Trading Metrics calculated at close of trading on 13-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,472.25 |
7,425.50 |
-46.75 |
-0.6% |
7,404.25 |
High |
7,472.75 |
7,479.00 |
6.25 |
0.1% |
7,505.50 |
Low |
7,390.75 |
7,378.25 |
-12.50 |
-0.2% |
7,387.50 |
Close |
7,427.00 |
7,417.00 |
-10.00 |
-0.1% |
7,427.00 |
Range |
82.00 |
100.75 |
18.75 |
22.9% |
118.00 |
ATR |
93.65 |
94.16 |
0.51 |
0.5% |
0.00 |
Volume |
389,778 |
377,939 |
-11,839 |
-3.0% |
1,387,888 |
|
Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,727.00 |
7,672.75 |
7,472.50 |
|
R3 |
7,626.25 |
7,572.00 |
7,444.75 |
|
R2 |
7,525.50 |
7,525.50 |
7,435.50 |
|
R1 |
7,471.25 |
7,471.25 |
7,426.25 |
7,448.00 |
PP |
7,424.75 |
7,424.75 |
7,424.75 |
7,413.00 |
S1 |
7,370.50 |
7,370.50 |
7,407.75 |
7,347.25 |
S2 |
7,324.00 |
7,324.00 |
7,398.50 |
|
S3 |
7,223.25 |
7,269.75 |
7,389.25 |
|
S4 |
7,122.50 |
7,169.00 |
7,361.50 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,794.00 |
7,728.50 |
7,492.00 |
|
R3 |
7,676.00 |
7,610.50 |
7,459.50 |
|
R2 |
7,558.00 |
7,558.00 |
7,448.75 |
|
R1 |
7,492.50 |
7,492.50 |
7,437.75 |
7,525.25 |
PP |
7,440.00 |
7,440.00 |
7,440.00 |
7,456.50 |
S1 |
7,374.50 |
7,374.50 |
7,416.25 |
7,407.25 |
S2 |
7,322.00 |
7,322.00 |
7,405.25 |
|
S3 |
7,204.00 |
7,256.50 |
7,394.50 |
|
S4 |
7,086.00 |
7,138.50 |
7,362.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,505.50 |
7,378.25 |
127.25 |
1.7% |
66.00 |
0.9% |
30% |
False |
True |
303,132 |
10 |
7,505.50 |
7,189.25 |
316.25 |
4.3% |
79.75 |
1.1% |
72% |
False |
False |
330,604 |
20 |
7,530.00 |
7,166.75 |
363.25 |
4.9% |
95.75 |
1.3% |
69% |
False |
False |
350,577 |
40 |
7,530.00 |
6,956.00 |
574.00 |
7.7% |
103.75 |
1.4% |
80% |
False |
False |
359,586 |
60 |
7,530.00 |
6,855.50 |
674.50 |
9.1% |
96.75 |
1.3% |
83% |
False |
False |
272,255 |
80 |
7,530.00 |
6,457.00 |
1,073.00 |
14.5% |
102.00 |
1.4% |
89% |
False |
False |
204,396 |
100 |
7,530.00 |
6,338.00 |
1,192.00 |
16.1% |
116.00 |
1.6% |
91% |
False |
False |
163,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,907.25 |
2.618 |
7,742.75 |
1.618 |
7,642.00 |
1.000 |
7,579.75 |
0.618 |
7,541.25 |
HIGH |
7,479.00 |
0.618 |
7,440.50 |
0.500 |
7,428.50 |
0.382 |
7,416.75 |
LOW |
7,378.25 |
0.618 |
7,316.00 |
1.000 |
7,277.50 |
1.618 |
7,215.25 |
2.618 |
7,114.50 |
4.250 |
6,950.00 |
|
|
Fisher Pivots for day following 13-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,428.50 |
7,442.00 |
PP |
7,424.75 |
7,433.50 |
S1 |
7,421.00 |
7,425.25 |
|