Trading Metrics calculated at close of trading on 10-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,467.0 |
3,459.0 |
-8.0 |
-0.2% |
3,471.0 |
High |
3,476.0 |
3,459.0 |
-17.0 |
-0.5% |
3,494.0 |
Low |
3,460.0 |
3,398.0 |
-62.0 |
-1.8% |
3,398.0 |
Close |
3,472.0 |
3,403.0 |
-69.0 |
-2.0% |
3,403.0 |
Range |
16.0 |
61.0 |
45.0 |
281.3% |
96.0 |
ATR |
31.4 |
34.4 |
3.0 |
9.7% |
0.0 |
Volume |
182 |
264 |
82 |
45.1% |
1,902 |
|
Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,603.0 |
3,564.0 |
3,436.6 |
|
R3 |
3,542.0 |
3,503.0 |
3,419.8 |
|
R2 |
3,481.0 |
3,481.0 |
3,414.2 |
|
R1 |
3,442.0 |
3,442.0 |
3,408.6 |
3,431.0 |
PP |
3,420.0 |
3,420.0 |
3,420.0 |
3,414.5 |
S1 |
3,381.0 |
3,381.0 |
3,397.4 |
3,370.0 |
S2 |
3,359.0 |
3,359.0 |
3,391.8 |
|
S3 |
3,298.0 |
3,320.0 |
3,386.2 |
|
S4 |
3,237.0 |
3,259.0 |
3,369.5 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,719.7 |
3,657.3 |
3,455.8 |
|
R3 |
3,623.7 |
3,561.3 |
3,429.4 |
|
R2 |
3,527.7 |
3,527.7 |
3,420.6 |
|
R1 |
3,465.3 |
3,465.3 |
3,411.8 |
3,448.5 |
PP |
3,431.7 |
3,431.7 |
3,431.7 |
3,423.3 |
S1 |
3,369.3 |
3,369.3 |
3,394.2 |
3,352.5 |
S2 |
3,335.7 |
3,335.7 |
3,385.4 |
|
S3 |
3,239.7 |
3,273.3 |
3,376.6 |
|
S4 |
3,143.7 |
3,177.3 |
3,350.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,494.0 |
3,398.0 |
96.0 |
2.8% |
30.6 |
0.9% |
5% |
False |
True |
380 |
10 |
3,515.0 |
3,398.0 |
117.0 |
3.4% |
27.9 |
0.8% |
4% |
False |
True |
372 |
20 |
3,515.0 |
3,398.0 |
117.0 |
3.4% |
27.9 |
0.8% |
4% |
False |
True |
253 |
40 |
3,515.0 |
3,315.0 |
200.0 |
5.9% |
31.6 |
0.9% |
44% |
False |
False |
1,806 |
60 |
3,547.0 |
3,315.0 |
232.0 |
6.8% |
34.4 |
1.0% |
38% |
False |
False |
4,639 |
80 |
3,547.0 |
3,315.0 |
232.0 |
6.8% |
29.1 |
0.9% |
38% |
False |
False |
3,733 |
100 |
3,547.0 |
3,150.0 |
397.0 |
11.7% |
29.0 |
0.9% |
64% |
False |
False |
3,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,718.3 |
2.618 |
3,618.7 |
1.618 |
3,557.7 |
1.000 |
3,520.0 |
0.618 |
3,496.7 |
HIGH |
3,459.0 |
0.618 |
3,435.7 |
0.500 |
3,428.5 |
0.382 |
3,421.3 |
LOW |
3,398.0 |
0.618 |
3,360.3 |
1.000 |
3,337.0 |
1.618 |
3,299.3 |
2.618 |
3,238.3 |
4.250 |
3,138.8 |
|
|
Fisher Pivots for day following 10-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,428.5 |
3,443.5 |
PP |
3,420.0 |
3,430.0 |
S1 |
3,411.5 |
3,416.5 |
|