Trading Metrics calculated at close of trading on 24-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,433.50 |
7,427.00 |
-6.50 |
-0.1% |
7,390.50 |
High |
7,475.00 |
7,499.50 |
24.50 |
0.3% |
7,499.50 |
Low |
7,411.25 |
7,422.75 |
11.50 |
0.2% |
7,351.50 |
Close |
7,424.50 |
7,495.75 |
71.25 |
1.0% |
7,495.75 |
Range |
63.75 |
76.75 |
13.00 |
20.4% |
148.00 |
ATR |
89.56 |
88.64 |
-0.91 |
-1.0% |
0.00 |
Volume |
356,371 |
278,682 |
-77,689 |
-21.8% |
1,551,278 |
|
Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,703.00 |
7,676.00 |
7,538.00 |
|
R3 |
7,626.25 |
7,599.25 |
7,516.75 |
|
R2 |
7,549.50 |
7,549.50 |
7,509.75 |
|
R1 |
7,522.50 |
7,522.50 |
7,502.75 |
7,536.00 |
PP |
7,472.75 |
7,472.75 |
7,472.75 |
7,479.50 |
S1 |
7,445.75 |
7,445.75 |
7,488.75 |
7,459.25 |
S2 |
7,396.00 |
7,396.00 |
7,481.75 |
|
S3 |
7,319.25 |
7,369.00 |
7,474.75 |
|
S4 |
7,242.50 |
7,292.25 |
7,453.50 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,893.00 |
7,842.25 |
7,577.25 |
|
R3 |
7,745.00 |
7,694.25 |
7,536.50 |
|
R2 |
7,597.00 |
7,597.00 |
7,523.00 |
|
R1 |
7,546.25 |
7,546.25 |
7,509.25 |
7,571.50 |
PP |
7,449.00 |
7,449.00 |
7,449.00 |
7,461.50 |
S1 |
7,398.25 |
7,398.25 |
7,482.25 |
7,423.50 |
S2 |
7,301.00 |
7,301.00 |
7,468.50 |
|
S3 |
7,153.00 |
7,250.25 |
7,455.00 |
|
S4 |
7,005.00 |
7,102.25 |
7,414.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,499.50 |
7,351.50 |
148.00 |
2.0% |
77.25 |
1.0% |
97% |
True |
False |
310,255 |
10 |
7,499.50 |
7,316.50 |
183.00 |
2.4% |
86.00 |
1.1% |
98% |
True |
False |
347,102 |
20 |
7,505.50 |
7,166.75 |
338.75 |
4.5% |
85.00 |
1.1% |
97% |
False |
False |
344,833 |
40 |
7,530.00 |
6,987.50 |
542.50 |
7.2% |
94.75 |
1.3% |
94% |
False |
False |
340,982 |
60 |
7,530.00 |
6,956.00 |
574.00 |
7.7% |
97.00 |
1.3% |
94% |
False |
False |
323,607 |
80 |
7,530.00 |
6,563.25 |
966.75 |
12.9% |
94.50 |
1.3% |
96% |
False |
False |
242,938 |
100 |
7,530.00 |
6,437.00 |
1,093.00 |
14.6% |
102.75 |
1.4% |
97% |
False |
False |
194,565 |
120 |
7,530.00 |
6,338.00 |
1,192.00 |
15.9% |
112.00 |
1.5% |
97% |
False |
False |
162,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,825.75 |
2.618 |
7,700.50 |
1.618 |
7,623.75 |
1.000 |
7,576.25 |
0.618 |
7,547.00 |
HIGH |
7,499.50 |
0.618 |
7,470.25 |
0.500 |
7,461.00 |
0.382 |
7,452.00 |
LOW |
7,422.75 |
0.618 |
7,375.25 |
1.000 |
7,346.00 |
1.618 |
7,298.50 |
2.618 |
7,221.75 |
4.250 |
7,096.50 |
|
|
Fisher Pivots for day following 24-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,484.25 |
7,472.50 |
PP |
7,472.75 |
7,449.00 |
S1 |
7,461.00 |
7,425.75 |
|