Trading Metrics calculated at close of trading on 10-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
12,620.5 |
12,599.0 |
-21.5 |
-0.2% |
12,641.0 |
High |
12,694.0 |
12,622.0 |
-72.0 |
-0.6% |
12,734.0 |
Low |
12,567.0 |
12,377.5 |
-189.5 |
-1.5% |
12,377.5 |
Close |
12,658.5 |
12,411.5 |
-247.0 |
-2.0% |
12,411.5 |
Range |
127.0 |
244.5 |
117.5 |
92.5% |
356.5 |
ATR |
160.9 |
169.5 |
8.6 |
5.3% |
0.0 |
Volume |
112,722 |
75,655 |
-37,067 |
-32.9% |
420,511 |
|
Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,203.8 |
13,052.2 |
12,546.0 |
|
R3 |
12,959.3 |
12,807.7 |
12,478.7 |
|
R2 |
12,714.8 |
12,714.8 |
12,456.3 |
|
R1 |
12,563.2 |
12,563.2 |
12,433.9 |
12,516.8 |
PP |
12,470.3 |
12,470.3 |
12,470.3 |
12,447.1 |
S1 |
12,318.7 |
12,318.7 |
12,389.1 |
12,272.3 |
S2 |
12,225.8 |
12,225.8 |
12,366.7 |
|
S3 |
11,981.3 |
12,074.2 |
12,344.3 |
|
S4 |
11,736.8 |
11,829.7 |
12,277.0 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,577.2 |
13,350.8 |
12,607.6 |
|
R3 |
13,220.7 |
12,994.3 |
12,509.5 |
|
R2 |
12,864.2 |
12,864.2 |
12,476.9 |
|
R1 |
12,637.8 |
12,637.8 |
12,444.2 |
12,572.8 |
PP |
12,507.7 |
12,507.7 |
12,507.7 |
12,475.1 |
S1 |
12,281.3 |
12,281.3 |
12,378.8 |
12,216.3 |
S2 |
12,151.2 |
12,151.2 |
12,346.1 |
|
S3 |
11,794.7 |
11,924.8 |
12,313.5 |
|
S4 |
11,438.2 |
11,568.3 |
12,215.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,734.0 |
12,377.5 |
356.5 |
2.9% |
160.7 |
1.3% |
10% |
False |
True |
84,102 |
10 |
12,854.0 |
12,377.5 |
476.5 |
3.8% |
145.3 |
1.2% |
7% |
False |
True |
85,480 |
20 |
12,880.5 |
12,377.5 |
503.0 |
4.1% |
147.4 |
1.2% |
7% |
False |
True |
84,423 |
40 |
13,155.5 |
12,086.5 |
1,069.0 |
8.6% |
159.7 |
1.3% |
30% |
False |
False |
86,897 |
60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
163.9 |
1.3% |
30% |
False |
False |
64,718 |
80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
151.8 |
1.2% |
30% |
False |
False |
48,564 |
100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.8% |
154.3 |
1.2% |
47% |
False |
False |
38,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,661.1 |
2.618 |
13,262.1 |
1.618 |
13,017.6 |
1.000 |
12,866.5 |
0.618 |
12,773.1 |
HIGH |
12,622.0 |
0.618 |
12,528.6 |
0.500 |
12,499.8 |
0.382 |
12,470.9 |
LOW |
12,377.5 |
0.618 |
12,226.4 |
1.000 |
12,133.0 |
1.618 |
11,981.9 |
2.618 |
11,737.4 |
4.250 |
11,338.4 |
|
|
Fisher Pivots for day following 10-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
12,499.8 |
12,539.0 |
PP |
12,470.3 |
12,496.5 |
S1 |
12,440.9 |
12,454.0 |
|