Trading Metrics calculated at close of trading on 14-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
12,333.0 |
12,381.5 |
48.5 |
0.4% |
12,641.0 |
High |
12,394.5 |
12,457.0 |
62.5 |
0.5% |
12,734.0 |
Low |
12,315.5 |
12,286.0 |
-29.5 |
-0.2% |
12,377.5 |
Close |
12,369.5 |
12,359.5 |
-10.0 |
-0.1% |
12,411.5 |
Range |
79.0 |
171.0 |
92.0 |
116.5% |
356.5 |
ATR |
164.2 |
164.7 |
0.5 |
0.3% |
0.0 |
Volume |
78,605 |
106,702 |
28,097 |
35.7% |
420,511 |
|
Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,880.5 |
12,791.0 |
12,453.6 |
|
R3 |
12,709.5 |
12,620.0 |
12,406.5 |
|
R2 |
12,538.5 |
12,538.5 |
12,390.9 |
|
R1 |
12,449.0 |
12,449.0 |
12,375.2 |
12,408.3 |
PP |
12,367.5 |
12,367.5 |
12,367.5 |
12,347.1 |
S1 |
12,278.0 |
12,278.0 |
12,343.8 |
12,237.3 |
S2 |
12,196.5 |
12,196.5 |
12,328.2 |
|
S3 |
12,025.5 |
12,107.0 |
12,312.5 |
|
S4 |
11,854.5 |
11,936.0 |
12,265.5 |
|
|
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 |
12,700.5 |
12,286.0 |
414.5 |
3.4% |
148.8 |
1.2% |
18% |
False |
True |
91,297 |
10 |
12,832.0 |
12,286.0 |
546.0 |
4.4% |
149.3 |
1.2% |
13% |
False |
True |
87,256 |
20 |
12,880.5 |
12,286.0 |
594.5 |
4.8% |
144.0 |
1.2% |
12% |
False |
True |
85,334 |
40 |
12,880.5 |
12,086.5 |
794.0 |
6.4% |
155.9 |
1.3% |
34% |
False |
False |
86,464 |
60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
164.9 |
1.3% |
25% |
False |
False |
67,803 |
80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
151.6 |
1.2% |
25% |
False |
False |
50,879 |
100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.9% |
154.0 |
1.2% |
44% |
False |
False |
40,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,183.8 |
2.618 |
12,904.7 |
1.618 |
12,733.7 |
1.000 |
12,628.0 |
0.618 |
12,562.7 |
HIGH |
12,457.0 |
0.618 |
12,391.7 |
0.500 |
12,371.5 |
0.382 |
12,351.3 |
LOW |
12,286.0 |
0.618 |
12,180.3 |
1.000 |
12,115.0 |
1.618 |
12,009.3 |
2.618 |
11,838.3 |
4.250 |
11,559.3 |
|
|
Fisher Pivots for day following 14-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
12,371.5 |
12,454.0 |
PP |
12,367.5 |
12,422.5 |
S1 |
12,363.5 |
12,391.0 |
|