Trading Metrics calculated at close of trading on 28-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,499.00 |
7,568.25 |
69.25 |
0.9% |
7,390.50 |
High |
7,569.00 |
7,597.25 |
28.25 |
0.4% |
7,499.50 |
Low |
7,498.75 |
7,564.25 |
65.50 |
0.9% |
7,351.50 |
Close |
7,568.00 |
7,578.00 |
10.00 |
0.1% |
7,495.75 |
Range |
70.25 |
33.00 |
-37.25 |
-53.0% |
148.00 |
ATR |
87.54 |
83.65 |
-3.90 |
-4.5% |
0.00 |
Volume |
280,533 |
273,330 |
-7,203 |
-2.6% |
1,551,278 |
|
Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,678.75 |
7,661.50 |
7,596.25 |
|
R3 |
7,645.75 |
7,628.50 |
7,587.00 |
|
R2 |
7,612.75 |
7,612.75 |
7,584.00 |
|
R1 |
7,595.50 |
7,595.50 |
7,581.00 |
7,604.00 |
PP |
7,579.75 |
7,579.75 |
7,579.75 |
7,584.25 |
S1 |
7,562.50 |
7,562.50 |
7,575.00 |
7,571.00 |
S2 |
7,546.75 |
7,546.75 |
7,572.00 |
|
S3 |
7,513.75 |
7,529.50 |
7,569.00 |
|
S4 |
7,480.75 |
7,496.50 |
7,559.75 |
|
|
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 |
7,597.25 |
7,352.00 |
245.25 |
3.2% |
67.25 |
0.9% |
92% |
True |
False |
299,681 |
10 |
7,597.25 |
7,316.50 |
280.75 |
3.7% |
79.50 |
1.0% |
93% |
True |
False |
334,156 |
20 |
7,597.25 |
7,214.25 |
383.00 |
5.1% |
77.50 |
1.0% |
95% |
True |
False |
326,140 |
40 |
7,597.25 |
7,015.00 |
582.25 |
7.7% |
92.00 |
1.2% |
97% |
True |
False |
335,437 |
60 |
7,597.25 |
6,956.00 |
641.25 |
8.5% |
95.75 |
1.3% |
97% |
True |
False |
332,710 |
80 |
7,597.25 |
6,794.50 |
802.75 |
10.6% |
92.00 |
1.2% |
98% |
True |
False |
249,841 |
100 |
7,597.25 |
6,457.00 |
1,140.25 |
15.0% |
100.75 |
1.3% |
98% |
True |
False |
200,080 |
120 |
7,597.25 |
6,338.00 |
1,259.25 |
16.6% |
111.25 |
1.5% |
98% |
True |
False |
166,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,737.50 |
2.618 |
7,683.75 |
1.618 |
7,650.75 |
1.000 |
7,630.25 |
0.618 |
7,617.75 |
HIGH |
7,597.25 |
0.618 |
7,584.75 |
0.500 |
7,580.75 |
0.382 |
7,576.75 |
LOW |
7,564.25 |
0.618 |
7,543.75 |
1.000 |
7,531.25 |
1.618 |
7,510.75 |
2.618 |
7,477.75 |
4.250 |
7,424.00 |
|
|
Fisher Pivots for day following 28-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,580.75 |
7,555.25 |
PP |
7,579.75 |
7,532.75 |
S1 |
7,579.00 |
7,510.00 |
|