Trading Metrics calculated at close of trading on 14-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,425.50 |
7,420.50 |
-5.00 |
-0.1% |
7,404.25 |
High |
7,479.00 |
7,465.00 |
-14.00 |
-0.2% |
7,505.50 |
Low |
7,378.25 |
7,397.00 |
18.75 |
0.3% |
7,387.50 |
Close |
7,417.00 |
7,457.75 |
40.75 |
0.5% |
7,427.00 |
Range |
100.75 |
68.00 |
-32.75 |
-32.5% |
118.00 |
ATR |
94.16 |
92.29 |
-1.87 |
-2.0% |
0.00 |
Volume |
377,939 |
305,390 |
-72,549 |
-19.2% |
1,387,888 |
|
Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,644.00 |
7,618.75 |
7,495.25 |
|
R3 |
7,576.00 |
7,550.75 |
7,476.50 |
|
R2 |
7,508.00 |
7,508.00 |
7,470.25 |
|
R1 |
7,482.75 |
7,482.75 |
7,464.00 |
7,495.50 |
PP |
7,440.00 |
7,440.00 |
7,440.00 |
7,446.25 |
S1 |
7,414.75 |
7,414.75 |
7,451.50 |
7,427.50 |
S2 |
7,372.00 |
7,372.00 |
7,445.25 |
|
S3 |
7,304.00 |
7,346.75 |
7,439.00 |
|
S4 |
7,236.00 |
7,278.75 |
7,420.25 |
|
|
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% |
70.25 |
0.9% |
62% |
False |
False |
312,084 |
10 |
7,505.50 |
7,214.25 |
291.25 |
3.9% |
75.50 |
1.0% |
84% |
False |
False |
318,124 |
20 |
7,530.00 |
7,166.75 |
363.25 |
4.9% |
92.00 |
1.2% |
80% |
False |
False |
348,682 |
40 |
7,530.00 |
6,956.00 |
574.00 |
7.7% |
103.50 |
1.4% |
87% |
False |
False |
359,922 |
60 |
7,530.00 |
6,855.50 |
674.50 |
9.0% |
96.75 |
1.3% |
89% |
False |
False |
277,332 |
80 |
7,530.00 |
6,457.00 |
1,073.00 |
14.4% |
101.00 |
1.4% |
93% |
False |
False |
208,204 |
100 |
7,530.00 |
6,338.00 |
1,192.00 |
16.0% |
114.25 |
1.5% |
94% |
False |
False |
166,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,754.00 |
2.618 |
7,643.00 |
1.618 |
7,575.00 |
1.000 |
7,533.00 |
0.618 |
7,507.00 |
HIGH |
7,465.00 |
0.618 |
7,439.00 |
0.500 |
7,431.00 |
0.382 |
7,423.00 |
LOW |
7,397.00 |
0.618 |
7,355.00 |
1.000 |
7,329.00 |
1.618 |
7,287.00 |
2.618 |
7,219.00 |
4.250 |
7,108.00 |
|
|
Fisher Pivots for day following 14-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,448.75 |
7,448.00 |
PP |
7,440.00 |
7,438.25 |
S1 |
7,431.00 |
7,428.50 |
|