Trading Metrics calculated at close of trading on 13-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1,220.0 |
1,218.4 |
-1.6 |
-0.1% |
1,222.0 |
High |
1,224.9 |
1,221.4 |
-3.5 |
-0.3% |
1,226.0 |
Low |
1,213.1 |
1,198.6 |
-14.5 |
-1.2% |
1,213.1 |
Close |
1,219.0 |
1,198.9 |
-20.1 |
-1.6% |
1,219.0 |
Range |
11.8 |
22.8 |
11.0 |
93.2% |
12.9 |
ATR |
11.5 |
12.3 |
0.8 |
7.0% |
0.0 |
Volume |
328,240 |
374,115 |
45,875 |
14.0% |
1,228,429 |
|
Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.7 |
1,259.6 |
1,211.4 |
|
R3 |
1,251.9 |
1,236.8 |
1,205.2 |
|
R2 |
1,229.1 |
1,229.1 |
1,203.1 |
|
R1 |
1,214.0 |
1,214.0 |
1,201.0 |
1,210.2 |
PP |
1,206.3 |
1,206.3 |
1,206.3 |
1,204.4 |
S1 |
1,191.2 |
1,191.2 |
1,196.8 |
1,187.4 |
S2 |
1,183.5 |
1,183.5 |
1,194.7 |
|
S3 |
1,160.7 |
1,168.4 |
1,192.6 |
|
S4 |
1,137.9 |
1,145.6 |
1,186.4 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.1 |
1,251.4 |
1,226.1 |
|
R3 |
1,245.2 |
1,238.5 |
1,222.5 |
|
R2 |
1,232.3 |
1,232.3 |
1,221.4 |
|
R1 |
1,225.6 |
1,225.6 |
1,220.2 |
1,222.5 |
PP |
1,219.4 |
1,219.4 |
1,219.4 |
1,217.8 |
S1 |
1,212.7 |
1,212.7 |
1,217.8 |
1,209.6 |
S2 |
1,206.5 |
1,206.5 |
1,216.6 |
|
S3 |
1,193.6 |
1,199.8 |
1,215.5 |
|
S4 |
1,180.7 |
1,186.9 |
1,211.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,225.6 |
1,198.6 |
27.0 |
2.3% |
12.1 |
1.0% |
1% |
False |
True |
280,601 |
10 |
1,237.8 |
1,198.6 |
39.2 |
3.3% |
12.8 |
1.1% |
1% |
False |
True |
263,366 |
20 |
1,255.7 |
1,198.6 |
57.1 |
4.8% |
12.8 |
1.1% |
1% |
False |
True |
173,020 |
40 |
1,298.5 |
1,198.6 |
99.9 |
8.3% |
11.5 |
1.0% |
0% |
False |
True |
95,772 |
60 |
1,325.4 |
1,198.6 |
126.8 |
10.6% |
11.2 |
0.9% |
0% |
False |
True |
66,146 |
80 |
1,366.7 |
1,198.6 |
168.1 |
14.0% |
11.3 |
0.9% |
0% |
False |
True |
50,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,318.3 |
2.618 |
1,281.1 |
1.618 |
1,258.3 |
1.000 |
1,244.2 |
0.618 |
1,235.5 |
HIGH |
1,221.4 |
0.618 |
1,212.7 |
0.500 |
1,210.0 |
0.382 |
1,207.3 |
LOW |
1,198.6 |
0.618 |
1,184.5 |
1.000 |
1,175.8 |
1.618 |
1,161.7 |
2.618 |
1,138.9 |
4.250 |
1,101.7 |
|
|
Fisher Pivots for day following 13-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,210.0 |
1,212.1 |
PP |
1,206.3 |
1,207.7 |
S1 |
1,202.6 |
1,203.3 |
|