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 |
3,400.0 |
3,393.0 |
-7.0 |
-0.2% |
3,471.0 |
High |
3,416.0 |
3,400.0 |
-16.0 |
-0.5% |
3,494.0 |
Low |
3,386.0 |
3,319.0 |
-67.0 |
-2.0% |
3,398.0 |
Close |
3,392.0 |
3,325.0 |
-67.0 |
-2.0% |
3,403.0 |
Range |
30.0 |
81.0 |
51.0 |
170.0% |
96.0 |
ATR |
33.2 |
36.6 |
3.4 |
10.3% |
0.0 |
Volume |
633 |
10,849 |
10,216 |
1,613.9% |
1,902 |
|
Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,591.0 |
3,539.0 |
3,369.6 |
|
R3 |
3,510.0 |
3,458.0 |
3,347.3 |
|
R2 |
3,429.0 |
3,429.0 |
3,339.9 |
|
R1 |
3,377.0 |
3,377.0 |
3,332.4 |
3,362.5 |
PP |
3,348.0 |
3,348.0 |
3,348.0 |
3,340.8 |
S1 |
3,296.0 |
3,296.0 |
3,317.6 |
3,281.5 |
S2 |
3,267.0 |
3,267.0 |
3,310.2 |
|
S3 |
3,186.0 |
3,215.0 |
3,302.7 |
|
S4 |
3,105.0 |
3,134.0 |
3,280.5 |
|
|
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 |
3,476.0 |
3,319.0 |
157.0 |
4.7% |
41.0 |
1.2% |
4% |
False |
True |
4,519 |
10 |
3,494.0 |
3,319.0 |
175.0 |
5.3% |
33.4 |
1.0% |
3% |
False |
True |
2,491 |
20 |
3,515.0 |
3,319.0 |
196.0 |
5.9% |
30.2 |
0.9% |
3% |
False |
True |
1,346 |
40 |
3,515.0 |
3,315.0 |
200.0 |
6.0% |
32.3 |
1.0% |
5% |
False |
False |
1,598 |
60 |
3,516.0 |
3,315.0 |
201.0 |
6.0% |
35.3 |
1.1% |
5% |
False |
False |
4,494 |
80 |
3,547.0 |
3,315.0 |
232.0 |
7.0% |
29.9 |
0.9% |
4% |
False |
False |
3,945 |
100 |
3,547.0 |
3,151.0 |
396.0 |
11.9% |
28.8 |
0.9% |
44% |
False |
False |
3,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,744.3 |
2.618 |
3,612.1 |
1.618 |
3,531.1 |
1.000 |
3,481.0 |
0.618 |
3,450.1 |
HIGH |
3,400.0 |
0.618 |
3,369.1 |
0.500 |
3,359.5 |
0.382 |
3,349.9 |
LOW |
3,319.0 |
0.618 |
3,268.9 |
1.000 |
3,238.0 |
1.618 |
3,187.9 |
2.618 |
3,106.9 |
4.250 |
2,974.8 |
|
|
Fisher Pivots for day following 15-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,359.5 |
3,367.5 |
PP |
3,348.0 |
3,353.3 |
S1 |
3,336.5 |
3,339.2 |
|