Trading Metrics calculated at close of trading on 21-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,368.0 |
3,380.0 |
12.0 |
0.4% |
3,389.0 |
High |
3,384.0 |
3,404.0 |
20.0 |
0.6% |
3,416.0 |
Low |
3,368.0 |
3,380.0 |
12.0 |
0.4% |
3,319.0 |
Close |
3,375.0 |
3,394.0 |
19.0 |
0.6% |
3,351.0 |
Range |
16.0 |
24.0 |
8.0 |
50.0% |
97.0 |
ATR |
36.3 |
35.8 |
-0.5 |
-1.4% |
0.0 |
Volume |
5,188 |
148 |
-5,040 |
-97.1% |
23,959 |
|
Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,464.7 |
3,453.3 |
3,407.2 |
|
R3 |
3,440.7 |
3,429.3 |
3,400.6 |
|
R2 |
3,416.7 |
3,416.7 |
3,398.4 |
|
R1 |
3,405.3 |
3,405.3 |
3,396.2 |
3,411.0 |
PP |
3,392.7 |
3,392.7 |
3,392.7 |
3,395.5 |
S1 |
3,381.3 |
3,381.3 |
3,391.8 |
3,387.0 |
S2 |
3,368.7 |
3,368.7 |
3,389.6 |
|
S3 |
3,344.7 |
3,357.3 |
3,387.4 |
|
S4 |
3,320.7 |
3,333.3 |
3,380.8 |
|
|
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 |
3,404.0 |
3,319.0 |
85.0 |
2.5% |
35.8 |
1.1% |
88% |
True |
False |
3,598 |
10 |
3,489.0 |
3,319.0 |
170.0 |
5.0% |
32.3 |
1.0% |
44% |
False |
False |
2,981 |
20 |
3,515.0 |
3,319.0 |
196.0 |
5.8% |
29.5 |
0.9% |
38% |
False |
False |
1,676 |
40 |
3,515.0 |
3,315.0 |
200.0 |
5.9% |
30.5 |
0.9% |
40% |
False |
False |
1,166 |
60 |
3,516.0 |
3,315.0 |
201.0 |
5.9% |
33.4 |
1.0% |
39% |
False |
False |
4,157 |
80 |
3,547.0 |
3,315.0 |
232.0 |
6.8% |
30.4 |
0.9% |
34% |
False |
False |
4,035 |
100 |
3,547.0 |
3,189.0 |
358.0 |
10.5% |
28.4 |
0.8% |
57% |
False |
False |
3,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,506.0 |
2.618 |
3,466.8 |
1.618 |
3,442.8 |
1.000 |
3,428.0 |
0.618 |
3,418.8 |
HIGH |
3,404.0 |
0.618 |
3,394.8 |
0.500 |
3,392.0 |
0.382 |
3,389.2 |
LOW |
3,380.0 |
0.618 |
3,365.2 |
1.000 |
3,356.0 |
1.618 |
3,341.2 |
2.618 |
3,317.2 |
4.250 |
3,278.0 |
|
|
Fisher Pivots for day following 21-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,393.3 |
3,386.2 |
PP |
3,392.7 |
3,378.3 |
S1 |
3,392.0 |
3,370.5 |
|