Trading Metrics calculated at close of trading on 14-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,389.0 |
3,400.0 |
11.0 |
0.3% |
3,471.0 |
High |
3,399.0 |
3,416.0 |
17.0 |
0.5% |
3,494.0 |
Low |
3,382.0 |
3,386.0 |
4.0 |
0.1% |
3,398.0 |
Close |
3,393.0 |
3,392.0 |
-1.0 |
0.0% |
3,403.0 |
Range |
17.0 |
30.0 |
13.0 |
76.5% |
96.0 |
ATR |
33.5 |
33.2 |
-0.2 |
-0.7% |
0.0 |
Volume |
10,671 |
633 |
-10,038 |
-94.1% |
1,902 |
|
Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,488.0 |
3,470.0 |
3,408.5 |
|
R3 |
3,458.0 |
3,440.0 |
3,400.3 |
|
R2 |
3,428.0 |
3,428.0 |
3,397.5 |
|
R1 |
3,410.0 |
3,410.0 |
3,394.8 |
3,404.0 |
PP |
3,398.0 |
3,398.0 |
3,398.0 |
3,395.0 |
S1 |
3,380.0 |
3,380.0 |
3,389.3 |
3,374.0 |
S2 |
3,368.0 |
3,368.0 |
3,386.5 |
|
S3 |
3,338.0 |
3,350.0 |
3,383.8 |
|
S4 |
3,308.0 |
3,320.0 |
3,375.5 |
|
|
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 |
3,489.0 |
3,382.0 |
107.0 |
3.2% |
28.8 |
0.8% |
9% |
False |
False |
2,364 |
10 |
3,508.0 |
3,382.0 |
126.0 |
3.7% |
28.3 |
0.8% |
8% |
False |
False |
1,485 |
20 |
3,515.0 |
3,382.0 |
133.0 |
3.9% |
27.2 |
0.8% |
8% |
False |
False |
806 |
40 |
3,515.0 |
3,315.0 |
200.0 |
5.9% |
30.9 |
0.9% |
39% |
False |
False |
1,702 |
60 |
3,518.0 |
3,315.0 |
203.0 |
6.0% |
34.5 |
1.0% |
38% |
False |
False |
4,364 |
80 |
3,547.0 |
3,315.0 |
232.0 |
6.8% |
29.4 |
0.9% |
33% |
False |
False |
3,810 |
100 |
3,547.0 |
3,150.0 |
397.0 |
11.7% |
28.5 |
0.8% |
61% |
False |
False |
3,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,543.5 |
2.618 |
3,494.5 |
1.618 |
3,464.5 |
1.000 |
3,446.0 |
0.618 |
3,434.5 |
HIGH |
3,416.0 |
0.618 |
3,404.5 |
0.500 |
3,401.0 |
0.382 |
3,397.5 |
LOW |
3,386.0 |
0.618 |
3,367.5 |
1.000 |
3,356.0 |
1.618 |
3,337.5 |
2.618 |
3,307.5 |
4.250 |
3,258.5 |
|
|
Fisher Pivots for day following 14-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,401.0 |
3,420.5 |
PP |
3,398.0 |
3,411.0 |
S1 |
3,395.0 |
3,401.5 |
|