Trading Metrics calculated at close of trading on 24-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,566.0 |
7,543.0 |
-23.0 |
-0.3% |
7,551.0 |
High |
7,598.0 |
7,582.5 |
-15.5 |
-0.2% |
7,609.5 |
Low |
7,532.0 |
7,531.0 |
-1.0 |
0.0% |
7,510.0 |
Close |
7,560.0 |
7,579.0 |
19.0 |
0.3% |
7,579.0 |
Range |
66.0 |
51.5 |
-14.5 |
-22.0% |
99.5 |
ATR |
84.2 |
81.9 |
-2.3 |
-2.8% |
0.0 |
Volume |
74,642 |
55,313 |
-19,329 |
-25.9% |
340,671 |
|
Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,718.5 |
7,700.5 |
7,607.5 |
|
R3 |
7,667.0 |
7,649.0 |
7,593.0 |
|
R2 |
7,615.5 |
7,615.5 |
7,588.5 |
|
R1 |
7,597.5 |
7,597.5 |
7,583.5 |
7,606.5 |
PP |
7,564.0 |
7,564.0 |
7,564.0 |
7,569.0 |
S1 |
7,546.0 |
7,546.0 |
7,574.5 |
7,555.0 |
S2 |
7,512.5 |
7,512.5 |
7,569.5 |
|
S3 |
7,461.0 |
7,494.5 |
7,565.0 |
|
S4 |
7,409.5 |
7,443.0 |
7,550.5 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,864.5 |
7,821.5 |
7,633.5 |
|
R3 |
7,765.0 |
7,722.0 |
7,606.5 |
|
R2 |
7,665.5 |
7,665.5 |
7,597.0 |
|
R1 |
7,622.5 |
7,622.5 |
7,588.0 |
7,644.0 |
PP |
7,566.0 |
7,566.0 |
7,566.0 |
7,577.0 |
S1 |
7,523.0 |
7,523.0 |
7,570.0 |
7,544.5 |
S2 |
7,466.5 |
7,466.5 |
7,561.0 |
|
S3 |
7,367.0 |
7,423.5 |
7,551.5 |
|
S4 |
7,267.5 |
7,324.0 |
7,524.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,609.5 |
7,510.0 |
99.5 |
1.3% |
65.5 |
0.9% |
69% |
False |
False |
68,134 |
10 |
7,652.0 |
7,451.0 |
201.0 |
2.7% |
79.0 |
1.0% |
64% |
False |
False |
80,379 |
20 |
7,757.5 |
7,451.0 |
306.5 |
4.0% |
85.0 |
1.1% |
42% |
False |
False |
86,876 |
40 |
7,757.5 |
7,451.0 |
306.5 |
4.0% |
79.0 |
1.0% |
42% |
False |
False |
82,993 |
60 |
7,757.5 |
7,421.5 |
336.0 |
4.4% |
86.5 |
1.1% |
47% |
False |
False |
97,778 |
80 |
7,810.0 |
7,382.0 |
428.0 |
5.6% |
77.5 |
1.0% |
46% |
False |
False |
73,602 |
100 |
7,810.0 |
6,990.5 |
819.5 |
10.8% |
68.5 |
0.9% |
72% |
False |
False |
58,978 |
120 |
7,810.0 |
6,720.5 |
1,089.5 |
14.4% |
61.5 |
0.8% |
79% |
False |
False |
49,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,801.5 |
2.618 |
7,717.5 |
1.618 |
7,666.0 |
1.000 |
7,634.0 |
0.618 |
7,614.5 |
HIGH |
7,582.5 |
0.618 |
7,563.0 |
0.500 |
7,557.0 |
0.382 |
7,550.5 |
LOW |
7,531.0 |
0.618 |
7,499.0 |
1.000 |
7,479.5 |
1.618 |
7,447.5 |
2.618 |
7,396.0 |
4.250 |
7,312.0 |
|
|
Fisher Pivots for day following 24-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,571.5 |
7,571.0 |
PP |
7,564.0 |
7,563.0 |
S1 |
7,557.0 |
7,555.0 |
|