Trading Metrics calculated at close of trading on 31-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,558.5 |
7,479.0 |
-79.5 |
-1.1% |
7,599.5 |
High |
7,570.0 |
7,504.5 |
-65.5 |
-0.9% |
7,640.5 |
Low |
7,482.0 |
7,413.0 |
-69.0 |
-0.9% |
7,413.0 |
Close |
7,507.5 |
7,424.0 |
-83.5 |
-1.1% |
7,424.0 |
Range |
88.0 |
91.5 |
3.5 |
4.0% |
227.5 |
ATR |
81.9 |
82.8 |
0.9 |
1.1% |
0.0 |
Volume |
89,273 |
109,386 |
20,113 |
22.5% |
386,104 |
|
Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,721.5 |
7,664.5 |
7,474.5 |
|
R3 |
7,630.0 |
7,573.0 |
7,449.0 |
|
R2 |
7,538.5 |
7,538.5 |
7,441.0 |
|
R1 |
7,481.5 |
7,481.5 |
7,432.5 |
7,464.0 |
PP |
7,447.0 |
7,447.0 |
7,447.0 |
7,438.5 |
S1 |
7,390.0 |
7,390.0 |
7,415.5 |
7,373.0 |
S2 |
7,355.5 |
7,355.5 |
7,407.0 |
|
S3 |
7,264.0 |
7,298.5 |
7,399.0 |
|
S4 |
7,172.5 |
7,207.0 |
7,373.5 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,175.0 |
8,027.0 |
7,549.0 |
|
R3 |
7,947.5 |
7,799.5 |
7,486.5 |
|
R2 |
7,720.0 |
7,720.0 |
7,465.5 |
|
R1 |
7,572.0 |
7,572.0 |
7,445.0 |
7,532.0 |
PP |
7,492.5 |
7,492.5 |
7,492.5 |
7,472.5 |
S1 |
7,344.5 |
7,344.5 |
7,403.0 |
7,305.0 |
S2 |
7,265.0 |
7,265.0 |
7,382.5 |
|
S3 |
7,037.5 |
7,117.0 |
7,361.5 |
|
S4 |
6,810.0 |
6,889.5 |
7,299.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,640.5 |
7,413.0 |
227.5 |
3.1% |
75.5 |
1.0% |
5% |
False |
True |
88,283 |
10 |
7,640.5 |
7,413.0 |
227.5 |
3.1% |
72.0 |
1.0% |
5% |
False |
True |
81,258 |
20 |
7,757.5 |
7,413.0 |
344.5 |
4.6% |
80.5 |
1.1% |
3% |
False |
True |
83,923 |
40 |
7,757.5 |
7,413.0 |
344.5 |
4.6% |
80.0 |
1.1% |
3% |
False |
True |
84,785 |
60 |
7,757.5 |
7,413.0 |
344.5 |
4.6% |
87.0 |
1.2% |
3% |
False |
True |
101,846 |
80 |
7,810.0 |
7,413.0 |
397.0 |
5.3% |
79.0 |
1.1% |
3% |
False |
True |
78,408 |
100 |
7,810.0 |
7,065.5 |
744.5 |
10.0% |
70.0 |
0.9% |
48% |
False |
False |
62,839 |
120 |
7,810.0 |
6,720.5 |
1,089.5 |
14.7% |
64.5 |
0.9% |
65% |
False |
False |
52,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,893.5 |
2.618 |
7,744.0 |
1.618 |
7,652.5 |
1.000 |
7,596.0 |
0.618 |
7,561.0 |
HIGH |
7,504.5 |
0.618 |
7,469.5 |
0.500 |
7,459.0 |
0.382 |
7,448.0 |
LOW |
7,413.0 |
0.618 |
7,356.5 |
1.000 |
7,321.5 |
1.618 |
7,265.0 |
2.618 |
7,173.5 |
4.250 |
7,024.0 |
|
|
Fisher Pivots for day following 31-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,459.0 |
7,527.0 |
PP |
7,447.0 |
7,492.5 |
S1 |
7,435.5 |
7,458.0 |
|