Trading Metrics calculated at close of trading on 23-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
12,346.5 |
12,353.5 |
7.0 |
0.1% |
12,333.0 |
High |
12,437.5 |
12,408.5 |
-29.0 |
-0.2% |
12,457.0 |
Low |
12,327.0 |
12,346.0 |
19.0 |
0.2% |
12,105.0 |
Close |
12,384.0 |
12,365.5 |
-18.5 |
-0.1% |
12,200.5 |
Range |
110.5 |
62.5 |
-48.0 |
-43.4% |
352.0 |
ATR |
162.2 |
155.0 |
-7.1 |
-4.4% |
0.0 |
Volume |
55,415 |
62,822 |
7,407 |
13.4% |
388,379 |
|
Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,560.8 |
12,525.7 |
12,399.9 |
|
R3 |
12,498.3 |
12,463.2 |
12,382.7 |
|
R2 |
12,435.8 |
12,435.8 |
12,377.0 |
|
R1 |
12,400.7 |
12,400.7 |
12,371.2 |
12,418.3 |
PP |
12,373.3 |
12,373.3 |
12,373.3 |
12,382.1 |
S1 |
12,338.2 |
12,338.2 |
12,359.8 |
12,355.8 |
S2 |
12,310.8 |
12,310.8 |
12,354.0 |
|
S3 |
12,248.3 |
12,275.7 |
12,348.3 |
|
S4 |
12,185.8 |
12,213.2 |
12,331.1 |
|
|
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 |
12,437.5 |
12,127.5 |
310.0 |
2.5% |
111.6 |
0.9% |
77% |
False |
False |
63,064 |
10 |
12,622.0 |
12,105.0 |
517.0 |
4.2% |
148.0 |
1.2% |
50% |
False |
False |
71,670 |
20 |
12,880.5 |
12,105.0 |
775.5 |
6.3% |
139.3 |
1.1% |
34% |
False |
False |
77,709 |
40 |
12,880.5 |
12,086.5 |
794.0 |
6.4% |
144.9 |
1.2% |
35% |
False |
False |
79,161 |
60 |
13,170.0 |
12,086.5 |
1,083.5 |
8.8% |
162.2 |
1.3% |
26% |
False |
False |
75,342 |
80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
152.0 |
1.2% |
25% |
False |
False |
56,567 |
100 |
13,186.0 |
11,798.0 |
1,388.0 |
11.2% |
150.2 |
1.2% |
41% |
False |
False |
45,271 |
120 |
13,186.0 |
11,719.5 |
1,466.5 |
11.9% |
154.6 |
1.3% |
44% |
False |
False |
37,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,674.1 |
2.618 |
12,572.1 |
1.618 |
12,509.6 |
1.000 |
12,471.0 |
0.618 |
12,447.1 |
HIGH |
12,408.5 |
0.618 |
12,384.6 |
0.500 |
12,377.3 |
0.382 |
12,369.9 |
LOW |
12,346.0 |
0.618 |
12,307.4 |
1.000 |
12,283.5 |
1.618 |
12,244.9 |
2.618 |
12,182.4 |
4.250 |
12,080.4 |
|
|
Fisher Pivots for day following 23-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
12,377.3 |
12,370.3 |
PP |
12,373.3 |
12,368.7 |
S1 |
12,369.4 |
12,367.1 |
|