Trading Metrics calculated at close of trading on 30-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,581.00 |
7,672.75 |
91.75 |
1.2% |
7,390.50 |
High |
7,674.50 |
7,697.00 |
22.50 |
0.3% |
7,499.50 |
Low |
7,581.00 |
7,626.25 |
45.25 |
0.6% |
7,351.50 |
Close |
7,668.75 |
7,649.00 |
-19.75 |
-0.3% |
7,495.75 |
Range |
93.50 |
70.75 |
-22.75 |
-24.3% |
148.00 |
ATR |
84.56 |
83.58 |
-0.99 |
-1.2% |
0.00 |
Volume |
311,623 |
390,929 |
79,306 |
25.4% |
1,551,278 |
|
Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,869.75 |
7,830.00 |
7,688.00 |
|
R3 |
7,799.00 |
7,759.25 |
7,668.50 |
|
R2 |
7,728.25 |
7,728.25 |
7,662.00 |
|
R1 |
7,688.50 |
7,688.50 |
7,655.50 |
7,673.00 |
PP |
7,657.50 |
7,657.50 |
7,657.50 |
7,649.50 |
S1 |
7,617.75 |
7,617.75 |
7,642.50 |
7,602.25 |
S2 |
7,586.75 |
7,586.75 |
7,636.00 |
|
S3 |
7,516.00 |
7,547.00 |
7,629.50 |
|
S4 |
7,445.25 |
7,476.25 |
7,610.00 |
|
|
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 |
7,697.00 |
7,422.75 |
274.25 |
3.6% |
68.75 |
0.9% |
82% |
True |
False |
307,019 |
10 |
7,697.00 |
7,321.75 |
375.25 |
4.9% |
73.75 |
1.0% |
87% |
True |
False |
317,455 |
20 |
7,697.00 |
7,316.50 |
380.50 |
5.0% |
73.50 |
1.0% |
87% |
True |
False |
320,684 |
40 |
7,697.00 |
7,101.25 |
595.75 |
7.8% |
89.75 |
1.2% |
92% |
True |
False |
336,038 |
60 |
7,697.00 |
6,956.00 |
741.00 |
9.7% |
96.25 |
1.3% |
94% |
True |
False |
344,138 |
80 |
7,697.00 |
6,835.00 |
862.00 |
11.3% |
92.25 |
1.2% |
94% |
True |
False |
258,608 |
100 |
7,697.00 |
6,457.00 |
1,240.00 |
16.2% |
99.00 |
1.3% |
96% |
True |
False |
207,066 |
120 |
7,697.00 |
6,338.00 |
1,359.00 |
17.8% |
111.25 |
1.5% |
96% |
True |
False |
172,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,997.75 |
2.618 |
7,882.25 |
1.618 |
7,811.50 |
1.000 |
7,767.75 |
0.618 |
7,740.75 |
HIGH |
7,697.00 |
0.618 |
7,670.00 |
0.500 |
7,661.50 |
0.382 |
7,653.25 |
LOW |
7,626.25 |
0.618 |
7,582.50 |
1.000 |
7,555.50 |
1.618 |
7,511.75 |
2.618 |
7,441.00 |
4.250 |
7,325.50 |
|
|
Fisher Pivots for day following 30-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,661.50 |
7,643.00 |
PP |
7,657.50 |
7,636.75 |
S1 |
7,653.25 |
7,630.50 |
|