Trading Metrics calculated at close of trading on 28-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,543.0 |
7,599.5 |
56.5 |
0.7% |
7,551.0 |
High |
7,582.5 |
7,633.0 |
50.5 |
0.7% |
7,609.5 |
Low |
7,531.0 |
7,588.5 |
57.5 |
0.8% |
7,510.0 |
Close |
7,579.0 |
7,623.0 |
44.0 |
0.6% |
7,579.0 |
Range |
51.5 |
44.5 |
-7.0 |
-13.6% |
99.5 |
ATR |
81.9 |
79.9 |
-2.0 |
-2.4% |
0.0 |
Volume |
55,313 |
86,718 |
31,405 |
56.8% |
340,671 |
|
Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,748.5 |
7,730.0 |
7,647.5 |
|
R3 |
7,704.0 |
7,685.5 |
7,635.0 |
|
R2 |
7,659.5 |
7,659.5 |
7,631.0 |
|
R1 |
7,641.0 |
7,641.0 |
7,627.0 |
7,650.0 |
PP |
7,615.0 |
7,615.0 |
7,615.0 |
7,619.5 |
S1 |
7,596.5 |
7,596.5 |
7,619.0 |
7,606.0 |
S2 |
7,570.5 |
7,570.5 |
7,615.0 |
|
S3 |
7,526.0 |
7,552.0 |
7,611.0 |
|
S4 |
7,481.5 |
7,507.5 |
7,598.5 |
|
|
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 |
7,633.0 |
7,510.0 |
123.0 |
1.6% |
60.5 |
0.8% |
92% |
True |
False |
71,011 |
10 |
7,652.0 |
7,451.0 |
201.0 |
2.6% |
78.0 |
1.0% |
86% |
False |
False |
81,567 |
20 |
7,757.5 |
7,451.0 |
306.5 |
4.0% |
83.5 |
1.1% |
56% |
False |
False |
88,204 |
40 |
7,757.5 |
7,451.0 |
306.5 |
4.0% |
77.5 |
1.0% |
56% |
False |
False |
82,315 |
60 |
7,757.5 |
7,421.5 |
336.0 |
4.4% |
86.5 |
1.1% |
60% |
False |
False |
99,069 |
80 |
7,810.0 |
7,416.0 |
394.0 |
5.2% |
77.5 |
1.0% |
53% |
False |
False |
74,684 |
100 |
7,810.0 |
6,996.0 |
814.0 |
10.7% |
68.5 |
0.9% |
77% |
False |
False |
59,845 |
120 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
62.0 |
0.8% |
83% |
False |
False |
49,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,822.0 |
2.618 |
7,749.5 |
1.618 |
7,705.0 |
1.000 |
7,677.5 |
0.618 |
7,660.5 |
HIGH |
7,633.0 |
0.618 |
7,616.0 |
0.500 |
7,611.0 |
0.382 |
7,605.5 |
LOW |
7,588.5 |
0.618 |
7,561.0 |
1.000 |
7,544.0 |
1.618 |
7,516.5 |
2.618 |
7,472.0 |
4.250 |
7,399.5 |
|
|
Fisher Pivots for day following 28-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,619.0 |
7,609.5 |
PP |
7,615.0 |
7,595.5 |
S1 |
7,611.0 |
7,582.0 |
|