Trading Metrics calculated at close of trading on 15-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1,201.1 |
1,201.5 |
0.4 |
0.0% |
1,222.0 |
High |
1,205.8 |
1,202.0 |
-3.8 |
-0.3% |
1,226.0 |
Low |
1,198.9 |
1,180.0 |
-18.9 |
-1.6% |
1,213.1 |
Close |
1,200.7 |
1,185.0 |
-15.7 |
-1.3% |
1,219.0 |
Range |
6.9 |
22.0 |
15.1 |
218.8% |
12.9 |
ATR |
11.9 |
12.6 |
0.7 |
6.1% |
0.0 |
Volume |
242,549 |
377,682 |
135,133 |
55.7% |
1,228,429 |
|
Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.0 |
1,242.0 |
1,197.1 |
|
R3 |
1,233.0 |
1,220.0 |
1,191.1 |
|
R2 |
1,211.0 |
1,211.0 |
1,189.0 |
|
R1 |
1,198.0 |
1,198.0 |
1,187.0 |
1,193.5 |
PP |
1,189.0 |
1,189.0 |
1,189.0 |
1,186.8 |
S1 |
1,176.0 |
1,176.0 |
1,183.0 |
1,171.5 |
S2 |
1,167.0 |
1,167.0 |
1,181.0 |
|
S3 |
1,145.0 |
1,154.0 |
1,179.0 |
|
S4 |
1,123.0 |
1,132.0 |
1,172.9 |
|
|
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 |
1,180.0 |
45.6 |
3.8% |
14.1 |
1.2% |
11% |
False |
True |
310,924 |
10 |
1,230.0 |
1,180.0 |
50.0 |
4.2% |
13.2 |
1.1% |
10% |
False |
True |
273,761 |
20 |
1,244.7 |
1,180.0 |
64.7 |
5.5% |
12.9 |
1.1% |
8% |
False |
True |
200,840 |
40 |
1,290.6 |
1,180.0 |
110.6 |
9.3% |
11.7 |
1.0% |
5% |
False |
True |
111,042 |
60 |
1,325.4 |
1,180.0 |
145.4 |
12.3% |
11.4 |
1.0% |
3% |
False |
True |
76,322 |
80 |
1,353.3 |
1,180.0 |
173.3 |
14.6% |
11.4 |
1.0% |
3% |
False |
True |
58,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,295.5 |
2.618 |
1,259.6 |
1.618 |
1,237.6 |
1.000 |
1,224.0 |
0.618 |
1,215.6 |
HIGH |
1,202.0 |
0.618 |
1,193.6 |
0.500 |
1,191.0 |
0.382 |
1,188.4 |
LOW |
1,180.0 |
0.618 |
1,166.4 |
1.000 |
1,158.0 |
1.618 |
1,144.4 |
2.618 |
1,122.4 |
4.250 |
1,086.5 |
|
|
Fisher Pivots for day following 15-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,191.0 |
1,200.7 |
PP |
1,189.0 |
1,195.5 |
S1 |
1,187.0 |
1,190.2 |
|