Trading Metrics calculated at close of trading on 21-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,390.50 |
7,381.25 |
-9.25 |
-0.1% |
7,425.50 |
High |
7,420.75 |
7,452.25 |
31.50 |
0.4% |
7,479.00 |
Low |
7,351.50 |
7,369.00 |
17.50 |
0.2% |
7,316.50 |
Close |
7,387.00 |
7,397.50 |
10.50 |
0.1% |
7,387.75 |
Range |
69.25 |
83.25 |
14.00 |
20.2% |
162.50 |
ATR |
92.08 |
91.45 |
-0.63 |
-0.7% |
0.00 |
Volume |
286,070 |
320,662 |
34,592 |
12.1% |
1,919,750 |
|
Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,656.00 |
7,610.00 |
7,443.25 |
|
R3 |
7,572.75 |
7,526.75 |
7,420.50 |
|
R2 |
7,489.50 |
7,489.50 |
7,412.75 |
|
R1 |
7,443.50 |
7,443.50 |
7,405.25 |
7,466.50 |
PP |
7,406.25 |
7,406.25 |
7,406.25 |
7,417.75 |
S1 |
7,360.25 |
7,360.25 |
7,389.75 |
7,383.25 |
S2 |
7,323.00 |
7,323.00 |
7,382.25 |
|
S3 |
7,239.75 |
7,277.00 |
7,374.50 |
|
S4 |
7,156.50 |
7,193.75 |
7,351.75 |
|
|
Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,882.00 |
7,797.25 |
7,477.00 |
|
R3 |
7,719.50 |
7,634.75 |
7,432.50 |
|
R2 |
7,557.00 |
7,557.00 |
7,417.50 |
|
R1 |
7,472.25 |
7,472.25 |
7,402.75 |
7,433.50 |
PP |
7,394.50 |
7,394.50 |
7,394.50 |
7,375.00 |
S1 |
7,309.75 |
7,309.75 |
7,372.75 |
7,271.00 |
S2 |
7,232.00 |
7,232.00 |
7,358.00 |
|
S3 |
7,069.50 |
7,147.25 |
7,343.00 |
|
S4 |
6,907.00 |
6,984.75 |
7,298.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,464.75 |
7,316.50 |
148.25 |
2.0% |
91.50 |
1.2% |
55% |
False |
False |
368,630 |
10 |
7,505.50 |
7,316.50 |
189.00 |
2.6% |
80.75 |
1.1% |
43% |
False |
False |
340,357 |
20 |
7,530.00 |
7,166.75 |
363.25 |
4.9% |
94.50 |
1.3% |
64% |
False |
False |
361,533 |
40 |
7,530.00 |
6,956.00 |
574.00 |
7.8% |
98.25 |
1.3% |
77% |
False |
False |
353,080 |
60 |
7,530.00 |
6,916.50 |
613.50 |
8.3% |
97.50 |
1.3% |
78% |
False |
False |
307,950 |
80 |
7,530.00 |
6,563.25 |
966.75 |
13.1% |
96.50 |
1.3% |
86% |
False |
False |
231,153 |
100 |
7,530.00 |
6,338.00 |
1,192.00 |
16.1% |
107.00 |
1.4% |
89% |
False |
False |
185,178 |
120 |
7,530.00 |
6,338.00 |
1,192.00 |
16.1% |
113.25 |
1.5% |
89% |
False |
False |
154,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,806.00 |
2.618 |
7,670.25 |
1.618 |
7,587.00 |
1.000 |
7,535.50 |
0.618 |
7,503.75 |
HIGH |
7,452.25 |
0.618 |
7,420.50 |
0.500 |
7,410.50 |
0.382 |
7,400.75 |
LOW |
7,369.00 |
0.618 |
7,317.50 |
1.000 |
7,285.75 |
1.618 |
7,234.25 |
2.618 |
7,151.00 |
4.250 |
7,015.25 |
|
|
Fisher Pivots for day following 21-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,410.50 |
7,394.00 |
PP |
7,406.25 |
7,390.50 |
S1 |
7,402.00 |
7,387.00 |
|