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 |
7,714.0 |
7,733.0 |
19.0 |
0.2% |
7,607.5 |
High |
7,757.5 |
7,733.0 |
-24.5 |
-0.3% |
7,757.5 |
Low |
7,692.0 |
7,633.5 |
-58.5 |
-0.8% |
7,576.0 |
Close |
7,723.0 |
7,645.0 |
-78.0 |
-1.0% |
7,645.0 |
Range |
65.5 |
99.5 |
34.0 |
51.9% |
181.5 |
ATR |
84.8 |
85.8 |
1.1 |
1.2% |
0.0 |
Volume |
72,483 |
97,547 |
25,064 |
34.6% |
406,053 |
|
Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,969.0 |
7,906.5 |
7,699.5 |
|
R3 |
7,869.5 |
7,807.0 |
7,672.5 |
|
R2 |
7,770.0 |
7,770.0 |
7,663.0 |
|
R1 |
7,707.5 |
7,707.5 |
7,654.0 |
7,689.0 |
PP |
7,670.5 |
7,670.5 |
7,670.5 |
7,661.0 |
S1 |
7,608.0 |
7,608.0 |
7,636.0 |
7,589.5 |
S2 |
7,571.0 |
7,571.0 |
7,627.0 |
|
S3 |
7,471.5 |
7,508.5 |
7,617.5 |
|
S4 |
7,372.0 |
7,409.0 |
7,590.5 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,204.0 |
8,106.0 |
7,745.0 |
|
R3 |
8,022.5 |
7,924.5 |
7,695.0 |
|
R2 |
7,841.0 |
7,841.0 |
7,678.5 |
|
R1 |
7,743.0 |
7,743.0 |
7,661.5 |
7,792.0 |
PP |
7,659.5 |
7,659.5 |
7,659.5 |
7,684.0 |
S1 |
7,561.5 |
7,561.5 |
7,628.5 |
7,610.5 |
S2 |
7,478.0 |
7,478.0 |
7,611.5 |
|
S3 |
7,296.5 |
7,380.0 |
7,595.0 |
|
S4 |
7,115.0 |
7,198.5 |
7,545.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,757.5 |
7,576.0 |
181.5 |
2.4% |
80.0 |
1.0% |
38% |
False |
False |
81,210 |
10 |
7,757.5 |
7,475.0 |
282.5 |
3.7% |
90.5 |
1.2% |
60% |
False |
False |
93,372 |
20 |
7,757.5 |
7,475.0 |
282.5 |
3.7% |
81.0 |
1.1% |
60% |
False |
False |
87,053 |
40 |
7,757.5 |
7,421.5 |
336.0 |
4.4% |
87.0 |
1.1% |
67% |
False |
False |
90,584 |
60 |
7,810.0 |
7,421.5 |
388.5 |
5.1% |
83.5 |
1.1% |
58% |
False |
False |
84,692 |
80 |
7,810.0 |
7,184.0 |
626.0 |
8.2% |
71.5 |
0.9% |
74% |
False |
False |
63,675 |
100 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
66.0 |
0.9% |
85% |
False |
False |
50,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,156.0 |
2.618 |
7,993.5 |
1.618 |
7,894.0 |
1.000 |
7,832.5 |
0.618 |
7,794.5 |
HIGH |
7,733.0 |
0.618 |
7,695.0 |
0.500 |
7,683.0 |
0.382 |
7,671.5 |
LOW |
7,633.5 |
0.618 |
7,572.0 |
1.000 |
7,534.0 |
1.618 |
7,472.5 |
2.618 |
7,373.0 |
4.250 |
7,210.5 |
|
|
Fisher Pivots for day following 10-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,683.0 |
7,695.5 |
PP |
7,670.5 |
7,678.5 |
S1 |
7,658.0 |
7,662.0 |
|