Trading Metrics calculated at close of trading on 29-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,568.25 |
7,581.00 |
12.75 |
0.2% |
7,390.50 |
High |
7,597.25 |
7,674.50 |
77.25 |
1.0% |
7,499.50 |
Low |
7,564.25 |
7,581.00 |
16.75 |
0.2% |
7,351.50 |
Close |
7,578.00 |
7,668.75 |
90.75 |
1.2% |
7,495.75 |
Range |
33.00 |
93.50 |
60.50 |
183.3% |
148.00 |
ATR |
83.65 |
84.56 |
0.92 |
1.1% |
0.00 |
Volume |
273,330 |
311,623 |
38,293 |
14.0% |
1,551,278 |
|
Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,922.00 |
7,888.75 |
7,720.25 |
|
R3 |
7,828.50 |
7,795.25 |
7,694.50 |
|
R2 |
7,735.00 |
7,735.00 |
7,686.00 |
|
R1 |
7,701.75 |
7,701.75 |
7,677.25 |
7,718.50 |
PP |
7,641.50 |
7,641.50 |
7,641.50 |
7,649.75 |
S1 |
7,608.25 |
7,608.25 |
7,660.25 |
7,625.00 |
S2 |
7,548.00 |
7,548.00 |
7,651.50 |
|
S3 |
7,454.50 |
7,514.75 |
7,643.00 |
|
S4 |
7,361.00 |
7,421.25 |
7,617.25 |
|
|
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 |
7,674.50 |
7,411.25 |
263.25 |
3.4% |
67.50 |
0.9% |
98% |
True |
False |
300,107 |
10 |
7,674.50 |
7,321.75 |
352.75 |
4.6% |
74.00 |
1.0% |
98% |
True |
False |
313,202 |
20 |
7,674.50 |
7,214.25 |
460.25 |
6.0% |
79.00 |
1.0% |
99% |
True |
False |
323,191 |
40 |
7,674.50 |
7,015.00 |
659.50 |
8.6% |
90.75 |
1.2% |
99% |
True |
False |
335,722 |
60 |
7,674.50 |
6,956.00 |
718.50 |
9.4% |
96.50 |
1.3% |
99% |
True |
False |
337,837 |
80 |
7,674.50 |
6,794.50 |
880.00 |
11.5% |
92.25 |
1.2% |
99% |
True |
False |
253,726 |
100 |
7,674.50 |
6,457.00 |
1,217.50 |
15.9% |
100.25 |
1.3% |
100% |
True |
False |
203,178 |
120 |
7,674.50 |
6,338.00 |
1,336.50 |
17.4% |
110.75 |
1.4% |
100% |
True |
False |
169,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,072.00 |
2.618 |
7,919.25 |
1.618 |
7,825.75 |
1.000 |
7,768.00 |
0.618 |
7,732.25 |
HIGH |
7,674.50 |
0.618 |
7,638.75 |
0.500 |
7,627.75 |
0.382 |
7,616.75 |
LOW |
7,581.00 |
0.618 |
7,523.25 |
1.000 |
7,487.50 |
1.618 |
7,429.75 |
2.618 |
7,336.25 |
4.250 |
7,183.50 |
|
|
Fisher Pivots for day following 29-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,655.00 |
7,641.50 |
PP |
7,641.50 |
7,614.00 |
S1 |
7,627.75 |
7,586.50 |
|