Trading Metrics calculated at close of trading on 15-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,420.50 |
7,460.50 |
40.00 |
0.5% |
7,404.25 |
High |
7,465.00 |
7,464.75 |
-0.25 |
0.0% |
7,505.50 |
Low |
7,397.00 |
7,316.50 |
-80.50 |
-1.1% |
7,387.50 |
Close |
7,457.75 |
7,374.00 |
-83.75 |
-1.1% |
7,427.00 |
Range |
68.00 |
148.25 |
80.25 |
118.0% |
118.00 |
ATR |
92.29 |
96.28 |
4.00 |
4.3% |
0.00 |
Volume |
305,390 |
521,164 |
215,774 |
70.7% |
1,387,888 |
|
Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,829.75 |
7,750.25 |
7,455.50 |
|
R3 |
7,681.50 |
7,602.00 |
7,414.75 |
|
R2 |
7,533.25 |
7,533.25 |
7,401.25 |
|
R1 |
7,453.75 |
7,453.75 |
7,387.50 |
7,419.50 |
PP |
7,385.00 |
7,385.00 |
7,385.00 |
7,368.00 |
S1 |
7,305.50 |
7,305.50 |
7,360.50 |
7,271.00 |
S2 |
7,236.75 |
7,236.75 |
7,346.75 |
|
S3 |
7,088.50 |
7,157.25 |
7,333.25 |
|
S4 |
6,940.25 |
7,009.00 |
7,292.50 |
|
|
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 |
7,316.50 |
189.00 |
2.6% |
89.25 |
1.2% |
30% |
False |
True |
366,221 |
10 |
7,505.50 |
7,214.25 |
291.25 |
3.9% |
84.25 |
1.1% |
55% |
False |
False |
333,180 |
20 |
7,530.00 |
7,166.75 |
363.25 |
4.9% |
96.50 |
1.3% |
57% |
False |
False |
361,350 |
40 |
7,530.00 |
6,956.00 |
574.00 |
7.8% |
104.25 |
1.4% |
73% |
False |
False |
361,694 |
60 |
7,530.00 |
6,855.50 |
674.50 |
9.1% |
98.00 |
1.3% |
77% |
False |
False |
286,005 |
80 |
7,530.00 |
6,457.00 |
1,073.00 |
14.6% |
101.50 |
1.4% |
85% |
False |
False |
214,691 |
100 |
7,530.00 |
6,338.00 |
1,192.00 |
16.2% |
113.75 |
1.5% |
87% |
False |
False |
172,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,094.75 |
2.618 |
7,852.75 |
1.618 |
7,704.50 |
1.000 |
7,613.00 |
0.618 |
7,556.25 |
HIGH |
7,464.75 |
0.618 |
7,408.00 |
0.500 |
7,390.50 |
0.382 |
7,373.25 |
LOW |
7,316.50 |
0.618 |
7,225.00 |
1.000 |
7,168.25 |
1.618 |
7,076.75 |
2.618 |
6,928.50 |
4.250 |
6,686.50 |
|
|
Fisher Pivots for day following 15-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,390.50 |
7,397.75 |
PP |
7,385.00 |
7,389.75 |
S1 |
7,379.50 |
7,382.00 |
|