Trading Metrics calculated at close of trading on 27-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1,191.6 |
1,214.5 |
22.9 |
1.9% |
1,190.4 |
High |
1,215.4 |
1,218.8 |
3.4 |
0.3% |
1,215.4 |
Low |
1,189.5 |
1,209.3 |
19.8 |
1.7% |
1,189.5 |
Close |
1,213.3 |
1,216.0 |
2.7 |
0.2% |
1,213.3 |
Range |
25.9 |
9.5 |
-16.4 |
-63.3% |
25.9 |
ATR |
13.8 |
13.5 |
-0.3 |
-2.2% |
0.0 |
Volume |
293,979 |
209,187 |
-84,792 |
-28.8% |
1,185,074 |
|
Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,243.2 |
1,239.1 |
1,221.2 |
|
R3 |
1,233.7 |
1,229.6 |
1,218.6 |
|
R2 |
1,224.2 |
1,224.2 |
1,217.7 |
|
R1 |
1,220.1 |
1,220.1 |
1,216.9 |
1,222.2 |
PP |
1,214.7 |
1,214.7 |
1,214.7 |
1,215.7 |
S1 |
1,210.6 |
1,210.6 |
1,215.1 |
1,212.7 |
S2 |
1,205.2 |
1,205.2 |
1,214.3 |
|
S3 |
1,195.7 |
1,201.1 |
1,213.4 |
|
S4 |
1,186.2 |
1,191.6 |
1,210.8 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.8 |
1,274.4 |
1,227.5 |
|
R3 |
1,257.9 |
1,248.5 |
1,220.4 |
|
R2 |
1,232.0 |
1,232.0 |
1,218.0 |
|
R1 |
1,222.6 |
1,222.6 |
1,215.7 |
1,227.3 |
PP |
1,206.1 |
1,206.1 |
1,206.1 |
1,208.4 |
S1 |
1,196.7 |
1,196.7 |
1,210.9 |
1,201.4 |
S2 |
1,180.2 |
1,180.2 |
1,208.6 |
|
S3 |
1,154.3 |
1,170.8 |
1,206.2 |
|
S4 |
1,128.4 |
1,144.9 |
1,199.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,218.8 |
1,189.5 |
29.3 |
2.4% |
13.6 |
1.1% |
90% |
True |
False |
237,698 |
10 |
1,218.8 |
1,167.1 |
51.7 |
4.3% |
14.0 |
1.2% |
95% |
True |
False |
263,239 |
20 |
1,237.8 |
1,167.1 |
70.7 |
5.8% |
13.4 |
1.1% |
69% |
False |
False |
263,303 |
40 |
1,278.2 |
1,167.1 |
111.1 |
9.1% |
12.8 |
1.1% |
44% |
False |
False |
159,755 |
60 |
1,325.4 |
1,167.1 |
158.3 |
13.0% |
11.9 |
1.0% |
31% |
False |
False |
108,863 |
80 |
1,345.0 |
1,167.1 |
177.9 |
14.6% |
11.6 |
1.0% |
27% |
False |
False |
83,023 |
100 |
1,388.2 |
1,167.1 |
221.1 |
18.2% |
11.9 |
1.0% |
22% |
False |
False |
67,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,259.2 |
2.618 |
1,243.7 |
1.618 |
1,234.2 |
1.000 |
1,228.3 |
0.618 |
1,224.7 |
HIGH |
1,218.8 |
0.618 |
1,215.2 |
0.500 |
1,214.1 |
0.382 |
1,212.9 |
LOW |
1,209.3 |
0.618 |
1,203.4 |
1.000 |
1,199.8 |
1.618 |
1,193.9 |
2.618 |
1,184.4 |
4.250 |
1,168.9 |
|
|
Fisher Pivots for day following 27-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,215.4 |
1,212.1 |
PP |
1,214.7 |
1,208.1 |
S1 |
1,214.1 |
1,204.2 |
|