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 |
3,459.0 |
3,389.0 |
-70.0 |
-2.0% |
3,471.0 |
High |
3,459.0 |
3,399.0 |
-60.0 |
-1.7% |
3,494.0 |
Low |
3,398.0 |
3,382.0 |
-16.0 |
-0.5% |
3,398.0 |
Close |
3,403.0 |
3,393.0 |
-10.0 |
-0.3% |
3,403.0 |
Range |
61.0 |
17.0 |
-44.0 |
-72.1% |
96.0 |
ATR |
34.4 |
33.5 |
-1.0 |
-2.8% |
0.0 |
Volume |
264 |
10,671 |
10,407 |
3,942.0% |
1,902 |
|
Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,442.3 |
3,434.7 |
3,402.4 |
|
R3 |
3,425.3 |
3,417.7 |
3,397.7 |
|
R2 |
3,408.3 |
3,408.3 |
3,396.1 |
|
R1 |
3,400.7 |
3,400.7 |
3,394.6 |
3,404.5 |
PP |
3,391.3 |
3,391.3 |
3,391.3 |
3,393.3 |
S1 |
3,383.7 |
3,383.7 |
3,391.4 |
3,387.5 |
S2 |
3,374.3 |
3,374.3 |
3,389.9 |
|
S3 |
3,357.3 |
3,366.7 |
3,388.3 |
|
S4 |
3,340.3 |
3,349.7 |
3,383.7 |
|
|
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 |
3,382.0 |
112.0 |
3.3% |
28.4 |
0.8% |
10% |
False |
True |
2,287 |
10 |
3,515.0 |
3,382.0 |
133.0 |
3.9% |
27.9 |
0.8% |
8% |
False |
True |
1,431 |
20 |
3,515.0 |
3,382.0 |
133.0 |
3.9% |
27.8 |
0.8% |
8% |
False |
True |
777 |
40 |
3,515.0 |
3,315.0 |
200.0 |
5.9% |
31.0 |
0.9% |
39% |
False |
False |
2,072 |
60 |
3,546.0 |
3,315.0 |
231.0 |
6.8% |
34.4 |
1.0% |
34% |
False |
False |
4,817 |
80 |
3,547.0 |
3,315.0 |
232.0 |
6.8% |
29.3 |
0.9% |
34% |
False |
False |
3,866 |
100 |
3,547.0 |
3,150.0 |
397.0 |
11.7% |
28.8 |
0.8% |
61% |
False |
False |
3,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,471.3 |
2.618 |
3,443.5 |
1.618 |
3,426.5 |
1.000 |
3,416.0 |
0.618 |
3,409.5 |
HIGH |
3,399.0 |
0.618 |
3,392.5 |
0.500 |
3,390.5 |
0.382 |
3,388.5 |
LOW |
3,382.0 |
0.618 |
3,371.5 |
1.000 |
3,365.0 |
1.618 |
3,354.5 |
2.618 |
3,337.5 |
4.250 |
3,309.8 |
|
|
Fisher Pivots for day following 13-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,392.2 |
3,429.0 |
PP |
3,391.3 |
3,417.0 |
S1 |
3,390.5 |
3,405.0 |
|