Trading Metrics calculated at close of trading on 20-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,541.5 |
7,551.0 |
9.5 |
0.1% |
7,644.5 |
High |
7,573.5 |
7,609.5 |
36.0 |
0.5% |
7,652.0 |
Low |
7,505.0 |
7,541.0 |
36.0 |
0.5% |
7,451.0 |
Close |
7,546.0 |
7,593.0 |
47.0 |
0.6% |
7,546.0 |
Range |
68.5 |
68.5 |
0.0 |
0.0% |
201.0 |
ATR |
89.4 |
87.9 |
-1.5 |
-1.7% |
0.0 |
Volume |
85,812 |
72,333 |
-13,479 |
-15.7% |
463,124 |
|
Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,786.5 |
7,758.5 |
7,630.5 |
|
R3 |
7,718.0 |
7,690.0 |
7,612.0 |
|
R2 |
7,649.5 |
7,649.5 |
7,605.5 |
|
R1 |
7,621.5 |
7,621.5 |
7,599.5 |
7,635.5 |
PP |
7,581.0 |
7,581.0 |
7,581.0 |
7,588.0 |
S1 |
7,553.0 |
7,553.0 |
7,586.5 |
7,567.0 |
S2 |
7,512.5 |
7,512.5 |
7,580.5 |
|
S3 |
7,444.0 |
7,484.5 |
7,574.0 |
|
S4 |
7,375.5 |
7,416.0 |
7,555.5 |
|
|
Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,152.5 |
8,050.5 |
7,656.5 |
|
R3 |
7,951.5 |
7,849.5 |
7,601.5 |
|
R2 |
7,750.5 |
7,750.5 |
7,583.0 |
|
R1 |
7,648.5 |
7,648.5 |
7,564.5 |
7,599.0 |
PP |
7,549.5 |
7,549.5 |
7,549.5 |
7,525.0 |
S1 |
7,447.5 |
7,447.5 |
7,527.5 |
7,398.0 |
S2 |
7,348.5 |
7,348.5 |
7,509.0 |
|
S3 |
7,147.5 |
7,246.5 |
7,490.5 |
|
S4 |
6,946.5 |
7,045.5 |
7,435.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,652.0 |
7,451.0 |
201.0 |
2.6% |
95.5 |
1.3% |
71% |
False |
False |
92,123 |
10 |
7,757.5 |
7,451.0 |
306.5 |
4.0% |
87.5 |
1.1% |
46% |
False |
False |
88,069 |
20 |
7,757.5 |
7,451.0 |
306.5 |
4.0% |
85.5 |
1.1% |
46% |
False |
False |
90,234 |
40 |
7,757.5 |
7,427.5 |
330.0 |
4.3% |
82.5 |
1.1% |
50% |
False |
False |
87,942 |
60 |
7,757.5 |
7,421.5 |
336.0 |
4.4% |
87.5 |
1.1% |
51% |
False |
False |
93,497 |
80 |
7,810.0 |
7,349.0 |
461.0 |
6.1% |
75.5 |
1.0% |
53% |
False |
False |
70,263 |
100 |
7,810.0 |
6,807.0 |
1,003.0 |
13.2% |
68.0 |
0.9% |
78% |
False |
False |
56,295 |
120 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
60.0 |
0.8% |
80% |
False |
False |
46,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,900.5 |
2.618 |
7,789.0 |
1.618 |
7,720.5 |
1.000 |
7,678.0 |
0.618 |
7,652.0 |
HIGH |
7,609.5 |
0.618 |
7,583.5 |
0.500 |
7,575.0 |
0.382 |
7,567.0 |
LOW |
7,541.0 |
0.618 |
7,498.5 |
1.000 |
7,472.5 |
1.618 |
7,430.0 |
2.618 |
7,361.5 |
4.250 |
7,250.0 |
|
|
Fisher Pivots for day following 20-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,587.0 |
7,576.5 |
PP |
7,581.0 |
7,559.5 |
S1 |
7,575.0 |
7,543.0 |
|