Trading Metrics calculated at close of trading on 21-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
12,247.0 |
12,321.0 |
74.0 |
0.6% |
12,333.0 |
High |
12,368.5 |
12,427.0 |
58.5 |
0.5% |
12,457.0 |
Low |
12,228.0 |
12,303.0 |
75.0 |
0.6% |
12,105.0 |
Close |
12,330.0 |
12,379.0 |
49.0 |
0.4% |
12,200.5 |
Range |
140.5 |
124.0 |
-16.5 |
-11.7% |
352.0 |
ATR |
169.4 |
166.1 |
-3.2 |
-1.9% |
0.0 |
Volume |
66,772 |
67,666 |
894 |
1.3% |
388,379 |
|
Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,741.7 |
12,684.3 |
12,447.2 |
|
R3 |
12,617.7 |
12,560.3 |
12,413.1 |
|
R2 |
12,493.7 |
12,493.7 |
12,401.7 |
|
R1 |
12,436.3 |
12,436.3 |
12,390.4 |
12,465.0 |
PP |
12,369.7 |
12,369.7 |
12,369.7 |
12,384.0 |
S1 |
12,312.3 |
12,312.3 |
12,367.6 |
12,341.0 |
S2 |
12,245.7 |
12,245.7 |
12,356.3 |
|
S3 |
12,121.7 |
12,188.3 |
12,344.9 |
|
S4 |
11,997.7 |
12,064.3 |
12,310.8 |
|
|
Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,310.2 |
13,107.3 |
12,394.1 |
|
R3 |
12,958.2 |
12,755.3 |
12,297.3 |
|
R2 |
12,606.2 |
12,606.2 |
12,265.0 |
|
R1 |
12,403.3 |
12,403.3 |
12,232.8 |
12,328.8 |
PP |
12,254.2 |
12,254.2 |
12,254.2 |
12,216.9 |
S1 |
12,051.3 |
12,051.3 |
12,168.2 |
11,976.8 |
S2 |
11,902.2 |
11,902.2 |
12,136.0 |
|
S3 |
11,550.2 |
11,699.3 |
12,103.7 |
|
S4 |
11,198.2 |
11,347.3 |
12,006.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,427.0 |
12,105.0 |
322.0 |
2.6% |
162.5 |
1.3% |
85% |
True |
False |
67,502 |
10 |
12,700.5 |
12,105.0 |
595.5 |
4.8% |
155.7 |
1.3% |
46% |
False |
False |
79,399 |
20 |
12,880.5 |
12,105.0 |
775.5 |
6.3% |
149.1 |
1.2% |
35% |
False |
False |
80,759 |
40 |
12,880.5 |
12,086.5 |
794.0 |
6.4% |
152.9 |
1.2% |
37% |
False |
False |
82,612 |
60 |
13,170.0 |
12,086.5 |
1,083.5 |
8.8% |
166.1 |
1.3% |
27% |
False |
False |
73,396 |
80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
153.4 |
1.2% |
27% |
False |
False |
55,091 |
100 |
13,186.0 |
11,770.5 |
1,415.5 |
11.4% |
152.5 |
1.2% |
43% |
False |
False |
44,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,954.0 |
2.618 |
12,751.6 |
1.618 |
12,627.6 |
1.000 |
12,551.0 |
0.618 |
12,503.6 |
HIGH |
12,427.0 |
0.618 |
12,379.6 |
0.500 |
12,365.0 |
0.382 |
12,350.4 |
LOW |
12,303.0 |
0.618 |
12,226.4 |
1.000 |
12,179.0 |
1.618 |
12,102.4 |
2.618 |
11,978.4 |
4.250 |
11,776.0 |
|
|
Fisher Pivots for day following 21-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
12,374.3 |
12,345.1 |
PP |
12,369.7 |
12,311.2 |
S1 |
12,365.0 |
12,277.3 |
|