Trading Metrics calculated at close of trading on 31-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,672.75 |
7,641.75 |
-31.00 |
-0.4% |
7,499.00 |
High |
7,697.00 |
7,682.25 |
-14.75 |
-0.2% |
7,697.00 |
Low |
7,626.25 |
7,633.25 |
7.00 |
0.1% |
7,498.75 |
Close |
7,649.00 |
7,661.25 |
12.25 |
0.2% |
7,661.25 |
Range |
70.75 |
49.00 |
-21.75 |
-30.7% |
198.25 |
ATR |
83.58 |
81.11 |
-2.47 |
-3.0% |
0.00 |
Volume |
390,929 |
346,901 |
-44,028 |
-11.3% |
1,603,316 |
|
Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,806.00 |
7,782.50 |
7,688.25 |
|
R3 |
7,757.00 |
7,733.50 |
7,674.75 |
|
R2 |
7,708.00 |
7,708.00 |
7,670.25 |
|
R1 |
7,684.50 |
7,684.50 |
7,665.75 |
7,696.25 |
PP |
7,659.00 |
7,659.00 |
7,659.00 |
7,664.75 |
S1 |
7,635.50 |
7,635.50 |
7,656.75 |
7,647.25 |
S2 |
7,610.00 |
7,610.00 |
7,652.25 |
|
S3 |
7,561.00 |
7,586.50 |
7,647.75 |
|
S4 |
7,512.00 |
7,537.50 |
7,634.25 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,213.75 |
8,135.75 |
7,770.25 |
|
R3 |
8,015.50 |
7,937.50 |
7,715.75 |
|
R2 |
7,817.25 |
7,817.25 |
7,697.50 |
|
R1 |
7,739.25 |
7,739.25 |
7,679.50 |
7,778.25 |
PP |
7,619.00 |
7,619.00 |
7,619.00 |
7,638.50 |
S1 |
7,541.00 |
7,541.00 |
7,643.00 |
7,580.00 |
S2 |
7,420.75 |
7,420.75 |
7,625.00 |
|
S3 |
7,222.50 |
7,342.75 |
7,606.75 |
|
S4 |
7,024.25 |
7,144.50 |
7,552.25 |
|
|
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 |
7,498.75 |
198.25 |
2.6% |
63.25 |
0.8% |
82% |
False |
False |
320,663 |
10 |
7,697.00 |
7,351.50 |
345.50 |
4.5% |
70.25 |
0.9% |
90% |
False |
False |
315,459 |
20 |
7,697.00 |
7,316.50 |
380.50 |
5.0% |
73.25 |
1.0% |
91% |
False |
False |
323,111 |
40 |
7,697.00 |
7,166.75 |
530.25 |
6.9% |
87.50 |
1.1% |
93% |
False |
False |
336,703 |
60 |
7,697.00 |
6,956.00 |
741.00 |
9.7% |
95.00 |
1.2% |
95% |
False |
False |
348,782 |
80 |
7,697.00 |
6,855.50 |
841.50 |
11.0% |
91.75 |
1.2% |
96% |
False |
False |
262,941 |
100 |
7,697.00 |
6,457.00 |
1,240.00 |
16.2% |
98.50 |
1.3% |
97% |
False |
False |
210,527 |
120 |
7,697.00 |
6,338.00 |
1,359.00 |
17.7% |
110.25 |
1.4% |
97% |
False |
False |
175,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,890.50 |
2.618 |
7,810.50 |
1.618 |
7,761.50 |
1.000 |
7,731.25 |
0.618 |
7,712.50 |
HIGH |
7,682.25 |
0.618 |
7,663.50 |
0.500 |
7,657.75 |
0.382 |
7,652.00 |
LOW |
7,633.25 |
0.618 |
7,603.00 |
1.000 |
7,584.25 |
1.618 |
7,554.00 |
2.618 |
7,505.00 |
4.250 |
7,425.00 |
|
|
Fisher Pivots for day following 31-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,660.00 |
7,653.75 |
PP |
7,659.00 |
7,646.50 |
S1 |
7,657.75 |
7,639.00 |
|