346 |
49.3% |
440,822 |
|
Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,742.8 |
1,733.0 |
1,697.2 |
|
R3 |
1,724.8 |
1,715.0 |
1,692.3 |
|
R2 |
1,706.8 |
1,706.8 |
1,690.6 |
|
R1 |
1,697.0 |
1,697.0 |
1,689.0 |
1,692.9 |
PP |
1,688.8 |
1,688.8 |
1,688.8 |
1,686.7 |
S1 |
1,679.0 |
1,679.0 |
1,685.7 |
1,674.9 |
S2 |
1,670.8 |
1,670.8 |
1,684.0 |
|
S3 |
1,652.8 |
1,661.0 |
1,682.4 |
|
S4 |
1,634.8 |
1,643.0 |
1,677.4 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,770.4 |
1,757.1 |
1,702.8 |
|
R3 |
1,742.2 |
1,728.9 |
1,695.1 |
|
R2 |
1,714.0 |
1,714.0 |
1,692.5 |
|
R1 |
1,700.7 |
1,700.7 |
1,689.9 |
1,707.4 |
PP |
1,685.8 |
1,685.8 |
1,685.8 |
1,689.2 |
S1 |
1,672.5 |
1,672.5 |
1,684.7 |
1,679.2 |
S2 |
1,657.6 |
1,657.6 |
1,682.1 |
|
S3 |
1,629.4 |
1,644.3 |
1,679.5 |
|
S4 |
1,601.2 |
1,616.1 |
1,671.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,699.2 |
1,671.0 |
28.2 |
1.7% |
15.1 |
0.9% |
58% |
False |
False |
88,164 |
10 |
1,699.2 |
1,653.3 |
45.9 |
2.7% |
19.2 |
1.1% |
74% |
False |
False |
103,356 |
20 |
1,711.8 |
1,653.3 |
58.5 |
3.5% |
20.1 |
1.2% |
58% |
False |
False |
104,771 |
40 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
20.8 |
1.2% |
62% |
False |
False |
117,023 |
60 |
1,720.8 |
1,614.0 |
106.8 |
6.3% |
19.0 |
1.1% |
69% |
False |
False |
95,282 |
80 |
1,720.8 |
1,532.2 |
188.6 |
11.2% |
19.1 |
1.1% |
82% |
False |
False |
71,466 |
100 |
1,720.8 |
1,488.2 |
232.6 |
13.8% |
20.6 |
1.2% |
86% |
False |
False |
57,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,775.0 |
2.618 |
1,745.6 |
1.618 |
1,727.6 |
1.000 |
1,716.5 |
0.618 |
1,709.6 |
HIGH |
1,698.5 |
0.618 |
1,691.6 |
0.500 |
1,689.5 |
0.382 |
1,687.4 |
LOW |
1,680.5 |
0.618 |
1,669.4 |
1.000 |
1,662.5 |
1.618 |
1,651.4 |
2.618 |
1,633.4 |
4.250 |
1,604.0 |
|
|
Fisher Pivots for day following 10-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,689.5 |
1,687.9 |
PP |
1,688.8 |
1,687.7 |
S1 |
1,688.0 |
1,687.5 |
|