Trading Metrics calculated at close of trading on 20-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,363.0 |
3,368.0 |
5.0 |
0.1% |
3,389.0 |
High |
3,367.0 |
3,384.0 |
17.0 |
0.5% |
3,416.0 |
Low |
3,337.0 |
3,368.0 |
31.0 |
0.9% |
3,319.0 |
Close |
3,351.0 |
3,375.0 |
24.0 |
0.7% |
3,351.0 |
Range |
30.0 |
16.0 |
-14.0 |
-46.7% |
97.0 |
ATR |
36.5 |
36.3 |
-0.3 |
-0.7% |
0.0 |
Volume |
582 |
5,188 |
4,606 |
791.4% |
23,959 |
|
Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,423.7 |
3,415.3 |
3,383.8 |
|
R3 |
3,407.7 |
3,399.3 |
3,379.4 |
|
R2 |
3,391.7 |
3,391.7 |
3,377.9 |
|
R1 |
3,383.3 |
3,383.3 |
3,376.5 |
3,387.5 |
PP |
3,375.7 |
3,375.7 |
3,375.7 |
3,377.8 |
S1 |
3,367.3 |
3,367.3 |
3,373.5 |
3,371.5 |
S2 |
3,359.7 |
3,359.7 |
3,372.1 |
|
S3 |
3,343.7 |
3,351.3 |
3,370.6 |
|
S4 |
3,327.7 |
3,335.3 |
3,366.2 |
|
|
Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,653.0 |
3,599.0 |
3,404.4 |
|
R3 |
3,556.0 |
3,502.0 |
3,377.7 |
|
R2 |
3,459.0 |
3,459.0 |
3,368.8 |
|
R1 |
3,405.0 |
3,405.0 |
3,359.9 |
3,383.5 |
PP |
3,362.0 |
3,362.0 |
3,362.0 |
3,351.3 |
S1 |
3,308.0 |
3,308.0 |
3,342.1 |
3,286.5 |
S2 |
3,265.0 |
3,265.0 |
3,333.2 |
|
S3 |
3,168.0 |
3,211.0 |
3,324.3 |
|
S4 |
3,071.0 |
3,114.0 |
3,297.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,416.0 |
3,319.0 |
97.0 |
2.9% |
37.0 |
1.1% |
58% |
False |
False |
3,695 |
10 |
3,494.0 |
3,319.0 |
175.0 |
5.2% |
32.7 |
1.0% |
32% |
False |
False |
2,991 |
20 |
3,515.0 |
3,319.0 |
196.0 |
5.8% |
29.4 |
0.9% |
29% |
False |
False |
1,672 |
40 |
3,515.0 |
3,315.0 |
200.0 |
5.9% |
30.4 |
0.9% |
30% |
False |
False |
1,217 |
60 |
3,516.0 |
3,315.0 |
201.0 |
6.0% |
34.0 |
1.0% |
30% |
False |
False |
4,155 |
80 |
3,547.0 |
3,315.0 |
232.0 |
6.9% |
30.3 |
0.9% |
26% |
False |
False |
4,033 |
100 |
3,547.0 |
3,189.0 |
358.0 |
10.6% |
28.3 |
0.8% |
52% |
False |
False |
3,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,452.0 |
2.618 |
3,425.9 |
1.618 |
3,409.9 |
1.000 |
3,400.0 |
0.618 |
3,393.9 |
HIGH |
3,384.0 |
0.618 |
3,377.9 |
0.500 |
3,376.0 |
0.382 |
3,374.1 |
LOW |
3,368.0 |
0.618 |
3,358.1 |
1.000 |
3,352.0 |
1.618 |
3,342.1 |
2.618 |
3,326.1 |
4.250 |
3,300.0 |
|
|
Fisher Pivots for day following 20-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,376.0 |
3,370.2 |
PP |
3,375.7 |
3,365.3 |
S1 |
3,375.3 |
3,360.5 |
|